| Trading Metrics calculated at close of trading on 27-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2002 |
27-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
10,145.90 |
10,117.70 |
-28.20 |
-0.3% |
9,899.24 |
| High |
10,186.90 |
10,255.20 |
68.30 |
0.7% |
10,029.90 |
| Low |
10,033.80 |
10,058.70 |
24.90 |
0.2% |
9,734.21 |
| Close |
10,115.30 |
10,127.60 |
12.30 |
0.1% |
9,968.15 |
| Range |
153.10 |
196.50 |
43.40 |
28.3% |
295.69 |
| ATR |
157.81 |
160.57 |
2.76 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,736.67 |
10,628.63 |
10,235.68 |
|
| R3 |
10,540.17 |
10,432.13 |
10,181.64 |
|
| R2 |
10,343.67 |
10,343.67 |
10,163.63 |
|
| R1 |
10,235.63 |
10,235.63 |
10,145.61 |
10,289.65 |
| PP |
10,147.17 |
10,147.17 |
10,147.17 |
10,174.18 |
| S1 |
10,039.13 |
10,039.13 |
10,109.59 |
10,093.15 |
| S2 |
9,950.67 |
9,950.67 |
10,091.58 |
|
| S3 |
9,754.17 |
9,842.63 |
10,073.56 |
|
| S4 |
9,557.67 |
9,646.13 |
10,019.53 |
|
|
| 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 |
10,255.20 |
9,796.14 |
459.06 |
4.5% |
192.02 |
1.9% |
72% |
True |
False |
|
| 10 |
10,255.20 |
9,734.21 |
520.99 |
5.1% |
169.45 |
1.7% |
76% |
True |
False |
|
| 20 |
10,255.20 |
9,529.46 |
725.74 |
7.2% |
163.32 |
1.6% |
82% |
True |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
147.31 |
1.5% |
78% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
138.29 |
1.4% |
78% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.7% |
139.47 |
1.4% |
87% |
False |
False |
|
| 100 |
10,300.20 |
8,951.07 |
1,349.13 |
13.3% |
146.44 |
1.4% |
87% |
False |
False |
|
| 120 |
10,300.20 |
8,062.34 |
2,237.86 |
22.1% |
166.49 |
1.6% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,090.33 |
|
2.618 |
10,769.64 |
|
1.618 |
10,573.14 |
|
1.000 |
10,451.70 |
|
0.618 |
10,376.64 |
|
HIGH |
10,255.20 |
|
0.618 |
10,180.14 |
|
0.500 |
10,156.95 |
|
0.382 |
10,133.76 |
|
LOW |
10,058.70 |
|
0.618 |
9,937.26 |
|
1.000 |
9,862.20 |
|
1.618 |
9,740.76 |
|
2.618 |
9,544.26 |
|
4.250 |
9,223.58 |
|
|
| Fisher Pivots for day following 27-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,156.95 |
10,121.99 |
| PP |
10,147.17 |
10,116.39 |
| S1 |
10,137.38 |
10,110.78 |
|