| Trading Metrics calculated at close of trading on 20-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2002 |
20-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,899.24 |
9,742.37 |
-156.87 |
-1.6% |
9,739.81 |
| High |
9,899.38 |
9,956.05 |
56.67 |
0.6% |
10,052.30 |
| Low |
9,734.90 |
9,734.21 |
-0.69 |
0.0% |
9,710.68 |
| Close |
9,745.14 |
9,941.17 |
196.03 |
2.0% |
9,903.04 |
| Range |
164.48 |
221.84 |
57.36 |
34.9% |
341.62 |
| ATR |
141.06 |
146.83 |
5.77 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,542.66 |
10,463.76 |
10,063.18 |
|
| R3 |
10,320.82 |
10,241.92 |
10,002.18 |
|
| R2 |
10,098.98 |
10,098.98 |
9,981.84 |
|
| R1 |
10,020.08 |
10,020.08 |
9,961.51 |
10,059.53 |
| PP |
9,877.14 |
9,877.14 |
9,877.14 |
9,896.87 |
| S1 |
9,798.24 |
9,798.24 |
9,920.83 |
9,837.69 |
| S2 |
9,655.30 |
9,655.30 |
9,900.50 |
|
| S3 |
9,433.46 |
9,576.40 |
9,880.16 |
|
| S4 |
9,211.62 |
9,354.56 |
9,819.16 |
|
|
| 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 |
9,734.21 |
318.09 |
3.2% |
146.88 |
1.5% |
65% |
False |
True |
|
| 10 |
10,052.30 |
9,580.32 |
471.98 |
4.7% |
141.99 |
1.4% |
76% |
False |
False |
|
| 20 |
10,052.30 |
9,529.46 |
522.84 |
5.3% |
152.61 |
1.5% |
79% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
133.21 |
1.3% |
53% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
133.59 |
1.3% |
53% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.9% |
141.11 |
1.4% |
72% |
False |
False |
|
| 100 |
10,300.20 |
8,471.97 |
1,828.23 |
18.4% |
146.29 |
1.5% |
80% |
False |
False |
|
| 120 |
10,441.40 |
8,062.34 |
2,379.06 |
23.9% |
164.41 |
1.7% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,898.87 |
|
2.618 |
10,536.83 |
|
1.618 |
10,314.99 |
|
1.000 |
10,177.89 |
|
0.618 |
10,093.15 |
|
HIGH |
9,956.05 |
|
0.618 |
9,871.31 |
|
0.500 |
9,845.13 |
|
0.382 |
9,818.95 |
|
LOW |
9,734.21 |
|
0.618 |
9,597.11 |
|
1.000 |
9,512.37 |
|
1.618 |
9,375.27 |
|
2.618 |
9,153.43 |
|
4.250 |
8,791.39 |
|
|
| Fisher Pivots for day following 20-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,909.16 |
9,917.73 |
| PP |
9,877.14 |
9,894.29 |
| S1 |
9,845.13 |
9,870.86 |
|