Trading Metrics calculated at close of trading on 21-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2002 |
21-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,742.37 |
9,933.56 |
191.19 |
2.0% |
9,739.81 |
High |
9,956.05 |
10,029.90 |
73.85 |
0.7% |
10,052.30 |
Low |
9,734.21 |
9,831.98 |
97.77 |
1.0% |
9,710.68 |
Close |
9,941.17 |
9,834.68 |
-106.49 |
-1.1% |
9,903.04 |
Range |
221.84 |
197.92 |
-23.92 |
-10.8% |
341.62 |
ATR |
146.83 |
150.48 |
3.65 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,492.61 |
10,361.57 |
9,943.54 |
|
R3 |
10,294.69 |
10,163.65 |
9,889.11 |
|
R2 |
10,096.77 |
10,096.77 |
9,870.97 |
|
R1 |
9,965.73 |
9,965.73 |
9,852.82 |
9,932.29 |
PP |
9,898.85 |
9,898.85 |
9,898.85 |
9,882.14 |
S1 |
9,767.81 |
9,767.81 |
9,816.54 |
9,734.37 |
S2 |
9,700.93 |
9,700.93 |
9,798.39 |
|
S3 |
9,503.01 |
9,569.89 |
9,780.25 |
|
S4 |
9,305.09 |
9,371.97 |
9,725.82 |
|
|
Weekly Pivots for week ending 15-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,913.53 |
10,749.91 |
10,090.93 |
|
R3 |
10,571.91 |
10,408.29 |
9,996.99 |
|
R2 |
10,230.29 |
10,230.29 |
9,965.67 |
|
R1 |
10,066.67 |
10,066.67 |
9,934.36 |
10,148.48 |
PP |
9,888.67 |
9,888.67 |
9,888.67 |
9,929.58 |
S1 |
9,725.05 |
9,725.05 |
9,871.72 |
9,806.86 |
S2 |
9,547.05 |
9,547.05 |
9,840.41 |
|
S3 |
9,205.43 |
9,383.43 |
9,809.09 |
|
S4 |
8,863.81 |
9,041.81 |
9,715.15 |
|
|
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 |
9,734.21 |
318.09 |
3.2% |
158.21 |
1.6% |
32% |
False |
False |
|
10 |
10,052.30 |
9,580.32 |
471.98 |
4.8% |
149.30 |
1.5% |
54% |
False |
False |
|
20 |
10,052.30 |
9,529.46 |
522.84 |
5.3% |
157.86 |
1.6% |
58% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
136.09 |
1.4% |
40% |
False |
False |
|
60 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
134.74 |
1.4% |
40% |
False |
False |
|
80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.1% |
140.02 |
1.4% |
64% |
False |
False |
|
100 |
10,300.20 |
8,679.00 |
1,621.20 |
16.5% |
146.17 |
1.5% |
71% |
False |
False |
|
120 |
10,441.40 |
8,062.34 |
2,379.06 |
24.2% |
165.45 |
1.7% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,871.06 |
2.618 |
10,548.05 |
1.618 |
10,350.13 |
1.000 |
10,227.82 |
0.618 |
10,152.21 |
HIGH |
10,029.90 |
0.618 |
9,954.29 |
0.500 |
9,930.94 |
0.382 |
9,907.59 |
LOW |
9,831.98 |
0.618 |
9,709.67 |
1.000 |
9,634.06 |
1.618 |
9,511.75 |
2.618 |
9,313.83 |
4.250 |
8,990.82 |
|
|
Fisher Pivots for day following 21-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
9,930.94 |
9,882.06 |
PP |
9,898.85 |
9,866.26 |
S1 |
9,866.77 |
9,850.47 |
|