| Trading Metrics calculated at close of trading on 01-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2002 |
01-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,130.30 |
10,111.00 |
-19.30 |
-0.2% |
9,969.75 |
| High |
10,238.70 |
10,374.90 |
136.20 |
1.3% |
10,374.90 |
| Low |
10,104.90 |
10,111.00 |
6.10 |
0.1% |
9,966.36 |
| Close |
10,106.10 |
10,368.90 |
262.80 |
2.6% |
10,368.90 |
| Range |
133.80 |
263.90 |
130.10 |
97.2% |
408.54 |
| ATR |
158.66 |
166.53 |
7.87 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,076.63 |
10,986.67 |
10,514.05 |
|
| R3 |
10,812.73 |
10,722.77 |
10,441.47 |
|
| R2 |
10,548.83 |
10,548.83 |
10,417.28 |
|
| R1 |
10,458.87 |
10,458.87 |
10,393.09 |
10,503.85 |
| PP |
10,284.93 |
10,284.93 |
10,284.93 |
10,307.43 |
| S1 |
10,194.97 |
10,194.97 |
10,344.71 |
10,239.95 |
| S2 |
10,021.03 |
10,021.03 |
10,320.52 |
|
| S3 |
9,757.13 |
9,931.07 |
10,296.33 |
|
| S4 |
9,493.23 |
9,667.17 |
10,223.76 |
|
|
| Weekly Pivots for week ending 01-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,462.34 |
11,324.16 |
10,593.60 |
|
| R3 |
11,053.80 |
10,915.62 |
10,481.25 |
|
| R2 |
10,645.26 |
10,645.26 |
10,443.80 |
|
| R1 |
10,507.08 |
10,507.08 |
10,406.35 |
10,576.17 |
| PP |
10,236.72 |
10,236.72 |
10,236.72 |
10,271.27 |
| S1 |
10,098.54 |
10,098.54 |
10,331.45 |
10,167.63 |
| S2 |
9,828.18 |
9,828.18 |
10,294.00 |
|
| S3 |
9,419.64 |
9,690.00 |
10,256.55 |
|
| S4 |
9,011.10 |
9,281.46 |
10,144.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,374.90 |
9,966.36 |
408.54 |
3.9% |
190.71 |
1.8% |
99% |
True |
False |
|
| 10 |
10,374.90 |
9,734.21 |
640.69 |
6.2% |
185.79 |
1.8% |
99% |
True |
False |
|
| 20 |
10,374.90 |
9,580.32 |
794.58 |
7.7% |
162.93 |
1.6% |
99% |
True |
False |
|
| 40 |
10,374.90 |
9,529.46 |
845.44 |
8.2% |
150.83 |
1.5% |
99% |
True |
False |
|
| 60 |
10,374.90 |
9,529.46 |
845.44 |
8.2% |
141.03 |
1.4% |
99% |
True |
False |
|
| 80 |
10,374.90 |
9,326.17 |
1,048.73 |
10.1% |
139.39 |
1.3% |
99% |
True |
False |
|
| 100 |
10,374.90 |
9,000.14 |
1,374.76 |
13.3% |
147.19 |
1.4% |
100% |
True |
False |
|
| 120 |
10,374.90 |
8,062.34 |
2,312.56 |
22.3% |
166.49 |
1.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,496.48 |
|
2.618 |
11,065.79 |
|
1.618 |
10,801.89 |
|
1.000 |
10,638.80 |
|
0.618 |
10,537.99 |
|
HIGH |
10,374.90 |
|
0.618 |
10,274.09 |
|
0.500 |
10,242.95 |
|
0.382 |
10,211.81 |
|
LOW |
10,111.00 |
|
0.618 |
9,947.91 |
|
1.000 |
9,847.10 |
|
1.618 |
9,684.01 |
|
2.618 |
9,420.11 |
|
4.250 |
8,989.43 |
|
|
| Fisher Pivots for day following 01-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,326.92 |
10,318.20 |
| PP |
10,284.93 |
10,267.50 |
| S1 |
10,242.95 |
10,216.80 |
|