| Trading Metrics calculated at close of trading on 21-Mar-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2002 |
21-Mar-2002 |
Change |
Change % |
Previous Week |
| Open |
10,626.90 |
10,502.00 |
-124.90 |
-1.2% |
10,570.10 |
| High |
10,627.00 |
10,505.70 |
-121.30 |
-1.1% |
10,647.10 |
| Low |
10,496.00 |
10,354.70 |
-141.30 |
-1.3% |
10,474.20 |
| Close |
10,501.60 |
10,479.80 |
-21.80 |
-0.2% |
10,607.20 |
| Range |
131.00 |
151.00 |
20.00 |
15.3% |
172.90 |
| ATR |
145.37 |
145.77 |
0.40 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,899.73 |
10,840.77 |
10,562.85 |
|
| R3 |
10,748.73 |
10,689.77 |
10,521.33 |
|
| R2 |
10,597.73 |
10,597.73 |
10,507.48 |
|
| R1 |
10,538.77 |
10,538.77 |
10,493.64 |
10,492.75 |
| PP |
10,446.73 |
10,446.73 |
10,446.73 |
10,423.73 |
| S1 |
10,387.77 |
10,387.77 |
10,465.96 |
10,341.75 |
| S2 |
10,295.73 |
10,295.73 |
10,452.12 |
|
| S3 |
10,144.73 |
10,236.77 |
10,438.28 |
|
| S4 |
9,993.73 |
10,085.77 |
10,396.75 |
|
|
| 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 |
10,354.70 |
318.40 |
3.0% |
121.88 |
1.2% |
39% |
False |
True |
|
| 10 |
10,673.10 |
10,354.70 |
318.40 |
3.0% |
121.38 |
1.2% |
39% |
False |
True |
|
| 20 |
10,673.10 |
9,796.14 |
876.96 |
8.4% |
154.61 |
1.5% |
78% |
False |
False |
|
| 40 |
10,673.10 |
9,529.46 |
1,143.64 |
10.9% |
156.23 |
1.5% |
83% |
False |
False |
|
| 60 |
10,673.10 |
9,529.46 |
1,143.64 |
10.9% |
142.26 |
1.4% |
83% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
10.9% |
139.71 |
1.3% |
83% |
False |
False |
|
| 100 |
10,673.10 |
9,014.46 |
1,658.64 |
15.8% |
142.94 |
1.4% |
88% |
False |
False |
|
| 120 |
10,673.10 |
8,679.00 |
1,994.10 |
19.0% |
147.58 |
1.4% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,147.45 |
|
2.618 |
10,901.02 |
|
1.618 |
10,750.02 |
|
1.000 |
10,656.70 |
|
0.618 |
10,599.02 |
|
HIGH |
10,505.70 |
|
0.618 |
10,448.02 |
|
0.500 |
10,430.20 |
|
0.382 |
10,412.38 |
|
LOW |
10,354.70 |
|
0.618 |
10,261.38 |
|
1.000 |
10,203.70 |
|
1.618 |
10,110.38 |
|
2.618 |
9,959.38 |
|
4.250 |
9,712.95 |
|
|
| Fisher Pivots for day following 21-Mar-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,463.27 |
10,513.90 |
| PP |
10,446.73 |
10,502.53 |
| S1 |
10,430.20 |
10,491.17 |
|