Trading Metrics calculated at close of trading on 20-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2002 |
20-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,578.40 |
10,626.90 |
48.50 |
0.5% |
10,570.10 |
High |
10,673.10 |
10,627.00 |
-46.10 |
-0.4% |
10,647.10 |
Low |
10,577.50 |
10,496.00 |
-81.50 |
-0.8% |
10,474.20 |
Close |
10,635.30 |
10,501.60 |
-133.70 |
-1.3% |
10,607.20 |
Range |
95.60 |
131.00 |
35.40 |
37.0% |
172.90 |
ATR |
145.84 |
145.37 |
-0.47 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,934.53 |
10,849.07 |
10,573.65 |
|
R3 |
10,803.53 |
10,718.07 |
10,537.63 |
|
R2 |
10,672.53 |
10,672.53 |
10,525.62 |
|
R1 |
10,587.07 |
10,587.07 |
10,513.61 |
10,564.30 |
PP |
10,541.53 |
10,541.53 |
10,541.53 |
10,530.15 |
S1 |
10,456.07 |
10,456.07 |
10,489.59 |
10,433.30 |
S2 |
10,410.53 |
10,410.53 |
10,477.58 |
|
S3 |
10,279.53 |
10,325.07 |
10,465.58 |
|
S4 |
10,148.53 |
10,194.07 |
10,429.55 |
|
|
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 |
10,673.10 |
10,474.70 |
198.40 |
1.9% |
106.96 |
1.0% |
14% |
False |
False |
|
10 |
10,673.10 |
10,468.60 |
204.50 |
1.9% |
120.11 |
1.1% |
16% |
False |
False |
|
20 |
10,673.10 |
9,796.14 |
876.96 |
8.4% |
156.95 |
1.5% |
80% |
False |
False |
|
40 |
10,673.10 |
9,529.46 |
1,143.64 |
10.9% |
154.78 |
1.5% |
85% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
10.9% |
141.13 |
1.3% |
85% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
10.9% |
139.43 |
1.3% |
85% |
False |
False |
|
100 |
10,673.10 |
9,014.46 |
1,658.64 |
15.8% |
144.28 |
1.4% |
90% |
False |
False |
|
120 |
10,673.10 |
8,471.97 |
2,201.13 |
21.0% |
148.07 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,183.75 |
2.618 |
10,969.96 |
1.618 |
10,838.96 |
1.000 |
10,758.00 |
0.618 |
10,707.96 |
HIGH |
10,627.00 |
0.618 |
10,576.96 |
0.500 |
10,561.50 |
0.382 |
10,546.04 |
LOW |
10,496.00 |
0.618 |
10,415.04 |
1.000 |
10,365.00 |
1.618 |
10,284.04 |
2.618 |
10,153.04 |
4.250 |
9,939.25 |
|
|
Fisher Pivots for day following 20-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,561.50 |
10,584.55 |
PP |
10,541.53 |
10,556.90 |
S1 |
10,521.57 |
10,529.25 |
|