| Trading Metrics calculated at close of trading on 15-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2002 |
15-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,501.30 |
10,516.50 |
15.20 |
0.1% |
10,570.10 |
| High |
10,551.10 |
10,607.20 |
56.10 |
0.5% |
10,647.10 |
| Low |
10,474.70 |
10,511.50 |
36.80 |
0.4% |
10,474.20 |
| Close |
10,517.10 |
10,607.20 |
90.10 |
0.9% |
10,607.20 |
| Range |
76.40 |
95.70 |
19.30 |
25.3% |
172.90 |
| ATR |
154.98 |
150.75 |
-4.23 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,862.40 |
10,830.50 |
10,659.84 |
|
| R3 |
10,766.70 |
10,734.80 |
10,633.52 |
|
| R2 |
10,671.00 |
10,671.00 |
10,624.75 |
|
| R1 |
10,639.10 |
10,639.10 |
10,615.97 |
10,655.05 |
| PP |
10,575.30 |
10,575.30 |
10,575.30 |
10,583.28 |
| S1 |
10,543.40 |
10,543.40 |
10,598.43 |
10,559.35 |
| S2 |
10,479.60 |
10,479.60 |
10,589.66 |
|
| S3 |
10,383.90 |
10,447.70 |
10,580.88 |
|
| S4 |
10,288.20 |
10,352.00 |
10,554.57 |
|
|
| Weekly Pivots for week ending 15-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,094.87 |
11,023.93 |
10,702.30 |
|
| R3 |
10,921.97 |
10,851.03 |
10,654.75 |
|
| R2 |
10,749.07 |
10,749.07 |
10,638.90 |
|
| R1 |
10,678.13 |
10,678.13 |
10,623.05 |
10,713.60 |
| PP |
10,576.17 |
10,576.17 |
10,576.17 |
10,593.90 |
| S1 |
10,505.23 |
10,505.23 |
10,591.35 |
10,540.70 |
| S2 |
10,403.27 |
10,403.27 |
10,575.50 |
|
| S3 |
10,230.37 |
10,332.33 |
10,559.65 |
|
| S4 |
10,057.47 |
10,159.43 |
10,512.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,647.10 |
10,474.20 |
172.90 |
1.6% |
113.60 |
1.1% |
77% |
False |
False |
|
| 10 |
10,663.80 |
10,366.80 |
297.00 |
2.8% |
141.85 |
1.3% |
81% |
False |
False |
|
| 20 |
10,663.80 |
9,734.21 |
929.59 |
8.8% |
163.82 |
1.5% |
94% |
False |
False |
|
| 40 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
155.32 |
1.5% |
95% |
False |
False |
|
| 60 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
141.45 |
1.3% |
95% |
False |
False |
|
| 80 |
10,663.80 |
9,529.46 |
1,134.34 |
10.7% |
138.48 |
1.3% |
95% |
False |
False |
|
| 100 |
10,663.80 |
9,014.46 |
1,649.34 |
15.5% |
145.39 |
1.4% |
97% |
False |
False |
|
| 120 |
10,663.80 |
8,242.32 |
2,421.48 |
22.8% |
151.60 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,013.93 |
|
2.618 |
10,857.74 |
|
1.618 |
10,762.04 |
|
1.000 |
10,702.90 |
|
0.618 |
10,666.34 |
|
HIGH |
10,607.20 |
|
0.618 |
10,570.64 |
|
0.500 |
10,559.35 |
|
0.382 |
10,548.06 |
|
LOW |
10,511.50 |
|
0.618 |
10,452.36 |
|
1.000 |
10,415.80 |
|
1.618 |
10,356.66 |
|
2.618 |
10,260.96 |
|
4.250 |
10,104.78 |
|
|
| Fisher Pivots for day following 15-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,591.25 |
10,587.20 |
| PP |
10,575.30 |
10,567.20 |
| S1 |
10,559.35 |
10,547.20 |
|