Trading Metrics calculated at close of trading on 04-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2002 |
04-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,111.00 |
10,368.10 |
257.10 |
2.5% |
9,969.75 |
High |
10,374.90 |
10,600.10 |
225.20 |
2.2% |
10,374.90 |
Low |
10,111.00 |
10,366.80 |
255.80 |
2.5% |
9,966.36 |
Close |
10,368.90 |
10,586.80 |
217.90 |
2.1% |
10,368.90 |
Range |
263.90 |
233.30 |
-30.60 |
-11.6% |
408.54 |
ATR |
166.53 |
171.29 |
4.77 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,217.80 |
11,135.60 |
10,715.12 |
|
R3 |
10,984.50 |
10,902.30 |
10,650.96 |
|
R2 |
10,751.20 |
10,751.20 |
10,629.57 |
|
R1 |
10,669.00 |
10,669.00 |
10,608.19 |
10,710.10 |
PP |
10,517.90 |
10,517.90 |
10,517.90 |
10,538.45 |
S1 |
10,435.70 |
10,435.70 |
10,565.41 |
10,476.80 |
S2 |
10,284.60 |
10,284.60 |
10,544.03 |
|
S3 |
10,051.30 |
10,202.40 |
10,522.64 |
|
S4 |
9,818.00 |
9,969.10 |
10,458.49 |
|
|
Weekly Pivots for week ending 01-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,462.34 |
11,324.16 |
10,593.60 |
|
R3 |
11,053.80 |
10,915.62 |
10,481.25 |
|
R2 |
10,645.26 |
10,645.26 |
10,443.80 |
|
R1 |
10,507.08 |
10,507.08 |
10,406.35 |
10,576.17 |
PP |
10,236.72 |
10,236.72 |
10,236.72 |
10,271.27 |
S1 |
10,098.54 |
10,098.54 |
10,331.45 |
10,167.63 |
S2 |
9,828.18 |
9,828.18 |
10,294.00 |
|
S3 |
9,419.64 |
9,690.00 |
10,256.55 |
|
S4 |
9,011.10 |
9,281.46 |
10,144.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,600.10 |
10,033.80 |
566.30 |
5.3% |
196.12 |
1.9% |
98% |
True |
False |
|
10 |
10,600.10 |
9,734.21 |
865.89 |
8.2% |
197.74 |
1.9% |
98% |
True |
False |
|
20 |
10,600.10 |
9,580.32 |
1,019.78 |
9.6% |
170.44 |
1.6% |
99% |
True |
False |
|
40 |
10,600.10 |
9,529.46 |
1,070.64 |
10.1% |
153.62 |
1.5% |
99% |
True |
False |
|
60 |
10,600.10 |
9,529.46 |
1,070.64 |
10.1% |
142.40 |
1.3% |
99% |
True |
False |
|
80 |
10,600.10 |
9,386.51 |
1,213.59 |
11.5% |
140.43 |
1.3% |
99% |
True |
False |
|
100 |
10,600.10 |
9,000.14 |
1,599.96 |
15.1% |
148.20 |
1.4% |
99% |
True |
False |
|
120 |
10,600.10 |
8,062.34 |
2,537.76 |
24.0% |
166.04 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,591.63 |
2.618 |
11,210.88 |
1.618 |
10,977.58 |
1.000 |
10,833.40 |
0.618 |
10,744.28 |
HIGH |
10,600.10 |
0.618 |
10,510.98 |
0.500 |
10,483.45 |
0.382 |
10,455.92 |
LOW |
10,366.80 |
0.618 |
10,222.62 |
1.000 |
10,133.50 |
1.618 |
9,989.32 |
2.618 |
9,756.02 |
4.250 |
9,375.28 |
|
|
Fisher Pivots for day following 04-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,552.35 |
10,508.70 |
PP |
10,517.90 |
10,430.60 |
S1 |
10,483.45 |
10,352.50 |
|