| Trading Metrics calculated at close of trading on 11-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2002 |
11-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,627.65 |
9,739.81 |
112.16 |
1.2% |
9,905.46 |
| High |
9,745.56 |
9,892.80 |
147.24 |
1.5% |
9,905.46 |
| Low |
9,580.32 |
9,710.68 |
130.36 |
1.4% |
9,580.32 |
| Close |
9,744.24 |
9,884.78 |
140.54 |
1.4% |
9,744.24 |
| Range |
165.24 |
182.12 |
16.88 |
10.2% |
325.14 |
| ATR |
146.17 |
148.74 |
2.57 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,375.78 |
10,312.40 |
9,984.95 |
|
| R3 |
10,193.66 |
10,130.28 |
9,934.86 |
|
| R2 |
10,011.54 |
10,011.54 |
9,918.17 |
|
| R1 |
9,948.16 |
9,948.16 |
9,901.47 |
9,979.85 |
| PP |
9,829.42 |
9,829.42 |
9,829.42 |
9,845.27 |
| S1 |
9,766.04 |
9,766.04 |
9,868.09 |
9,797.73 |
| S2 |
9,647.30 |
9,647.30 |
9,851.39 |
|
| S3 |
9,465.18 |
9,583.92 |
9,834.70 |
|
| S4 |
9,283.06 |
9,401.80 |
9,784.61 |
|
|
| Weekly Pivots for week ending 08-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,718.76 |
10,556.64 |
9,923.07 |
|
| R3 |
10,393.62 |
10,231.50 |
9,833.65 |
|
| R2 |
10,068.48 |
10,068.48 |
9,803.85 |
|
| R1 |
9,906.36 |
9,906.36 |
9,774.04 |
9,824.85 |
| PP |
9,743.34 |
9,743.34 |
9,743.34 |
9,702.59 |
| S1 |
9,581.22 |
9,581.22 |
9,714.44 |
9,499.71 |
| S2 |
9,418.20 |
9,418.20 |
9,684.63 |
|
| S3 |
9,093.06 |
9,256.08 |
9,654.83 |
|
| S4 |
8,767.92 |
8,930.94 |
9,565.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,892.80 |
9,580.32 |
312.48 |
3.2% |
152.18 |
1.5% |
97% |
True |
False |
|
| 10 |
9,943.94 |
9,529.46 |
414.48 |
4.2% |
176.90 |
1.8% |
86% |
False |
False |
|
| 20 |
9,986.21 |
9,529.46 |
456.75 |
4.6% |
151.49 |
1.5% |
78% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
131.75 |
1.3% |
46% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
130.04 |
1.3% |
46% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.0% |
142.92 |
1.4% |
68% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.6% |
158.02 |
1.6% |
81% |
False |
False |
|
| 120 |
10,469.70 |
8,062.34 |
2,407.36 |
24.4% |
165.50 |
1.7% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,666.81 |
|
2.618 |
10,369.59 |
|
1.618 |
10,187.47 |
|
1.000 |
10,074.92 |
|
0.618 |
10,005.35 |
|
HIGH |
9,892.80 |
|
0.618 |
9,823.23 |
|
0.500 |
9,801.74 |
|
0.382 |
9,780.25 |
|
LOW |
9,710.68 |
|
0.618 |
9,598.13 |
|
1.000 |
9,528.56 |
|
1.618 |
9,416.01 |
|
2.618 |
9,233.89 |
|
4.250 |
8,936.67 |
|
|
| Fisher Pivots for day following 11-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,857.10 |
9,835.37 |
| PP |
9,829.42 |
9,785.97 |
| S1 |
9,801.74 |
9,736.56 |
|