| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2002 |
11-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
1,537.03 |
1,542.09 |
5.06 |
0.3% |
1,434.69 |
| High |
1,562.97 |
1,573.42 |
10.45 |
0.7% |
1,562.97 |
| Low |
1,532.63 |
1,530.51 |
-2.12 |
-0.1% |
1,422.22 |
| Close |
1,555.11 |
1,553.80 |
-1.31 |
-0.1% |
1,555.11 |
| Range |
30.34 |
42.91 |
12.57 |
41.4% |
140.75 |
| ATR |
50.55 |
50.00 |
-0.55 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.31 |
1,660.46 |
1,577.40 |
|
| R3 |
1,638.40 |
1,617.55 |
1,565.60 |
|
| R2 |
1,595.49 |
1,595.49 |
1,561.67 |
|
| R1 |
1,574.64 |
1,574.64 |
1,557.73 |
1,585.07 |
| PP |
1,552.58 |
1,552.58 |
1,552.58 |
1,557.79 |
| S1 |
1,531.73 |
1,531.73 |
1,549.87 |
1,542.16 |
| S2 |
1,509.67 |
1,509.67 |
1,545.93 |
|
| S3 |
1,466.76 |
1,488.82 |
1,542.00 |
|
| S4 |
1,423.85 |
1,445.91 |
1,530.20 |
|
|
| Weekly Pivots for week ending 08-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,935.68 |
1,886.15 |
1,632.52 |
|
| R3 |
1,794.93 |
1,745.40 |
1,593.82 |
|
| R2 |
1,654.18 |
1,654.18 |
1,580.91 |
|
| R1 |
1,604.65 |
1,604.65 |
1,568.01 |
1,629.42 |
| PP |
1,513.43 |
1,513.43 |
1,513.43 |
1,525.82 |
| S1 |
1,463.90 |
1,463.90 |
1,542.21 |
1,488.67 |
| S2 |
1,372.68 |
1,372.68 |
1,529.31 |
|
| S3 |
1,231.93 |
1,323.15 |
1,516.40 |
|
| S4 |
1,091.18 |
1,182.40 |
1,477.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,573.42 |
1,471.66 |
101.76 |
6.5% |
42.81 |
2.8% |
81% |
True |
False |
|
| 10 |
1,573.42 |
1,356.04 |
217.38 |
14.0% |
49.80 |
3.2% |
91% |
True |
False |
|
| 20 |
1,573.42 |
1,329.93 |
243.49 |
15.7% |
45.50 |
2.9% |
92% |
True |
False |
|
| 40 |
1,670.32 |
1,329.93 |
340.39 |
21.9% |
45.06 |
2.9% |
66% |
False |
False |
|
| 60 |
1,710.23 |
1,329.93 |
380.30 |
24.5% |
43.09 |
2.8% |
59% |
False |
False |
|
| 80 |
1,734.58 |
1,329.93 |
404.65 |
26.0% |
43.71 |
2.8% |
55% |
False |
False |
|
| 100 |
1,734.58 |
1,302.53 |
432.05 |
27.8% |
46.63 |
3.0% |
58% |
False |
False |
|
| 120 |
1,734.58 |
1,088.96 |
645.62 |
41.6% |
49.40 |
3.2% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,755.79 |
|
2.618 |
1,685.76 |
|
1.618 |
1,642.85 |
|
1.000 |
1,616.33 |
|
0.618 |
1,599.94 |
|
HIGH |
1,573.42 |
|
0.618 |
1,557.03 |
|
0.500 |
1,551.97 |
|
0.382 |
1,546.90 |
|
LOW |
1,530.51 |
|
0.618 |
1,503.99 |
|
1.000 |
1,487.60 |
|
1.618 |
1,461.08 |
|
2.618 |
1,418.17 |
|
4.250 |
1,348.14 |
|
|