| Trading Metrics calculated at close of trading on 06-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2002 |
06-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,591.40 |
10,432.00 |
-159.40 |
-1.5% |
9,969.75 |
| High |
10,596.10 |
10,601.50 |
5.40 |
0.1% |
10,374.90 |
| Low |
10,425.00 |
10,425.80 |
0.80 |
0.0% |
9,966.36 |
| Close |
10,433.40 |
10,574.30 |
140.90 |
1.4% |
10,368.90 |
| Range |
171.10 |
175.70 |
4.60 |
2.7% |
408.54 |
| ATR |
171.28 |
171.60 |
0.32 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,060.97 |
10,993.33 |
10,670.94 |
|
| R3 |
10,885.27 |
10,817.63 |
10,622.62 |
|
| R2 |
10,709.57 |
10,709.57 |
10,606.51 |
|
| R1 |
10,641.93 |
10,641.93 |
10,590.41 |
10,675.75 |
| PP |
10,533.87 |
10,533.87 |
10,533.87 |
10,550.78 |
| S1 |
10,466.23 |
10,466.23 |
10,558.19 |
10,500.05 |
| S2 |
10,358.17 |
10,358.17 |
10,542.09 |
|
| S3 |
10,182.47 |
10,290.53 |
10,525.98 |
|
| S4 |
10,006.77 |
10,114.83 |
10,477.67 |
|
|
| 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 |
10,601.50 |
10,104.90 |
496.60 |
4.7% |
195.56 |
1.8% |
95% |
True |
False |
|
| 10 |
10,601.50 |
9,796.14 |
805.36 |
7.6% |
193.79 |
1.8% |
97% |
True |
False |
|
| 20 |
10,601.50 |
9,580.32 |
1,021.18 |
9.7% |
167.89 |
1.6% |
97% |
True |
False |
|
| 40 |
10,601.50 |
9,529.46 |
1,072.04 |
10.1% |
156.76 |
1.5% |
97% |
True |
False |
|
| 60 |
10,601.50 |
9,529.46 |
1,072.04 |
10.1% |
142.51 |
1.3% |
97% |
True |
False |
|
| 80 |
10,601.50 |
9,408.58 |
1,192.92 |
11.3% |
140.56 |
1.3% |
98% |
True |
False |
|
| 100 |
10,601.50 |
9,014.46 |
1,587.04 |
15.0% |
148.31 |
1.4% |
98% |
True |
False |
|
| 120 |
10,601.50 |
8,062.34 |
2,539.16 |
24.0% |
165.74 |
1.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,348.23 |
|
2.618 |
11,061.48 |
|
1.618 |
10,885.78 |
|
1.000 |
10,777.20 |
|
0.618 |
10,710.08 |
|
HIGH |
10,601.50 |
|
0.618 |
10,534.38 |
|
0.500 |
10,513.65 |
|
0.382 |
10,492.92 |
|
LOW |
10,425.80 |
|
0.618 |
10,317.22 |
|
1.000 |
10,250.10 |
|
1.618 |
10,141.52 |
|
2.618 |
9,965.82 |
|
4.250 |
9,679.08 |
|
|
| Fisher Pivots for day following 06-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,554.08 |
10,544.25 |
| PP |
10,533.87 |
10,514.20 |
| S1 |
10,513.65 |
10,484.15 |
|