| Trading Metrics calculated at close of trading on 09-Apr-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2002 |
09-Apr-2002 |
Change |
Change % |
Previous Week |
| Open |
10,258.90 |
10,249.80 |
-9.10 |
-0.1% |
10,402.10 |
| High |
10,258.90 |
10,305.00 |
46.10 |
0.4% |
10,402.10 |
| Low |
10,120.90 |
10,201.10 |
80.20 |
0.8% |
10,139.50 |
| Close |
10,249.10 |
10,208.70 |
-40.40 |
-0.4% |
10,271.60 |
| Range |
138.00 |
103.90 |
-34.10 |
-24.7% |
262.60 |
| ATR |
138.47 |
136.01 |
-2.47 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,549.97 |
10,483.23 |
10,265.85 |
|
| R3 |
10,446.07 |
10,379.33 |
10,237.27 |
|
| R2 |
10,342.17 |
10,342.17 |
10,227.75 |
|
| R1 |
10,275.43 |
10,275.43 |
10,218.22 |
10,256.85 |
| PP |
10,238.27 |
10,238.27 |
10,238.27 |
10,228.98 |
| S1 |
10,171.53 |
10,171.53 |
10,199.18 |
10,152.95 |
| S2 |
10,134.37 |
10,134.37 |
10,189.65 |
|
| S3 |
10,030.47 |
10,067.63 |
10,180.13 |
|
| S4 |
9,926.57 |
9,963.73 |
10,151.56 |
|
|
| Weekly Pivots for week ending 05-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,058.87 |
10,927.83 |
10,416.03 |
|
| R3 |
10,796.27 |
10,665.23 |
10,343.82 |
|
| R2 |
10,533.67 |
10,533.67 |
10,319.74 |
|
| R1 |
10,402.63 |
10,402.63 |
10,295.67 |
10,336.85 |
| PP |
10,271.07 |
10,271.07 |
10,271.07 |
10,238.18 |
| S1 |
10,140.03 |
10,140.03 |
10,247.53 |
10,074.25 |
| S2 |
10,008.47 |
10,008.47 |
10,223.46 |
|
| S3 |
9,745.87 |
9,877.43 |
10,199.39 |
|
| S4 |
9,483.27 |
9,614.83 |
10,127.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,339.90 |
10,120.90 |
219.00 |
2.1% |
132.96 |
1.3% |
40% |
False |
False |
|
| 10 |
10,502.60 |
10,120.90 |
381.70 |
3.7% |
126.18 |
1.2% |
23% |
False |
False |
|
| 20 |
10,673.10 |
10,120.90 |
552.20 |
5.4% |
124.79 |
1.2% |
16% |
False |
False |
|
| 40 |
10,673.10 |
9,710.68 |
962.42 |
9.4% |
145.90 |
1.4% |
52% |
False |
False |
|
| 60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
146.61 |
1.4% |
59% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
137.97 |
1.4% |
59% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.2% |
136.61 |
1.3% |
59% |
False |
False |
|
| 120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.2% |
143.33 |
1.4% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,746.58 |
|
2.618 |
10,577.01 |
|
1.618 |
10,473.11 |
|
1.000 |
10,408.90 |
|
0.618 |
10,369.21 |
|
HIGH |
10,305.00 |
|
0.618 |
10,265.31 |
|
0.500 |
10,253.05 |
|
0.382 |
10,240.79 |
|
LOW |
10,201.10 |
|
0.618 |
10,136.89 |
|
1.000 |
10,097.20 |
|
1.618 |
10,032.99 |
|
2.618 |
9,929.09 |
|
4.250 |
9,759.53 |
|
|
| Fisher Pivots for day following 09-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,253.05 |
10,228.10 |
| PP |
10,238.27 |
10,221.63 |
| S1 |
10,223.48 |
10,215.17 |
|