Trading Metrics calculated at close of trading on 11-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2002 |
11-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,531.70 |
10,570.10 |
38.40 |
0.4% |
10,368.10 |
High |
10,663.80 |
10,647.10 |
-16.70 |
-0.2% |
10,663.80 |
Low |
10,531.70 |
10,526.00 |
-5.70 |
-0.1% |
10,366.80 |
Close |
10,572.50 |
10,611.20 |
38.70 |
0.4% |
10,572.50 |
Range |
132.10 |
121.10 |
-11.00 |
-8.3% |
297.00 |
ATR |
167.02 |
163.74 |
-3.28 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,958.07 |
10,905.73 |
10,677.81 |
|
R3 |
10,836.97 |
10,784.63 |
10,644.50 |
|
R2 |
10,715.87 |
10,715.87 |
10,633.40 |
|
R1 |
10,663.53 |
10,663.53 |
10,622.30 |
10,689.70 |
PP |
10,594.77 |
10,594.77 |
10,594.77 |
10,607.85 |
S1 |
10,542.43 |
10,542.43 |
10,600.10 |
10,568.60 |
S2 |
10,473.67 |
10,473.67 |
10,589.00 |
|
S3 |
10,352.57 |
10,421.33 |
10,577.90 |
|
S4 |
10,231.47 |
10,300.23 |
10,544.60 |
|
|
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 |
10,425.00 |
238.80 |
2.3% |
147.66 |
1.4% |
78% |
False |
False |
|
10 |
10,663.80 |
10,033.80 |
630.00 |
5.9% |
171.89 |
1.6% |
92% |
False |
False |
|
20 |
10,663.80 |
9,710.68 |
953.12 |
9.0% |
167.02 |
1.6% |
94% |
False |
False |
|
40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
157.53 |
1.5% |
95% |
False |
False |
|
60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
142.36 |
1.3% |
95% |
False |
False |
|
80 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
139.56 |
1.3% |
95% |
False |
False |
|
100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.5% |
147.04 |
1.4% |
97% |
False |
False |
|
120 |
10,663.80 |
8,062.34 |
2,601.46 |
24.5% |
159.34 |
1.5% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,161.78 |
2.618 |
10,964.14 |
1.618 |
10,843.04 |
1.000 |
10,768.20 |
0.618 |
10,721.94 |
HIGH |
10,647.10 |
0.618 |
10,600.84 |
0.500 |
10,586.55 |
0.382 |
10,572.26 |
LOW |
10,526.00 |
0.618 |
10,451.16 |
1.000 |
10,404.90 |
1.618 |
10,330.06 |
2.618 |
10,208.96 |
4.250 |
10,011.33 |
|
|
Fisher Pivots for day following 11-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,602.98 |
10,596.20 |
PP |
10,594.77 |
10,581.20 |
S1 |
10,586.55 |
10,566.20 |
|