| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2002 |
04-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
1,373.15 |
1,434.69 |
61.54 |
4.5% |
1,366.44 |
| High |
1,435.81 |
1,495.19 |
59.38 |
4.1% |
1,435.81 |
| Low |
1,370.32 |
1,422.22 |
51.90 |
3.8% |
1,356.04 |
| Close |
1,435.41 |
1,494.70 |
59.29 |
4.1% |
1,435.41 |
| Range |
65.49 |
72.97 |
7.48 |
11.4% |
79.77 |
| ATR |
49.14 |
50.84 |
1.70 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.61 |
1,665.13 |
1,534.83 |
|
| R3 |
1,616.64 |
1,592.16 |
1,514.77 |
|
| R2 |
1,543.67 |
1,543.67 |
1,508.08 |
|
| R1 |
1,519.19 |
1,519.19 |
1,501.39 |
1,531.43 |
| PP |
1,470.70 |
1,470.70 |
1,470.70 |
1,476.83 |
| S1 |
1,446.22 |
1,446.22 |
1,488.01 |
1,458.46 |
| S2 |
1,397.73 |
1,397.73 |
1,481.32 |
|
| S3 |
1,324.76 |
1,373.25 |
1,474.63 |
|
| S4 |
1,251.79 |
1,300.28 |
1,454.57 |
|
|
| Weekly Pivots for week ending 01-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,648.40 |
1,621.67 |
1,479.28 |
|
| R3 |
1,568.63 |
1,541.90 |
1,457.35 |
|
| R2 |
1,488.86 |
1,488.86 |
1,450.03 |
|
| R1 |
1,462.13 |
1,462.13 |
1,442.72 |
1,475.50 |
| PP |
1,409.09 |
1,409.09 |
1,409.09 |
1,415.77 |
| S1 |
1,382.36 |
1,382.36 |
1,428.10 |
1,395.73 |
| S2 |
1,329.32 |
1,329.32 |
1,420.79 |
|
| S3 |
1,249.55 |
1,302.59 |
1,413.47 |
|
| S4 |
1,169.78 |
1,222.82 |
1,391.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,495.19 |
1,356.04 |
139.15 |
9.3% |
56.78 |
3.8% |
100% |
True |
False |
|
| 10 |
1,495.19 |
1,329.93 |
165.26 |
11.1% |
52.08 |
3.5% |
100% |
True |
False |
|
| 20 |
1,528.30 |
1,329.93 |
198.37 |
13.3% |
46.68 |
3.1% |
83% |
False |
False |
|
| 40 |
1,710.23 |
1,329.93 |
380.30 |
25.4% |
45.54 |
3.0% |
43% |
False |
False |
|
| 60 |
1,734.58 |
1,329.93 |
404.65 |
27.1% |
43.83 |
2.9% |
41% |
False |
False |
|
| 80 |
1,734.58 |
1,329.93 |
404.65 |
27.1% |
44.89 |
3.0% |
41% |
False |
False |
|
| 100 |
1,734.58 |
1,235.42 |
499.16 |
33.4% |
47.16 |
3.2% |
52% |
False |
False |
|
| 120 |
1,734.58 |
1,088.96 |
645.62 |
43.2% |
49.88 |
3.3% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,805.31 |
|
2.618 |
1,686.23 |
|
1.618 |
1,613.26 |
|
1.000 |
1,568.16 |
|
0.618 |
1,540.29 |
|
HIGH |
1,495.19 |
|
0.618 |
1,467.32 |
|
0.500 |
1,458.71 |
|
0.382 |
1,450.09 |
|
LOW |
1,422.22 |
|
0.618 |
1,377.12 |
|
1.000 |
1,349.25 |
|
1.618 |
1,304.15 |
|
2.618 |
1,231.18 |
|
4.250 |
1,112.10 |
|
|