| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2002 |
20-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
1,421.07 |
1,400.83 |
-20.24 |
-1.4% |
1,451.13 |
| High |
1,424.04 |
1,411.97 |
-12.07 |
-0.8% |
1,508.25 |
| Low |
1,380.46 |
1,364.21 |
-16.25 |
-1.2% |
1,432.96 |
| Close |
1,387.27 |
1,408.26 |
20.99 |
1.5% |
1,436.70 |
| Range |
43.58 |
47.76 |
4.18 |
9.6% |
75.29 |
| ATR |
44.72 |
44.94 |
0.22 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.09 |
1,520.94 |
1,434.53 |
|
| R3 |
1,490.33 |
1,473.18 |
1,421.39 |
|
| R2 |
1,442.57 |
1,442.57 |
1,417.02 |
|
| R1 |
1,425.42 |
1,425.42 |
1,412.64 |
1,434.00 |
| PP |
1,394.81 |
1,394.81 |
1,394.81 |
1,399.10 |
| S1 |
1,377.66 |
1,377.66 |
1,403.88 |
1,386.24 |
| S2 |
1,347.05 |
1,347.05 |
1,399.50 |
|
| S3 |
1,299.29 |
1,329.90 |
1,395.13 |
|
| S4 |
1,251.53 |
1,282.14 |
1,381.99 |
|
|
| 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 |
1,364.21 |
144.04 |
10.2% |
39.79 |
2.8% |
31% |
False |
True |
|
| 10 |
1,508.25 |
1,364.21 |
144.04 |
10.2% |
40.48 |
2.9% |
31% |
False |
True |
|
| 20 |
1,586.34 |
1,364.21 |
222.13 |
15.8% |
42.75 |
3.0% |
20% |
False |
True |
|
| 40 |
1,710.23 |
1,364.21 |
346.02 |
24.6% |
41.16 |
2.9% |
13% |
False |
True |
|
| 60 |
1,734.58 |
1,364.21 |
370.37 |
26.3% |
42.60 |
3.0% |
12% |
False |
True |
|
| 80 |
1,734.58 |
1,320.48 |
414.10 |
29.4% |
45.17 |
3.2% |
21% |
False |
False |
|
| 100 |
1,734.58 |
1,101.39 |
633.19 |
45.0% |
48.36 |
3.4% |
48% |
False |
False |
|
| 120 |
1,734.58 |
1,088.96 |
645.62 |
45.8% |
49.93 |
3.5% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,614.95 |
|
2.618 |
1,537.01 |
|
1.618 |
1,489.25 |
|
1.000 |
1,459.73 |
|
0.618 |
1,441.49 |
|
HIGH |
1,411.97 |
|
0.618 |
1,393.73 |
|
0.500 |
1,388.09 |
|
0.382 |
1,382.45 |
|
LOW |
1,364.21 |
|
0.618 |
1,334.69 |
|
1.000 |
1,316.45 |
|
1.618 |
1,286.93 |
|
2.618 |
1,239.17 |
|
4.250 |
1,161.23 |
|
|