Trading Metrics calculated at close of trading on 22-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2002 |
22-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,502.00 |
10,477.70 |
-24.30 |
-0.2% |
10,608.50 |
High |
10,505.70 |
10,491.20 |
-14.50 |
-0.1% |
10,673.10 |
Low |
10,354.70 |
10,386.40 |
31.70 |
0.3% |
10,354.70 |
Close |
10,479.80 |
10,427.70 |
-52.10 |
-0.5% |
10,427.70 |
Range |
151.00 |
104.80 |
-46.20 |
-30.6% |
318.40 |
ATR |
145.77 |
142.84 |
-2.93 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,749.50 |
10,693.40 |
10,485.34 |
|
R3 |
10,644.70 |
10,588.60 |
10,456.52 |
|
R2 |
10,539.90 |
10,539.90 |
10,446.91 |
|
R1 |
10,483.80 |
10,483.80 |
10,437.31 |
10,459.45 |
PP |
10,435.10 |
10,435.10 |
10,435.10 |
10,422.93 |
S1 |
10,379.00 |
10,379.00 |
10,418.09 |
10,354.65 |
S2 |
10,330.30 |
10,330.30 |
10,408.49 |
|
S3 |
10,225.50 |
10,274.20 |
10,398.88 |
|
S4 |
10,120.70 |
10,169.40 |
10,370.06 |
|
|
Weekly Pivots for week ending 22-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,440.37 |
11,252.43 |
10,602.82 |
|
R3 |
11,121.97 |
10,934.03 |
10,515.26 |
|
R2 |
10,803.57 |
10,803.57 |
10,486.07 |
|
R1 |
10,615.63 |
10,615.63 |
10,456.89 |
10,550.40 |
PP |
10,485.17 |
10,485.17 |
10,485.17 |
10,452.55 |
S1 |
10,297.23 |
10,297.23 |
10,398.51 |
10,232.00 |
S2 |
10,166.77 |
10,166.77 |
10,369.33 |
|
S3 |
9,848.37 |
9,978.83 |
10,340.14 |
|
S4 |
9,529.97 |
9,660.43 |
10,252.58 |
|
|
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 |
10,354.70 |
318.40 |
3.1% |
123.70 |
1.2% |
23% |
False |
False |
|
10 |
10,673.10 |
10,354.70 |
318.40 |
3.1% |
118.65 |
1.1% |
23% |
False |
False |
|
20 |
10,673.10 |
9,966.36 |
706.74 |
6.8% |
149.53 |
1.4% |
65% |
False |
False |
|
40 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
155.78 |
1.5% |
79% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
143.37 |
1.4% |
79% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
139.91 |
1.3% |
79% |
False |
False |
|
100 |
10,673.10 |
9,014.46 |
1,658.64 |
15.9% |
142.24 |
1.4% |
85% |
False |
False |
|
120 |
10,673.10 |
8,732.14 |
1,940.96 |
18.6% |
146.97 |
1.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,936.60 |
2.618 |
10,765.57 |
1.618 |
10,660.77 |
1.000 |
10,596.00 |
0.618 |
10,555.97 |
HIGH |
10,491.20 |
0.618 |
10,451.17 |
0.500 |
10,438.80 |
0.382 |
10,426.43 |
LOW |
10,386.40 |
0.618 |
10,321.63 |
1.000 |
10,281.60 |
1.618 |
10,216.83 |
2.618 |
10,112.03 |
4.250 |
9,941.00 |
|
|
Fisher Pivots for day following 22-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,438.80 |
10,490.85 |
PP |
10,435.10 |
10,469.80 |
S1 |
10,431.40 |
10,448.75 |
|