| Trading Metrics calculated at close of trading on 05-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2002 |
05-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,368.10 |
10,591.40 |
223.30 |
2.2% |
9,969.75 |
| High |
10,600.10 |
10,596.10 |
-4.00 |
0.0% |
10,374.90 |
| Low |
10,366.80 |
10,425.00 |
58.20 |
0.6% |
9,966.36 |
| Close |
10,586.80 |
10,433.40 |
-153.40 |
-1.4% |
10,368.90 |
| Range |
233.30 |
171.10 |
-62.20 |
-26.7% |
408.54 |
| ATR |
171.29 |
171.28 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,998.13 |
10,886.87 |
10,527.51 |
|
| R3 |
10,827.03 |
10,715.77 |
10,480.45 |
|
| R2 |
10,655.93 |
10,655.93 |
10,464.77 |
|
| R1 |
10,544.67 |
10,544.67 |
10,449.08 |
10,514.75 |
| PP |
10,484.83 |
10,484.83 |
10,484.83 |
10,469.88 |
| S1 |
10,373.57 |
10,373.57 |
10,417.72 |
10,343.65 |
| S2 |
10,313.73 |
10,313.73 |
10,402.03 |
|
| S3 |
10,142.63 |
10,202.47 |
10,386.35 |
|
| S4 |
9,971.53 |
10,031.37 |
10,339.30 |
|
|
| 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 |
10,058.70 |
541.40 |
5.2% |
199.72 |
1.9% |
69% |
False |
False |
|
| 10 |
10,600.10 |
9,734.21 |
865.89 |
8.3% |
198.41 |
1.9% |
81% |
False |
False |
|
| 20 |
10,600.10 |
9,580.32 |
1,019.78 |
9.8% |
167.59 |
1.6% |
84% |
False |
False |
|
| 40 |
10,600.10 |
9,529.46 |
1,070.64 |
10.3% |
155.17 |
1.5% |
84% |
False |
False |
|
| 60 |
10,600.10 |
9,529.46 |
1,070.64 |
10.3% |
141.07 |
1.4% |
84% |
False |
False |
|
| 80 |
10,600.10 |
9,408.58 |
1,191.52 |
11.4% |
139.89 |
1.3% |
86% |
False |
False |
|
| 100 |
10,600.10 |
9,000.14 |
1,599.96 |
15.3% |
149.08 |
1.4% |
90% |
False |
False |
|
| 120 |
10,600.10 |
8,062.34 |
2,537.76 |
24.3% |
165.96 |
1.6% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,323.28 |
|
2.618 |
11,044.04 |
|
1.618 |
10,872.94 |
|
1.000 |
10,767.20 |
|
0.618 |
10,701.84 |
|
HIGH |
10,596.10 |
|
0.618 |
10,530.74 |
|
0.500 |
10,510.55 |
|
0.382 |
10,490.36 |
|
LOW |
10,425.00 |
|
0.618 |
10,319.26 |
|
1.000 |
10,253.90 |
|
1.618 |
10,148.16 |
|
2.618 |
9,977.06 |
|
4.250 |
9,697.83 |
|
|
| Fisher Pivots for day following 05-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,510.55 |
10,407.45 |
| PP |
10,484.83 |
10,381.50 |
| S1 |
10,459.12 |
10,355.55 |
|