| Trading Metrics calculated at close of trading on 19-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2002 |
19-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,608.50 |
10,578.40 |
-30.10 |
-0.3% |
10,570.10 |
| High |
10,661.10 |
10,673.10 |
12.00 |
0.1% |
10,647.10 |
| Low |
10,525.00 |
10,577.50 |
52.50 |
0.5% |
10,474.20 |
| Close |
10,577.80 |
10,635.30 |
57.50 |
0.5% |
10,607.20 |
| Range |
136.10 |
95.60 |
-40.50 |
-29.8% |
172.90 |
| ATR |
149.70 |
145.84 |
-3.86 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,915.43 |
10,870.97 |
10,687.88 |
|
| R3 |
10,819.83 |
10,775.37 |
10,661.59 |
|
| R2 |
10,724.23 |
10,724.23 |
10,652.83 |
|
| R1 |
10,679.77 |
10,679.77 |
10,644.06 |
10,702.00 |
| PP |
10,628.63 |
10,628.63 |
10,628.63 |
10,639.75 |
| S1 |
10,584.17 |
10,584.17 |
10,626.54 |
10,606.40 |
| S2 |
10,533.03 |
10,533.03 |
10,617.77 |
|
| S3 |
10,437.43 |
10,488.57 |
10,609.01 |
|
| S4 |
10,341.83 |
10,392.97 |
10,582.72 |
|
|
| 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 |
10,673.10 |
10,474.20 |
198.90 |
1.9% |
109.96 |
1.0% |
81% |
True |
False |
|
| 10 |
10,673.10 |
10,425.80 |
247.30 |
2.3% |
124.58 |
1.2% |
85% |
True |
False |
|
| 20 |
10,673.10 |
9,734.21 |
938.89 |
8.8% |
161.49 |
1.5% |
96% |
True |
False |
|
| 40 |
10,673.10 |
9,529.46 |
1,143.64 |
10.8% |
155.16 |
1.5% |
97% |
True |
False |
|
| 60 |
10,673.10 |
9,529.46 |
1,143.64 |
10.8% |
140.46 |
1.3% |
97% |
True |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
10.8% |
139.01 |
1.3% |
97% |
True |
False |
|
| 100 |
10,673.10 |
9,014.46 |
1,658.64 |
15.6% |
144.07 |
1.4% |
98% |
True |
False |
|
| 120 |
10,673.10 |
8,471.97 |
2,201.13 |
20.7% |
148.57 |
1.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,079.40 |
|
2.618 |
10,923.38 |
|
1.618 |
10,827.78 |
|
1.000 |
10,768.70 |
|
0.618 |
10,732.18 |
|
HIGH |
10,673.10 |
|
0.618 |
10,636.58 |
|
0.500 |
10,625.30 |
|
0.382 |
10,614.02 |
|
LOW |
10,577.50 |
|
0.618 |
10,518.42 |
|
1.000 |
10,481.90 |
|
1.618 |
10,422.82 |
|
2.618 |
10,327.22 |
|
4.250 |
10,171.20 |
|
|
| Fisher Pivots for day following 19-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,631.97 |
10,620.97 |
| PP |
10,628.63 |
10,606.63 |
| S1 |
10,625.30 |
10,592.30 |
|