Trading Metrics calculated at close of trading on 25-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2002 |
25-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,477.70 |
10,428.40 |
-49.30 |
-0.5% |
10,608.50 |
High |
10,491.20 |
10,449.30 |
-41.90 |
-0.4% |
10,673.10 |
Low |
10,386.40 |
10,280.80 |
-105.60 |
-1.0% |
10,354.70 |
Close |
10,427.70 |
10,281.70 |
-146.00 |
-1.4% |
10,427.70 |
Range |
104.80 |
168.50 |
63.70 |
60.8% |
318.40 |
ATR |
142.84 |
144.68 |
1.83 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,842.77 |
10,730.73 |
10,374.38 |
|
R3 |
10,674.27 |
10,562.23 |
10,328.04 |
|
R2 |
10,505.77 |
10,505.77 |
10,312.59 |
|
R1 |
10,393.73 |
10,393.73 |
10,297.15 |
10,365.50 |
PP |
10,337.27 |
10,337.27 |
10,337.27 |
10,323.15 |
S1 |
10,225.23 |
10,225.23 |
10,266.25 |
10,197.00 |
S2 |
10,168.77 |
10,168.77 |
10,250.81 |
|
S3 |
10,000.27 |
10,056.73 |
10,235.36 |
|
S4 |
9,831.77 |
9,888.23 |
10,189.03 |
|
|
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 |
10,280.80 |
392.30 |
3.8% |
130.18 |
1.3% |
0% |
False |
True |
|
10 |
10,673.10 |
10,280.80 |
392.30 |
3.8% |
123.39 |
1.2% |
0% |
False |
True |
|
20 |
10,673.10 |
10,033.80 |
639.30 |
6.2% |
147.64 |
1.4% |
39% |
False |
False |
|
40 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
156.43 |
1.5% |
66% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
143.94 |
1.4% |
66% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.1% |
139.99 |
1.4% |
66% |
False |
False |
|
100 |
10,673.10 |
9,014.46 |
1,658.64 |
16.1% |
141.18 |
1.4% |
76% |
False |
False |
|
120 |
10,673.10 |
8,798.43 |
1,874.67 |
18.2% |
147.39 |
1.4% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,165.43 |
2.618 |
10,890.43 |
1.618 |
10,721.93 |
1.000 |
10,617.80 |
0.618 |
10,553.43 |
HIGH |
10,449.30 |
0.618 |
10,384.93 |
0.500 |
10,365.05 |
0.382 |
10,345.17 |
LOW |
10,280.80 |
0.618 |
10,176.67 |
1.000 |
10,112.30 |
1.618 |
10,008.17 |
2.618 |
9,839.67 |
4.250 |
9,564.68 |
|
|
Fisher Pivots for day following 25-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,365.05 |
10,393.25 |
PP |
10,337.27 |
10,356.07 |
S1 |
10,309.48 |
10,318.88 |
|