Trading Metrics calculated at close of trading on 27-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2002 |
27-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,280.50 |
10,351.30 |
70.80 |
0.7% |
10,608.50 |
High |
10,432.90 |
10,453.90 |
21.00 |
0.2% |
10,673.10 |
Low |
10,276.80 |
10,337.90 |
61.10 |
0.6% |
10,354.70 |
Close |
10,353.40 |
10,426.90 |
73.50 |
0.7% |
10,427.70 |
Range |
156.10 |
116.00 |
-40.10 |
-25.7% |
318.40 |
ATR |
145.49 |
143.39 |
-2.11 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,754.23 |
10,706.57 |
10,490.70 |
|
R3 |
10,638.23 |
10,590.57 |
10,458.80 |
|
R2 |
10,522.23 |
10,522.23 |
10,448.17 |
|
R1 |
10,474.57 |
10,474.57 |
10,437.53 |
10,498.40 |
PP |
10,406.23 |
10,406.23 |
10,406.23 |
10,418.15 |
S1 |
10,358.57 |
10,358.57 |
10,416.27 |
10,382.40 |
S2 |
10,290.23 |
10,290.23 |
10,405.63 |
|
S3 |
10,174.23 |
10,242.57 |
10,395.00 |
|
S4 |
10,058.23 |
10,126.57 |
10,363.10 |
|
|
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 |
10,505.70 |
10,276.80 |
228.90 |
2.2% |
139.28 |
1.3% |
66% |
False |
False |
|
10 |
10,673.10 |
10,276.80 |
396.30 |
3.8% |
123.12 |
1.2% |
38% |
False |
False |
|
20 |
10,673.10 |
10,104.90 |
568.20 |
5.4% |
143.77 |
1.4% |
57% |
False |
False |
|
40 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
153.54 |
1.5% |
78% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
146.13 |
1.4% |
78% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
139.66 |
1.3% |
78% |
False |
False |
|
100 |
10,673.10 |
9,014.46 |
1,658.64 |
15.9% |
140.33 |
1.3% |
85% |
False |
False |
|
120 |
10,673.10 |
8,951.07 |
1,722.03 |
16.5% |
145.99 |
1.4% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,946.90 |
2.618 |
10,757.59 |
1.618 |
10,641.59 |
1.000 |
10,569.90 |
0.618 |
10,525.59 |
HIGH |
10,453.90 |
0.618 |
10,409.59 |
0.500 |
10,395.90 |
0.382 |
10,382.21 |
LOW |
10,337.90 |
0.618 |
10,266.21 |
1.000 |
10,221.90 |
1.618 |
10,150.21 |
2.618 |
10,034.21 |
4.250 |
9,844.90 |
|
|
Fisher Pivots for day following 27-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,416.57 |
10,406.38 |
PP |
10,406.23 |
10,385.87 |
S1 |
10,395.90 |
10,365.35 |
|