Trading Metrics calculated at close of trading on 18-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2002 |
18-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,516.50 |
10,608.50 |
92.00 |
0.9% |
10,570.10 |
High |
10,607.20 |
10,661.10 |
53.90 |
0.5% |
10,647.10 |
Low |
10,511.50 |
10,525.00 |
13.50 |
0.1% |
10,474.20 |
Close |
10,607.20 |
10,577.80 |
-29.40 |
-0.3% |
10,607.20 |
Range |
95.70 |
136.10 |
40.40 |
42.2% |
172.90 |
ATR |
150.75 |
149.70 |
-1.05 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,996.27 |
10,923.13 |
10,652.66 |
|
R3 |
10,860.17 |
10,787.03 |
10,615.23 |
|
R2 |
10,724.07 |
10,724.07 |
10,602.75 |
|
R1 |
10,650.93 |
10,650.93 |
10,590.28 |
10,619.45 |
PP |
10,587.97 |
10,587.97 |
10,587.97 |
10,572.23 |
S1 |
10,514.83 |
10,514.83 |
10,565.32 |
10,483.35 |
S2 |
10,451.87 |
10,451.87 |
10,552.85 |
|
S3 |
10,315.77 |
10,378.73 |
10,540.37 |
|
S4 |
10,179.67 |
10,242.63 |
10,502.95 |
|
|
Weekly Pivots for week ending 15-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,094.87 |
11,023.93 |
10,702.30 |
|
R3 |
10,921.97 |
10,851.03 |
10,654.75 |
|
R2 |
10,749.07 |
10,749.07 |
10,638.90 |
|
R1 |
10,678.13 |
10,678.13 |
10,623.05 |
10,713.60 |
PP |
10,576.17 |
10,576.17 |
10,576.17 |
10,593.90 |
S1 |
10,505.23 |
10,505.23 |
10,591.35 |
10,540.70 |
S2 |
10,403.27 |
10,403.27 |
10,575.50 |
|
S3 |
10,230.37 |
10,332.33 |
10,559.65 |
|
S4 |
10,057.47 |
10,159.43 |
10,512.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,661.10 |
10,474.20 |
186.90 |
1.8% |
116.60 |
1.1% |
55% |
True |
False |
|
10 |
10,663.80 |
10,425.00 |
238.80 |
2.3% |
132.13 |
1.2% |
64% |
False |
False |
|
20 |
10,663.80 |
9,734.21 |
929.59 |
8.8% |
164.94 |
1.6% |
91% |
False |
False |
|
40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
155.08 |
1.5% |
92% |
False |
False |
|
60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
141.67 |
1.3% |
92% |
False |
False |
|
80 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
138.86 |
1.3% |
92% |
False |
False |
|
100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.6% |
144.50 |
1.4% |
95% |
False |
False |
|
120 |
10,663.80 |
8,471.97 |
2,191.83 |
20.7% |
149.35 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,239.53 |
2.618 |
11,017.41 |
1.618 |
10,881.31 |
1.000 |
10,797.20 |
0.618 |
10,745.21 |
HIGH |
10,661.10 |
0.618 |
10,609.11 |
0.500 |
10,593.05 |
0.382 |
10,576.99 |
LOW |
10,525.00 |
0.618 |
10,440.89 |
1.000 |
10,388.90 |
1.618 |
10,304.79 |
2.618 |
10,168.69 |
4.250 |
9,946.58 |
|
|
Fisher Pivots for day following 18-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,593.05 |
10,574.50 |
PP |
10,587.97 |
10,571.20 |
S1 |
10,582.88 |
10,567.90 |
|