Trading Metrics calculated at close of trading on 14-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2002 |
14-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,620.20 |
10,501.30 |
-118.90 |
-1.1% |
10,368.10 |
High |
10,620.20 |
10,551.10 |
-69.10 |
-0.7% |
10,663.80 |
Low |
10,474.20 |
10,474.70 |
0.50 |
0.0% |
10,366.80 |
Close |
10,501.90 |
10,517.10 |
15.20 |
0.1% |
10,572.50 |
Range |
146.00 |
76.40 |
-69.60 |
-47.7% |
297.00 |
ATR |
161.02 |
154.98 |
-6.04 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,743.50 |
10,706.70 |
10,559.12 |
|
R3 |
10,667.10 |
10,630.30 |
10,538.11 |
|
R2 |
10,590.70 |
10,590.70 |
10,531.11 |
|
R1 |
10,553.90 |
10,553.90 |
10,524.10 |
10,572.30 |
PP |
10,514.30 |
10,514.30 |
10,514.30 |
10,523.50 |
S1 |
10,477.50 |
10,477.50 |
10,510.10 |
10,495.90 |
S2 |
10,437.90 |
10,437.90 |
10,503.09 |
|
S3 |
10,361.50 |
10,401.10 |
10,496.09 |
|
S4 |
10,285.10 |
10,324.70 |
10,475.08 |
|
|
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 |
10,474.20 |
189.60 |
1.8% |
120.88 |
1.1% |
23% |
False |
False |
|
10 |
10,663.80 |
10,111.00 |
552.80 |
5.3% |
158.67 |
1.5% |
73% |
False |
False |
|
20 |
10,663.80 |
9,734.21 |
929.59 |
8.8% |
163.69 |
1.6% |
84% |
False |
False |
|
40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.8% |
158.06 |
1.5% |
87% |
False |
False |
|
60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.8% |
142.05 |
1.4% |
87% |
False |
False |
|
80 |
10,663.80 |
9,529.46 |
1,134.34 |
10.8% |
138.74 |
1.3% |
87% |
False |
False |
|
100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.7% |
145.81 |
1.4% |
91% |
False |
False |
|
120 |
10,663.80 |
8,062.34 |
2,601.46 |
24.7% |
153.94 |
1.5% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,875.80 |
2.618 |
10,751.12 |
1.618 |
10,674.72 |
1.000 |
10,627.50 |
0.618 |
10,598.32 |
HIGH |
10,551.10 |
0.618 |
10,521.92 |
0.500 |
10,512.90 |
0.382 |
10,503.88 |
LOW |
10,474.70 |
0.618 |
10,427.48 |
1.000 |
10,398.30 |
1.618 |
10,351.08 |
2.618 |
10,274.68 |
4.250 |
10,150.00 |
|
|
Fisher Pivots for day following 14-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,515.70 |
10,556.95 |
PP |
10,514.30 |
10,543.67 |
S1 |
10,512.90 |
10,530.38 |
|