Trading Metrics calculated at close of trading on 28-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2002 |
28-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
10,117.70 |
10,130.30 |
12.60 |
0.1% |
9,899.24 |
High |
10,255.20 |
10,238.70 |
-16.50 |
-0.2% |
10,029.90 |
Low |
10,058.70 |
10,104.90 |
46.20 |
0.5% |
9,734.21 |
Close |
10,127.60 |
10,106.10 |
-21.50 |
-0.2% |
9,968.15 |
Range |
196.50 |
133.80 |
-62.70 |
-31.9% |
295.69 |
ATR |
160.57 |
158.66 |
-1.91 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,551.30 |
10,462.50 |
10,179.69 |
|
R3 |
10,417.50 |
10,328.70 |
10,142.90 |
|
R2 |
10,283.70 |
10,283.70 |
10,130.63 |
|
R1 |
10,194.90 |
10,194.90 |
10,118.37 |
10,172.40 |
PP |
10,149.90 |
10,149.90 |
10,149.90 |
10,138.65 |
S1 |
10,061.10 |
10,061.10 |
10,093.84 |
10,038.60 |
S2 |
10,016.10 |
10,016.10 |
10,081.57 |
|
S3 |
9,882.30 |
9,927.30 |
10,069.31 |
|
S4 |
9,748.50 |
9,793.50 |
10,032.51 |
|
|
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 |
10,255.20 |
9,796.14 |
459.06 |
4.5% |
179.20 |
1.8% |
68% |
False |
False |
|
10 |
10,255.20 |
9,734.21 |
520.99 |
5.2% |
168.70 |
1.7% |
71% |
False |
False |
|
20 |
10,255.20 |
9,580.32 |
674.88 |
6.7% |
157.70 |
1.6% |
78% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
147.69 |
1.5% |
75% |
False |
False |
|
60 |
10,300.20 |
9,529.46 |
770.74 |
7.6% |
139.05 |
1.4% |
75% |
False |
False |
|
80 |
10,300.20 |
9,209.65 |
1,090.55 |
10.8% |
137.77 |
1.4% |
82% |
False |
False |
|
100 |
10,300.20 |
8,951.07 |
1,349.13 |
13.3% |
146.36 |
1.4% |
86% |
False |
False |
|
120 |
10,300.20 |
8,062.34 |
2,237.86 |
22.1% |
165.54 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,807.35 |
2.618 |
10,588.99 |
1.618 |
10,455.19 |
1.000 |
10,372.50 |
0.618 |
10,321.39 |
HIGH |
10,238.70 |
0.618 |
10,187.59 |
0.500 |
10,171.80 |
0.382 |
10,156.01 |
LOW |
10,104.90 |
0.618 |
10,022.21 |
1.000 |
9,971.10 |
1.618 |
9,888.41 |
2.618 |
9,754.61 |
4.250 |
9,536.25 |
|
|
Fisher Pivots for day following 28-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
10,171.80 |
10,144.50 |
PP |
10,149.90 |
10,131.70 |
S1 |
10,128.00 |
10,118.90 |
|