Trading Metrics calculated at close of trading on 22-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2002 |
22-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,933.56 |
9,834.89 |
-98.67 |
-1.0% |
9,899.24 |
High |
10,029.90 |
10,002.50 |
-27.40 |
-0.3% |
10,029.90 |
Low |
9,831.98 |
9,796.14 |
-35.84 |
-0.4% |
9,734.21 |
Close |
9,834.68 |
9,968.15 |
133.47 |
1.4% |
9,968.15 |
Range |
197.92 |
206.36 |
8.44 |
4.3% |
295.69 |
ATR |
150.48 |
154.47 |
3.99 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,541.34 |
10,461.11 |
10,081.65 |
|
R3 |
10,334.98 |
10,254.75 |
10,024.90 |
|
R2 |
10,128.62 |
10,128.62 |
10,005.98 |
|
R1 |
10,048.39 |
10,048.39 |
9,987.07 |
10,088.51 |
PP |
9,922.26 |
9,922.26 |
9,922.26 |
9,942.32 |
S1 |
9,842.03 |
9,842.03 |
9,949.23 |
9,882.15 |
S2 |
9,715.90 |
9,715.90 |
9,930.32 |
|
S3 |
9,509.54 |
9,635.67 |
9,911.40 |
|
S4 |
9,303.18 |
9,429.31 |
9,854.65 |
|
|
Weekly Pivots for week ending 22-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,797.82 |
10,678.68 |
10,130.78 |
|
R3 |
10,502.13 |
10,382.99 |
10,049.46 |
|
R2 |
10,206.44 |
10,206.44 |
10,022.36 |
|
R1 |
10,087.30 |
10,087.30 |
9,995.25 |
10,146.87 |
PP |
9,910.75 |
9,910.75 |
9,910.75 |
9,940.54 |
S1 |
9,791.61 |
9,791.61 |
9,941.05 |
9,851.18 |
S2 |
9,615.06 |
9,615.06 |
9,913.94 |
|
S3 |
9,319.37 |
9,495.92 |
9,886.84 |
|
S4 |
9,023.68 |
9,200.23 |
9,805.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,029.90 |
9,734.21 |
295.69 |
3.0% |
180.87 |
1.8% |
79% |
False |
False |
|
10 |
10,052.30 |
9,580.32 |
471.98 |
4.7% |
158.04 |
1.6% |
82% |
False |
False |
|
20 |
10,052.30 |
9,529.46 |
522.84 |
5.2% |
162.04 |
1.6% |
84% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
7.7% |
140.29 |
1.4% |
57% |
False |
False |
|
60 |
10,300.20 |
9,529.46 |
770.74 |
7.7% |
136.70 |
1.4% |
57% |
False |
False |
|
80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.9% |
140.41 |
1.4% |
74% |
False |
False |
|
100 |
10,300.20 |
8,732.14 |
1,568.06 |
15.7% |
146.46 |
1.5% |
79% |
False |
False |
|
120 |
10,441.40 |
8,062.34 |
2,379.06 |
23.9% |
165.36 |
1.7% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,879.53 |
2.618 |
10,542.75 |
1.618 |
10,336.39 |
1.000 |
10,208.86 |
0.618 |
10,130.03 |
HIGH |
10,002.50 |
0.618 |
9,923.67 |
0.500 |
9,899.32 |
0.382 |
9,874.97 |
LOW |
9,796.14 |
0.618 |
9,668.61 |
1.000 |
9,589.78 |
1.618 |
9,462.25 |
2.618 |
9,255.89 |
4.250 |
8,919.11 |
|
|
Fisher Pivots for day following 22-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
9,945.21 |
9,939.45 |
PP |
9,922.26 |
9,910.75 |
S1 |
9,899.32 |
9,882.06 |
|