| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2002 |
19-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
1,167.45 |
1,166.26 |
-1.19 |
-0.1% |
1,164.00 |
| High |
1,172.73 |
1,173.94 |
1.21 |
0.1% |
1,173.03 |
| Low |
1,159.14 |
1,166.26 |
7.12 |
0.6% |
1,151.01 |
| Close |
1,165.55 |
1,170.29 |
4.74 |
0.4% |
1,166.16 |
| Range |
13.59 |
7.68 |
-5.91 |
-43.5% |
22.02 |
| ATR |
15.94 |
15.40 |
-0.54 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.20 |
1,189.43 |
1,174.51 |
|
| R3 |
1,185.52 |
1,181.75 |
1,172.40 |
|
| R2 |
1,177.84 |
1,177.84 |
1,171.70 |
|
| R1 |
1,174.07 |
1,174.07 |
1,170.99 |
1,175.96 |
| PP |
1,170.16 |
1,170.16 |
1,170.16 |
1,171.11 |
| S1 |
1,166.39 |
1,166.39 |
1,169.59 |
1,168.28 |
| S2 |
1,162.48 |
1,162.48 |
1,168.88 |
|
| S3 |
1,154.80 |
1,158.71 |
1,168.18 |
|
| S4 |
1,147.12 |
1,151.03 |
1,166.07 |
|
|
| Weekly Pivots for week ending 15-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.46 |
1,219.83 |
1,178.27 |
|
| R3 |
1,207.44 |
1,197.81 |
1,172.22 |
|
| R2 |
1,185.42 |
1,185.42 |
1,170.20 |
|
| R1 |
1,175.79 |
1,175.79 |
1,168.18 |
1,180.61 |
| PP |
1,163.40 |
1,163.40 |
1,163.40 |
1,165.81 |
| S1 |
1,153.77 |
1,153.77 |
1,164.14 |
1,158.59 |
| S2 |
1,141.38 |
1,141.38 |
1,162.12 |
|
| S3 |
1,119.36 |
1,131.75 |
1,160.10 |
|
| S4 |
1,097.34 |
1,109.73 |
1,154.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,173.94 |
1,151.01 |
22.93 |
2.0% |
10.58 |
0.9% |
84% |
True |
False |
|
| 10 |
1,173.94 |
1,145.11 |
28.83 |
2.5% |
12.80 |
1.1% |
87% |
True |
False |
|
| 20 |
1,173.94 |
1,074.36 |
99.58 |
8.5% |
16.13 |
1.4% |
96% |
True |
False |
|
| 40 |
1,173.94 |
1,074.36 |
99.58 |
8.5% |
16.64 |
1.4% |
96% |
True |
False |
|
| 60 |
1,176.97 |
1,074.36 |
102.61 |
8.8% |
14.93 |
1.3% |
93% |
False |
False |
|
| 80 |
1,176.97 |
1,074.36 |
102.61 |
8.8% |
15.02 |
1.3% |
93% |
False |
False |
|
| 100 |
1,176.97 |
1,053.61 |
123.36 |
10.5% |
15.65 |
1.3% |
95% |
False |
False |
|
| 120 |
1,176.97 |
998.24 |
178.73 |
15.3% |
16.20 |
1.4% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.58 |
|
2.618 |
1,194.05 |
|
1.618 |
1,186.37 |
|
1.000 |
1,181.62 |
|
0.618 |
1,178.69 |
|
HIGH |
1,173.94 |
|
0.618 |
1,171.01 |
|
0.500 |
1,170.10 |
|
0.382 |
1,169.19 |
|
LOW |
1,166.26 |
|
0.618 |
1,161.51 |
|
1.000 |
1,158.58 |
|
1.618 |
1,153.83 |
|
2.618 |
1,146.15 |
|
4.250 |
1,133.62 |
|
|