| Trading Metrics calculated at close of trading on 13-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2002 |
13-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,604.30 |
10,620.20 |
15.90 |
0.1% |
10,368.10 |
| High |
10,639.70 |
10,620.20 |
-19.50 |
-0.2% |
10,663.80 |
| Low |
10,510.90 |
10,474.20 |
-36.70 |
-0.3% |
10,366.80 |
| Close |
10,632.40 |
10,501.90 |
-130.50 |
-1.2% |
10,572.50 |
| Range |
128.80 |
146.00 |
17.20 |
13.4% |
297.00 |
| ATR |
161.24 |
161.02 |
-0.22 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,970.10 |
10,882.00 |
10,582.20 |
|
| R3 |
10,824.10 |
10,736.00 |
10,542.05 |
|
| R2 |
10,678.10 |
10,678.10 |
10,528.67 |
|
| R1 |
10,590.00 |
10,590.00 |
10,515.28 |
10,561.05 |
| PP |
10,532.10 |
10,532.10 |
10,532.10 |
10,517.63 |
| S1 |
10,444.00 |
10,444.00 |
10,488.52 |
10,415.05 |
| S2 |
10,386.10 |
10,386.10 |
10,475.13 |
|
| S3 |
10,240.10 |
10,298.00 |
10,461.75 |
|
| S4 |
10,094.10 |
10,152.00 |
10,421.60 |
|
|
| Weekly Pivots for week ending 08-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,425.37 |
11,295.93 |
10,735.85 |
|
| R3 |
11,128.37 |
10,998.93 |
10,654.18 |
|
| R2 |
10,831.37 |
10,831.37 |
10,626.95 |
|
| R1 |
10,701.93 |
10,701.93 |
10,599.73 |
10,766.65 |
| PP |
10,534.37 |
10,534.37 |
10,534.37 |
10,566.73 |
| S1 |
10,404.93 |
10,404.93 |
10,545.28 |
10,469.65 |
| S2 |
10,237.37 |
10,237.37 |
10,518.05 |
|
| S3 |
9,940.37 |
10,107.93 |
10,490.83 |
|
| S4 |
9,643.37 |
9,810.93 |
10,409.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,663.80 |
10,468.60 |
195.20 |
1.9% |
133.26 |
1.3% |
17% |
False |
False |
|
| 10 |
10,663.80 |
10,104.90 |
558.90 |
5.3% |
164.41 |
1.6% |
71% |
False |
False |
|
| 20 |
10,663.80 |
9,734.21 |
929.59 |
8.9% |
166.93 |
1.6% |
83% |
False |
False |
|
| 40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.8% |
159.17 |
1.5% |
86% |
False |
False |
|
| 60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.8% |
142.65 |
1.4% |
86% |
False |
False |
|
| 80 |
10,663.80 |
9,529.46 |
1,134.34 |
10.8% |
138.97 |
1.3% |
86% |
False |
False |
|
| 100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.7% |
146.04 |
1.4% |
90% |
False |
False |
|
| 120 |
10,663.80 |
8,062.34 |
2,601.46 |
24.8% |
156.41 |
1.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,240.70 |
|
2.618 |
11,002.43 |
|
1.618 |
10,856.43 |
|
1.000 |
10,766.20 |
|
0.618 |
10,710.43 |
|
HIGH |
10,620.20 |
|
0.618 |
10,564.43 |
|
0.500 |
10,547.20 |
|
0.382 |
10,529.97 |
|
LOW |
10,474.20 |
|
0.618 |
10,383.97 |
|
1.000 |
10,328.20 |
|
1.618 |
10,237.97 |
|
2.618 |
10,091.97 |
|
4.250 |
9,853.70 |
|
|
| Fisher Pivots for day following 13-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,547.20 |
10,560.65 |
| PP |
10,532.10 |
10,541.07 |
| S1 |
10,517.00 |
10,521.48 |
|