Trading Metrics calculated at close of trading on 12-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2002 |
12-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,570.10 |
10,604.30 |
34.20 |
0.3% |
10,368.10 |
High |
10,647.10 |
10,639.70 |
-7.40 |
-0.1% |
10,663.80 |
Low |
10,526.00 |
10,510.90 |
-15.10 |
-0.1% |
10,366.80 |
Close |
10,611.20 |
10,632.40 |
21.20 |
0.2% |
10,572.50 |
Range |
121.10 |
128.80 |
7.70 |
6.4% |
297.00 |
ATR |
163.74 |
161.24 |
-2.50 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,980.73 |
10,935.37 |
10,703.24 |
|
R3 |
10,851.93 |
10,806.57 |
10,667.82 |
|
R2 |
10,723.13 |
10,723.13 |
10,656.01 |
|
R1 |
10,677.77 |
10,677.77 |
10,644.21 |
10,700.45 |
PP |
10,594.33 |
10,594.33 |
10,594.33 |
10,605.68 |
S1 |
10,548.97 |
10,548.97 |
10,620.59 |
10,571.65 |
S2 |
10,465.53 |
10,465.53 |
10,608.79 |
|
S3 |
10,336.73 |
10,420.17 |
10,596.98 |
|
S4 |
10,207.93 |
10,291.37 |
10,561.56 |
|
|
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 |
10,425.80 |
238.00 |
2.2% |
139.20 |
1.3% |
87% |
False |
False |
|
10 |
10,663.80 |
10,058.70 |
605.10 |
5.7% |
169.46 |
1.6% |
95% |
False |
False |
|
20 |
10,663.80 |
9,734.21 |
929.59 |
8.7% |
164.35 |
1.5% |
97% |
False |
False |
|
40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
157.92 |
1.5% |
97% |
False |
False |
|
60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
142.62 |
1.3% |
97% |
False |
False |
|
80 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
138.62 |
1.3% |
97% |
False |
False |
|
100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.5% |
147.21 |
1.4% |
98% |
False |
False |
|
120 |
10,663.80 |
8,062.34 |
2,601.46 |
24.5% |
159.07 |
1.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,187.10 |
2.618 |
10,976.90 |
1.618 |
10,848.10 |
1.000 |
10,768.50 |
0.618 |
10,719.30 |
HIGH |
10,639.70 |
0.618 |
10,590.50 |
0.500 |
10,575.30 |
0.382 |
10,560.10 |
LOW |
10,510.90 |
0.618 |
10,431.30 |
1.000 |
10,382.10 |
1.618 |
10,302.50 |
2.618 |
10,173.70 |
4.250 |
9,963.50 |
|
|
Fisher Pivots for day following 12-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,613.37 |
10,617.38 |
PP |
10,594.33 |
10,602.37 |
S1 |
10,575.30 |
10,587.35 |
|