Trading Metrics calculated at close of trading on 26-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2002 |
26-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,428.40 |
10,280.50 |
-147.90 |
-1.4% |
10,608.50 |
High |
10,449.30 |
10,432.90 |
-16.40 |
-0.2% |
10,673.10 |
Low |
10,280.80 |
10,276.80 |
-4.00 |
0.0% |
10,354.70 |
Close |
10,281.70 |
10,353.40 |
71.70 |
0.7% |
10,427.70 |
Range |
168.50 |
156.10 |
-12.40 |
-7.4% |
318.40 |
ATR |
144.68 |
145.49 |
0.82 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,822.67 |
10,744.13 |
10,439.26 |
|
R3 |
10,666.57 |
10,588.03 |
10,396.33 |
|
R2 |
10,510.47 |
10,510.47 |
10,382.02 |
|
R1 |
10,431.93 |
10,431.93 |
10,367.71 |
10,471.20 |
PP |
10,354.37 |
10,354.37 |
10,354.37 |
10,374.00 |
S1 |
10,275.83 |
10,275.83 |
10,339.09 |
10,315.10 |
S2 |
10,198.27 |
10,198.27 |
10,324.78 |
|
S3 |
10,042.17 |
10,119.73 |
10,310.47 |
|
S4 |
9,886.07 |
9,963.63 |
10,267.55 |
|
|
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 |
10,627.00 |
10,276.80 |
350.20 |
3.4% |
142.28 |
1.4% |
22% |
False |
True |
|
10 |
10,673.10 |
10,276.80 |
396.30 |
3.8% |
126.12 |
1.2% |
19% |
False |
True |
|
20 |
10,673.10 |
10,058.70 |
614.40 |
5.9% |
147.79 |
1.4% |
48% |
False |
False |
|
40 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
157.93 |
1.5% |
72% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
145.44 |
1.4% |
72% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
139.94 |
1.4% |
72% |
False |
False |
|
100 |
10,673.10 |
9,014.46 |
1,658.64 |
16.0% |
140.76 |
1.4% |
81% |
False |
False |
|
120 |
10,673.10 |
8,860.84 |
1,812.26 |
17.5% |
147.42 |
1.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,096.33 |
2.618 |
10,841.57 |
1.618 |
10,685.47 |
1.000 |
10,589.00 |
0.618 |
10,529.37 |
HIGH |
10,432.90 |
0.618 |
10,373.27 |
0.500 |
10,354.85 |
0.382 |
10,336.43 |
LOW |
10,276.80 |
0.618 |
10,180.33 |
1.000 |
10,120.70 |
1.618 |
10,024.23 |
2.618 |
9,868.13 |
4.250 |
9,613.38 |
|
|
Fisher Pivots for day following 26-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,354.85 |
10,384.00 |
PP |
10,354.37 |
10,373.80 |
S1 |
10,353.88 |
10,363.60 |
|