| Trading Metrics calculated at close of trading on 25-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2002 |
25-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,834.89 |
9,969.75 |
134.86 |
1.4% |
9,899.24 |
| High |
10,002.50 |
10,172.60 |
170.10 |
1.7% |
10,029.90 |
| Low |
9,796.14 |
9,966.36 |
170.22 |
1.7% |
9,734.21 |
| Close |
9,968.15 |
10,145.70 |
177.55 |
1.8% |
9,968.15 |
| Range |
206.36 |
206.24 |
-0.12 |
-0.1% |
295.69 |
| ATR |
154.47 |
158.17 |
3.70 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,713.61 |
10,635.89 |
10,259.13 |
|
| R3 |
10,507.37 |
10,429.65 |
10,202.42 |
|
| R2 |
10,301.13 |
10,301.13 |
10,183.51 |
|
| R1 |
10,223.41 |
10,223.41 |
10,164.61 |
10,262.27 |
| PP |
10,094.89 |
10,094.89 |
10,094.89 |
10,114.32 |
| S1 |
10,017.17 |
10,017.17 |
10,126.79 |
10,056.03 |
| S2 |
9,888.65 |
9,888.65 |
10,107.89 |
|
| S3 |
9,682.41 |
9,810.93 |
10,088.98 |
|
| S4 |
9,476.17 |
9,604.69 |
10,032.27 |
|
|
| Weekly Pivots for week ending 22-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,797.82 |
10,678.68 |
10,130.78 |
|
| R3 |
10,502.13 |
10,382.99 |
10,049.46 |
|
| R2 |
10,206.44 |
10,206.44 |
10,022.36 |
|
| R1 |
10,087.30 |
10,087.30 |
9,995.25 |
10,146.87 |
| PP |
9,910.75 |
9,910.75 |
9,910.75 |
9,940.54 |
| S1 |
9,791.61 |
9,791.61 |
9,941.05 |
9,851.18 |
| S2 |
9,615.06 |
9,615.06 |
9,913.94 |
|
| S3 |
9,319.37 |
9,495.92 |
9,886.84 |
|
| S4 |
9,023.68 |
9,200.23 |
9,805.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,172.60 |
9,734.21 |
438.39 |
4.3% |
199.37 |
2.0% |
94% |
True |
False |
|
| 10 |
10,172.60 |
9,710.68 |
461.92 |
4.6% |
162.14 |
1.6% |
94% |
True |
False |
|
| 20 |
10,172.60 |
9,529.46 |
643.14 |
6.3% |
165.21 |
1.6% |
96% |
True |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
142.09 |
1.4% |
80% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
137.44 |
1.4% |
80% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
12.7% |
139.57 |
1.4% |
88% |
False |
False |
|
| 100 |
10,300.20 |
8,798.43 |
1,501.77 |
14.8% |
147.34 |
1.5% |
90% |
False |
False |
|
| 120 |
10,382.80 |
8,062.34 |
2,320.46 |
22.9% |
166.59 |
1.6% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,049.12 |
|
2.618 |
10,712.54 |
|
1.618 |
10,506.30 |
|
1.000 |
10,378.84 |
|
0.618 |
10,300.06 |
|
HIGH |
10,172.60 |
|
0.618 |
10,093.82 |
|
0.500 |
10,069.48 |
|
0.382 |
10,045.14 |
|
LOW |
9,966.36 |
|
0.618 |
9,838.90 |
|
1.000 |
9,760.12 |
|
1.618 |
9,632.66 |
|
2.618 |
9,426.42 |
|
4.250 |
9,089.84 |
|
|
| Fisher Pivots for day following 25-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,120.29 |
10,091.92 |
| PP |
10,094.89 |
10,038.15 |
| S1 |
10,069.48 |
9,984.37 |
|