Trading Metrics calculated at close of trading on 28-Mar-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2002 |
28-Mar-2002 |
Change |
Change % |
Previous Week |
Open |
10,351.30 |
10,429.70 |
78.40 |
0.8% |
10,608.50 |
High |
10,453.90 |
10,502.60 |
48.70 |
0.5% |
10,673.10 |
Low |
10,337.90 |
10,403.70 |
65.80 |
0.6% |
10,354.70 |
Close |
10,426.90 |
10,403.90 |
-23.00 |
-0.2% |
10,427.70 |
Range |
116.00 |
98.90 |
-17.10 |
-14.7% |
318.40 |
ATR |
143.39 |
140.21 |
-3.18 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,733.43 |
10,667.57 |
10,458.30 |
|
R3 |
10,634.53 |
10,568.67 |
10,431.10 |
|
R2 |
10,535.63 |
10,535.63 |
10,422.03 |
|
R1 |
10,469.77 |
10,469.77 |
10,412.97 |
10,453.25 |
PP |
10,436.73 |
10,436.73 |
10,436.73 |
10,428.48 |
S1 |
10,370.87 |
10,370.87 |
10,394.83 |
10,354.35 |
S2 |
10,337.83 |
10,337.83 |
10,385.77 |
|
S3 |
10,238.93 |
10,271.97 |
10,376.70 |
|
S4 |
10,140.03 |
10,173.07 |
10,349.51 |
|
|
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 |
10,502.60 |
10,276.80 |
225.80 |
2.2% |
128.86 |
1.2% |
56% |
True |
False |
|
10 |
10,673.10 |
10,276.80 |
396.30 |
3.8% |
125.37 |
1.2% |
32% |
False |
False |
|
20 |
10,673.10 |
10,111.00 |
562.10 |
5.4% |
142.02 |
1.4% |
52% |
False |
False |
|
40 |
10,673.10 |
9,580.32 |
1,092.78 |
10.5% |
149.86 |
1.4% |
75% |
False |
False |
|
60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
145.80 |
1.4% |
76% |
False |
False |
|
80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.0% |
139.79 |
1.3% |
76% |
False |
False |
|
100 |
10,673.10 |
9,209.65 |
1,463.45 |
14.1% |
138.62 |
1.3% |
82% |
False |
False |
|
120 |
10,673.10 |
8,951.07 |
1,722.03 |
16.6% |
145.63 |
1.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,922.93 |
2.618 |
10,761.52 |
1.618 |
10,662.62 |
1.000 |
10,601.50 |
0.618 |
10,563.72 |
HIGH |
10,502.60 |
0.618 |
10,464.82 |
0.500 |
10,453.15 |
0.382 |
10,441.48 |
LOW |
10,403.70 |
0.618 |
10,342.58 |
1.000 |
10,304.80 |
1.618 |
10,243.68 |
2.618 |
10,144.78 |
4.250 |
9,983.38 |
|
|
Fisher Pivots for day following 28-Mar-2002 |
Pivot |
1 day |
3 day |
R1 |
10,453.15 |
10,399.17 |
PP |
10,436.73 |
10,394.43 |
S1 |
10,420.32 |
10,389.70 |
|