Trading Metrics calculated at close of trading on 08-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2002 |
08-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,578.10 |
10,531.70 |
-46.40 |
-0.4% |
10,368.10 |
High |
10,606.90 |
10,663.80 |
56.90 |
0.5% |
10,663.80 |
Low |
10,468.60 |
10,531.70 |
63.10 |
0.6% |
10,366.80 |
Close |
10,525.40 |
10,572.50 |
47.10 |
0.4% |
10,572.50 |
Range |
138.30 |
132.10 |
-6.20 |
-4.5% |
297.00 |
ATR |
169.22 |
167.02 |
-2.20 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,985.63 |
10,911.17 |
10,645.16 |
|
R3 |
10,853.53 |
10,779.07 |
10,608.83 |
|
R2 |
10,721.43 |
10,721.43 |
10,596.72 |
|
R1 |
10,646.97 |
10,646.97 |
10,584.61 |
10,684.20 |
PP |
10,589.33 |
10,589.33 |
10,589.33 |
10,607.95 |
S1 |
10,514.87 |
10,514.87 |
10,560.39 |
10,552.10 |
S2 |
10,457.23 |
10,457.23 |
10,548.28 |
|
S3 |
10,325.13 |
10,382.77 |
10,536.17 |
|
S4 |
10,193.03 |
10,250.67 |
10,499.85 |
|
|
Weekly Pivots for week ending 08-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,425.37 |
11,295.93 |
10,735.85 |
|
R3 |
11,128.37 |
10,998.93 |
10,654.18 |
|
R2 |
10,831.37 |
10,831.37 |
10,626.95 |
|
R1 |
10,701.93 |
10,701.93 |
10,599.73 |
10,766.65 |
PP |
10,534.37 |
10,534.37 |
10,534.37 |
10,566.73 |
S1 |
10,404.93 |
10,404.93 |
10,545.28 |
10,469.65 |
S2 |
10,237.37 |
10,237.37 |
10,518.05 |
|
S3 |
9,940.37 |
10,107.93 |
10,490.83 |
|
S4 |
9,643.37 |
9,810.93 |
10,409.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,663.80 |
10,366.80 |
297.00 |
2.8% |
170.10 |
1.6% |
69% |
True |
False |
|
10 |
10,663.80 |
9,966.36 |
697.44 |
6.6% |
180.40 |
1.7% |
87% |
True |
False |
|
20 |
10,663.80 |
9,580.32 |
1,083.48 |
10.2% |
169.22 |
1.6% |
92% |
True |
False |
|
40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
156.24 |
1.5% |
92% |
True |
False |
|
60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
142.83 |
1.4% |
92% |
True |
False |
|
80 |
10,663.80 |
9,408.58 |
1,255.22 |
11.9% |
140.52 |
1.3% |
93% |
True |
False |
|
100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.6% |
146.96 |
1.4% |
94% |
True |
False |
|
120 |
10,663.80 |
8,062.34 |
2,601.46 |
24.6% |
164.14 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,225.23 |
2.618 |
11,009.64 |
1.618 |
10,877.54 |
1.000 |
10,795.90 |
0.618 |
10,745.44 |
HIGH |
10,663.80 |
0.618 |
10,613.34 |
0.500 |
10,597.75 |
0.382 |
10,582.16 |
LOW |
10,531.70 |
0.618 |
10,450.06 |
1.000 |
10,399.60 |
1.618 |
10,317.96 |
2.618 |
10,185.86 |
4.250 |
9,970.28 |
|
|
Fisher Pivots for day following 08-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,597.75 |
10,563.27 |
PP |
10,589.33 |
10,554.03 |
S1 |
10,580.92 |
10,544.80 |
|