Trading Metrics calculated at close of trading on 15-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2002 |
15-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,989.67 |
10,000.80 |
11.13 |
0.1% |
9,739.81 |
High |
10,052.30 |
10,007.50 |
-44.80 |
-0.4% |
10,052.30 |
Low |
9,959.23 |
9,893.77 |
-65.46 |
-0.7% |
9,710.68 |
Close |
10,002.00 |
9,903.04 |
-98.96 |
-1.0% |
9,903.04 |
Range |
93.07 |
113.73 |
20.66 |
22.2% |
341.62 |
ATR |
140.92 |
138.98 |
-1.94 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,275.96 |
10,203.23 |
9,965.59 |
|
R3 |
10,162.23 |
10,089.50 |
9,934.32 |
|
R2 |
10,048.50 |
10,048.50 |
9,923.89 |
|
R1 |
9,975.77 |
9,975.77 |
9,913.47 |
9,955.27 |
PP |
9,934.77 |
9,934.77 |
9,934.77 |
9,924.52 |
S1 |
9,862.04 |
9,862.04 |
9,892.61 |
9,841.54 |
S2 |
9,821.04 |
9,821.04 |
9,882.19 |
|
S3 |
9,707.31 |
9,748.31 |
9,871.76 |
|
S4 |
9,593.58 |
9,634.58 |
9,840.49 |
|
|
Weekly Pivots for week ending 15-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,913.53 |
10,749.91 |
10,090.93 |
|
R3 |
10,571.91 |
10,408.29 |
9,996.99 |
|
R2 |
10,230.29 |
10,230.29 |
9,965.67 |
|
R1 |
10,066.67 |
10,066.67 |
9,934.36 |
10,148.48 |
PP |
9,888.67 |
9,888.67 |
9,888.67 |
9,929.58 |
S1 |
9,725.05 |
9,725.05 |
9,871.72 |
9,806.86 |
S2 |
9,547.05 |
9,547.05 |
9,840.41 |
|
S3 |
9,205.43 |
9,383.43 |
9,809.09 |
|
S4 |
8,863.81 |
9,041.81 |
9,715.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,052.30 |
9,710.68 |
341.62 |
3.4% |
124.91 |
1.3% |
56% |
False |
False |
|
10 |
10,052.30 |
9,580.32 |
471.98 |
4.8% |
143.13 |
1.4% |
68% |
False |
False |
|
20 |
10,052.30 |
9,529.46 |
522.84 |
5.3% |
145.23 |
1.5% |
71% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
130.04 |
1.3% |
48% |
False |
False |
|
60 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
130.17 |
1.3% |
48% |
False |
False |
|
80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.0% |
139.39 |
1.4% |
69% |
False |
False |
|
100 |
10,300.20 |
8,471.97 |
1,828.23 |
18.5% |
146.23 |
1.5% |
78% |
False |
False |
|
120 |
10,441.40 |
8,062.34 |
2,379.06 |
24.0% |
164.47 |
1.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,490.85 |
2.618 |
10,305.25 |
1.618 |
10,191.52 |
1.000 |
10,121.23 |
0.618 |
10,077.79 |
HIGH |
10,007.50 |
0.618 |
9,964.06 |
0.500 |
9,950.64 |
0.382 |
9,937.21 |
LOW |
9,893.77 |
0.618 |
9,823.48 |
1.000 |
9,780.04 |
1.618 |
9,709.75 |
2.618 |
9,596.02 |
4.250 |
9,410.42 |
|
|
Fisher Pivots for day following 15-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
9,950.64 |
9,954.65 |
PP |
9,934.77 |
9,937.44 |
S1 |
9,918.91 |
9,920.24 |
|