| Trading Metrics calculated at close of trading on 19-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2002 |
19-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
10,000.80 |
9,899.24 |
-101.56 |
-1.0% |
9,739.81 |
| High |
10,007.50 |
9,899.38 |
-108.12 |
-1.1% |
10,052.30 |
| Low |
9,893.77 |
9,734.90 |
-158.87 |
-1.6% |
9,710.68 |
| Close |
9,903.04 |
9,745.14 |
-157.90 |
-1.6% |
9,903.04 |
| Range |
113.73 |
164.48 |
50.75 |
44.6% |
341.62 |
| ATR |
138.98 |
141.06 |
2.08 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,286.58 |
10,180.34 |
9,835.60 |
|
| R3 |
10,122.10 |
10,015.86 |
9,790.37 |
|
| R2 |
9,957.62 |
9,957.62 |
9,775.29 |
|
| R1 |
9,851.38 |
9,851.38 |
9,760.22 |
9,822.26 |
| PP |
9,793.14 |
9,793.14 |
9,793.14 |
9,778.58 |
| S1 |
9,686.90 |
9,686.90 |
9,730.06 |
9,657.78 |
| S2 |
9,628.66 |
9,628.66 |
9,714.99 |
|
| S3 |
9,464.18 |
9,522.42 |
9,699.91 |
|
| S4 |
9,299.70 |
9,357.94 |
9,654.68 |
|
|
| 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 |
9,734.90 |
317.40 |
3.3% |
121.38 |
1.2% |
3% |
False |
True |
|
| 10 |
10,052.30 |
9,580.32 |
471.98 |
4.8% |
136.78 |
1.4% |
35% |
False |
False |
|
| 20 |
10,052.30 |
9,529.46 |
522.84 |
5.4% |
148.83 |
1.5% |
41% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.9% |
129.94 |
1.3% |
28% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.9% |
131.52 |
1.3% |
28% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.2% |
139.71 |
1.4% |
57% |
False |
False |
|
| 100 |
10,300.20 |
8,471.97 |
1,828.23 |
18.8% |
145.98 |
1.5% |
70% |
False |
False |
|
| 120 |
10,441.40 |
8,062.34 |
2,379.06 |
24.4% |
163.98 |
1.7% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,598.42 |
|
2.618 |
10,329.99 |
|
1.618 |
10,165.51 |
|
1.000 |
10,063.86 |
|
0.618 |
10,001.03 |
|
HIGH |
9,899.38 |
|
0.618 |
9,836.55 |
|
0.500 |
9,817.14 |
|
0.382 |
9,797.73 |
|
LOW |
9,734.90 |
|
0.618 |
9,633.25 |
|
1.000 |
9,570.42 |
|
1.618 |
9,468.77 |
|
2.618 |
9,304.29 |
|
4.250 |
9,035.86 |
|
|
| Fisher Pivots for day following 19-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,817.14 |
9,893.60 |
| PP |
9,793.14 |
9,844.11 |
| S1 |
9,769.14 |
9,794.63 |
|