| Trading Metrics calculated at close of trading on 07-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2002 |
07-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,432.00 |
10,578.10 |
146.10 |
1.4% |
9,969.75 |
| High |
10,601.50 |
10,606.90 |
5.40 |
0.1% |
10,374.90 |
| Low |
10,425.80 |
10,468.60 |
42.80 |
0.4% |
9,966.36 |
| Close |
10,574.30 |
10,525.40 |
-48.90 |
-0.5% |
10,368.90 |
| Range |
175.70 |
138.30 |
-37.40 |
-21.3% |
408.54 |
| ATR |
171.60 |
169.22 |
-2.38 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,948.53 |
10,875.27 |
10,601.47 |
|
| R3 |
10,810.23 |
10,736.97 |
10,563.43 |
|
| R2 |
10,671.93 |
10,671.93 |
10,550.76 |
|
| R1 |
10,598.67 |
10,598.67 |
10,538.08 |
10,566.15 |
| PP |
10,533.63 |
10,533.63 |
10,533.63 |
10,517.38 |
| S1 |
10,460.37 |
10,460.37 |
10,512.72 |
10,427.85 |
| S2 |
10,395.33 |
10,395.33 |
10,500.05 |
|
| S3 |
10,257.03 |
10,322.07 |
10,487.37 |
|
| S4 |
10,118.73 |
10,183.77 |
10,449.34 |
|
|
| 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 |
10,606.90 |
10,111.00 |
495.90 |
4.7% |
196.46 |
1.9% |
84% |
True |
False |
|
| 10 |
10,606.90 |
9,796.14 |
810.76 |
7.7% |
187.83 |
1.8% |
90% |
True |
False |
|
| 20 |
10,606.90 |
9,580.32 |
1,026.58 |
9.8% |
168.56 |
1.6% |
92% |
True |
False |
|
| 40 |
10,606.90 |
9,529.46 |
1,077.44 |
10.2% |
157.97 |
1.5% |
92% |
True |
False |
|
| 60 |
10,606.90 |
9,529.46 |
1,077.44 |
10.2% |
143.20 |
1.4% |
92% |
True |
False |
|
| 80 |
10,606.90 |
9,408.58 |
1,198.32 |
11.4% |
140.25 |
1.3% |
93% |
True |
False |
|
| 100 |
10,606.90 |
9,014.46 |
1,592.44 |
15.1% |
147.80 |
1.4% |
95% |
True |
False |
|
| 120 |
10,606.90 |
8,062.34 |
2,544.56 |
24.2% |
164.52 |
1.6% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,194.68 |
|
2.618 |
10,968.97 |
|
1.618 |
10,830.67 |
|
1.000 |
10,745.20 |
|
0.618 |
10,692.37 |
|
HIGH |
10,606.90 |
|
0.618 |
10,554.07 |
|
0.500 |
10,537.75 |
|
0.382 |
10,521.43 |
|
LOW |
10,468.60 |
|
0.618 |
10,383.13 |
|
1.000 |
10,330.30 |
|
1.618 |
10,244.83 |
|
2.618 |
10,106.53 |
|
4.250 |
9,880.83 |
|
|
| Fisher Pivots for day following 07-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,537.75 |
10,522.25 |
| PP |
10,533.63 |
10,519.10 |
| S1 |
10,529.52 |
10,515.95 |
|