| Trading Metrics calculated at close of trading on 14-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2002 |
14-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,856.99 |
9,989.67 |
132.68 |
1.3% |
9,905.46 |
| High |
9,998.25 |
10,052.30 |
54.05 |
0.5% |
9,905.46 |
| Low |
9,856.99 |
9,959.23 |
102.24 |
1.0% |
9,580.32 |
| Close |
9,989.67 |
10,002.00 |
12.33 |
0.1% |
9,744.24 |
| Range |
141.26 |
93.07 |
-48.19 |
-34.1% |
325.14 |
| ATR |
144.60 |
140.92 |
-3.68 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,283.72 |
10,235.93 |
10,053.19 |
|
| R3 |
10,190.65 |
10,142.86 |
10,027.59 |
|
| R2 |
10,097.58 |
10,097.58 |
10,019.06 |
|
| R1 |
10,049.79 |
10,049.79 |
10,010.53 |
10,073.69 |
| PP |
10,004.51 |
10,004.51 |
10,004.51 |
10,016.46 |
| S1 |
9,956.72 |
9,956.72 |
9,993.47 |
9,980.62 |
| S2 |
9,911.44 |
9,911.44 |
9,984.94 |
|
| S3 |
9,818.37 |
9,863.65 |
9,976.41 |
|
| S4 |
9,725.30 |
9,770.58 |
9,950.81 |
|
|
| 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 |
10,052.30 |
9,580.32 |
471.98 |
4.7% |
135.21 |
1.4% |
89% |
True |
False |
|
| 10 |
10,052.30 |
9,580.32 |
471.98 |
4.7% |
140.08 |
1.4% |
89% |
True |
False |
|
| 20 |
10,052.30 |
9,529.46 |
522.84 |
5.2% |
146.82 |
1.5% |
90% |
True |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.7% |
130.26 |
1.3% |
61% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.7% |
130.04 |
1.3% |
61% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.9% |
140.79 |
1.4% |
77% |
False |
False |
|
| 100 |
10,300.20 |
8,242.32 |
2,057.88 |
20.6% |
149.16 |
1.5% |
86% |
False |
False |
|
| 120 |
10,441.40 |
8,062.34 |
2,379.06 |
23.8% |
164.43 |
1.6% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,447.85 |
|
2.618 |
10,295.96 |
|
1.618 |
10,202.89 |
|
1.000 |
10,145.37 |
|
0.618 |
10,109.82 |
|
HIGH |
10,052.30 |
|
0.618 |
10,016.75 |
|
0.500 |
10,005.77 |
|
0.382 |
9,994.78 |
|
LOW |
9,959.23 |
|
0.618 |
9,901.71 |
|
1.000 |
9,866.16 |
|
1.618 |
9,808.64 |
|
2.618 |
9,715.57 |
|
4.250 |
9,563.68 |
|
|
| Fisher Pivots for day following 14-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,005.77 |
9,978.66 |
| PP |
10,004.51 |
9,955.31 |
| S1 |
10,003.26 |
9,931.97 |
|