| Trading Metrics calculated at close of trading on 13-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2002 |
13-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,880.35 |
9,856.99 |
-23.36 |
-0.2% |
9,905.46 |
| High |
9,906.02 |
9,998.25 |
92.23 |
0.9% |
9,905.46 |
| Low |
9,811.64 |
9,856.99 |
45.35 |
0.5% |
9,580.32 |
| Close |
9,863.74 |
9,989.67 |
125.93 |
1.3% |
9,744.24 |
| Range |
94.38 |
141.26 |
46.88 |
49.7% |
325.14 |
| ATR |
144.86 |
144.60 |
-0.26 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,372.08 |
10,322.14 |
10,067.36 |
|
| R3 |
10,230.82 |
10,180.88 |
10,028.52 |
|
| R2 |
10,089.56 |
10,089.56 |
10,015.57 |
|
| R1 |
10,039.62 |
10,039.62 |
10,002.62 |
10,064.59 |
| PP |
9,948.30 |
9,948.30 |
9,948.30 |
9,960.79 |
| S1 |
9,898.36 |
9,898.36 |
9,976.72 |
9,923.33 |
| S2 |
9,807.04 |
9,807.04 |
9,963.77 |
|
| S3 |
9,665.78 |
9,757.10 |
9,950.82 |
|
| S4 |
9,524.52 |
9,615.84 |
9,911.98 |
|
|
| Weekly Pivots for week ending 08-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,718.76 |
10,556.64 |
9,923.07 |
|
| R3 |
10,393.62 |
10,231.50 |
9,833.65 |
|
| R2 |
10,068.48 |
10,068.48 |
9,803.85 |
|
| R1 |
9,906.36 |
9,906.36 |
9,774.04 |
9,824.85 |
| PP |
9,743.34 |
9,743.34 |
9,743.34 |
9,702.59 |
| S1 |
9,581.22 |
9,581.22 |
9,714.44 |
9,499.71 |
| S2 |
9,418.20 |
9,418.20 |
9,684.63 |
|
| S3 |
9,093.06 |
9,256.08 |
9,654.83 |
|
| S4 |
8,767.92 |
8,930.94 |
9,565.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,998.25 |
9,580.32 |
417.93 |
4.2% |
140.39 |
1.4% |
98% |
True |
False |
|
| 10 |
9,998.25 |
9,580.32 |
417.93 |
4.2% |
146.70 |
1.5% |
98% |
True |
False |
|
| 20 |
9,998.25 |
9,529.46 |
468.79 |
4.7% |
152.44 |
1.5% |
98% |
True |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.7% |
131.24 |
1.3% |
60% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.7% |
130.42 |
1.3% |
60% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.9% |
141.34 |
1.4% |
76% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.4% |
151.99 |
1.5% |
86% |
False |
False |
|
| 120 |
10,441.40 |
8,062.34 |
2,379.06 |
23.8% |
165.36 |
1.7% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,598.61 |
|
2.618 |
10,368.07 |
|
1.618 |
10,226.81 |
|
1.000 |
10,139.51 |
|
0.618 |
10,085.55 |
|
HIGH |
9,998.25 |
|
0.618 |
9,944.29 |
|
0.500 |
9,927.62 |
|
0.382 |
9,910.95 |
|
LOW |
9,856.99 |
|
0.618 |
9,769.69 |
|
1.000 |
9,715.73 |
|
1.618 |
9,628.43 |
|
2.618 |
9,487.17 |
|
4.250 |
9,256.64 |
|
|
| Fisher Pivots for day following 13-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,968.99 |
9,944.60 |
| PP |
9,948.30 |
9,899.53 |
| S1 |
9,927.62 |
9,854.47 |
|