Trading Metrics calculated at close of trading on 26-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2002 |
26-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,969.75 |
10,145.90 |
176.15 |
1.8% |
9,899.24 |
High |
10,172.60 |
10,186.90 |
14.30 |
0.1% |
10,029.90 |
Low |
9,966.36 |
10,033.80 |
67.44 |
0.7% |
9,734.21 |
Close |
10,145.70 |
10,115.30 |
-30.40 |
-0.3% |
9,968.15 |
Range |
206.24 |
153.10 |
-53.14 |
-25.8% |
295.69 |
ATR |
158.17 |
157.81 |
-0.36 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,571.30 |
10,496.40 |
10,199.51 |
|
R3 |
10,418.20 |
10,343.30 |
10,157.40 |
|
R2 |
10,265.10 |
10,265.10 |
10,143.37 |
|
R1 |
10,190.20 |
10,190.20 |
10,129.33 |
10,151.10 |
PP |
10,112.00 |
10,112.00 |
10,112.00 |
10,092.45 |
S1 |
10,037.10 |
10,037.10 |
10,101.27 |
9,998.00 |
S2 |
9,958.90 |
9,958.90 |
10,087.23 |
|
S3 |
9,805.80 |
9,884.00 |
10,073.20 |
|
S4 |
9,652.70 |
9,730.90 |
10,031.10 |
|
|
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 |
10,186.90 |
9,734.21 |
452.69 |
4.5% |
197.09 |
1.9% |
84% |
True |
False |
|
10 |
10,186.90 |
9,734.21 |
452.69 |
4.5% |
159.24 |
1.6% |
84% |
True |
False |
|
20 |
10,186.90 |
9,529.46 |
657.44 |
6.5% |
168.07 |
1.7% |
89% |
True |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
144.26 |
1.4% |
76% |
False |
False |
|
60 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
137.32 |
1.4% |
76% |
False |
False |
|
80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.7% |
139.00 |
1.4% |
86% |
False |
False |
|
100 |
10,300.20 |
8,860.84 |
1,439.36 |
14.2% |
147.35 |
1.5% |
87% |
False |
False |
|
120 |
10,300.20 |
8,062.34 |
2,237.86 |
22.1% |
166.46 |
1.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,837.58 |
2.618 |
10,587.72 |
1.618 |
10,434.62 |
1.000 |
10,340.00 |
0.618 |
10,281.52 |
HIGH |
10,186.90 |
0.618 |
10,128.42 |
0.500 |
10,110.35 |
0.382 |
10,092.28 |
LOW |
10,033.80 |
0.618 |
9,939.18 |
1.000 |
9,880.70 |
1.618 |
9,786.08 |
2.618 |
9,632.98 |
4.250 |
9,383.13 |
|
|
Fisher Pivots for day following 26-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
10,113.65 |
10,074.04 |
PP |
10,112.00 |
10,032.78 |
S1 |
10,110.35 |
9,991.52 |
|