| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2002 |
15-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
1,491.19 |
1,477.46 |
-13.73 |
-0.9% |
1,451.13 |
| High |
1,508.25 |
1,482.57 |
-25.68 |
-1.7% |
1,508.25 |
| Low |
1,471.24 |
1,432.96 |
-38.28 |
-2.6% |
1,432.96 |
| Close |
1,474.71 |
1,436.70 |
-38.01 |
-2.6% |
1,436.70 |
| Range |
37.01 |
49.61 |
12.60 |
34.0% |
75.29 |
| ATR |
43.39 |
43.84 |
0.44 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.57 |
1,567.75 |
1,463.99 |
|
| R3 |
1,549.96 |
1,518.14 |
1,450.34 |
|
| R2 |
1,500.35 |
1,500.35 |
1,445.80 |
|
| R1 |
1,468.53 |
1,468.53 |
1,441.25 |
1,459.64 |
| PP |
1,450.74 |
1,450.74 |
1,450.74 |
1,446.30 |
| S1 |
1,418.92 |
1,418.92 |
1,432.15 |
1,410.03 |
| S2 |
1,401.13 |
1,401.13 |
1,427.60 |
|
| S3 |
1,351.52 |
1,369.31 |
1,423.06 |
|
| S4 |
1,301.91 |
1,319.70 |
1,409.41 |
|
|
| Weekly Pivots for week ending 15-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,685.17 |
1,636.23 |
1,478.11 |
|
| R3 |
1,609.88 |
1,560.94 |
1,457.40 |
|
| R2 |
1,534.59 |
1,534.59 |
1,450.50 |
|
| R1 |
1,485.65 |
1,485.65 |
1,443.60 |
1,472.48 |
| PP |
1,459.30 |
1,459.30 |
1,459.30 |
1,452.72 |
| S1 |
1,410.36 |
1,410.36 |
1,429.80 |
1,397.19 |
| S2 |
1,384.01 |
1,384.01 |
1,422.90 |
|
| S3 |
1,308.72 |
1,335.07 |
1,416.00 |
|
| S4 |
1,233.43 |
1,259.78 |
1,395.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,508.25 |
1,432.96 |
75.29 |
5.2% |
35.02 |
2.4% |
5% |
False |
True |
|
| 10 |
1,528.30 |
1,405.79 |
122.51 |
8.5% |
41.29 |
2.9% |
25% |
False |
False |
|
| 20 |
1,586.34 |
1,405.79 |
180.55 |
12.6% |
43.76 |
3.0% |
17% |
False |
False |
|
| 40 |
1,710.23 |
1,405.79 |
304.44 |
21.2% |
41.33 |
2.9% |
10% |
False |
False |
|
| 60 |
1,734.58 |
1,405.79 |
328.79 |
22.9% |
42.82 |
3.0% |
9% |
False |
False |
|
| 80 |
1,734.58 |
1,320.48 |
414.10 |
28.8% |
45.28 |
3.2% |
28% |
False |
False |
|
| 100 |
1,734.58 |
1,101.39 |
633.19 |
44.1% |
48.64 |
3.4% |
53% |
False |
False |
|
| 120 |
1,734.58 |
1,088.96 |
645.62 |
44.9% |
50.17 |
3.5% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,693.41 |
|
2.618 |
1,612.45 |
|
1.618 |
1,562.84 |
|
1.000 |
1,532.18 |
|
0.618 |
1,513.23 |
|
HIGH |
1,482.57 |
|
0.618 |
1,463.62 |
|
0.500 |
1,457.77 |
|
0.382 |
1,451.91 |
|
LOW |
1,432.96 |
|
0.618 |
1,402.30 |
|
1.000 |
1,383.35 |
|
1.618 |
1,352.69 |
|
2.618 |
1,303.08 |
|
4.250 |
1,222.12 |
|
|