| Trading Metrics calculated at close of trading on 15-Apr-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2002 |
15-Apr-2002 |
Change |
Change % |
Previous Week |
| Open |
10,178.60 |
10,189.60 |
11.00 |
0.1% |
10,258.90 |
| High |
10,237.90 |
10,225.80 |
-12.10 |
-0.1% |
10,394.70 |
| Low |
10,138.70 |
10,070.50 |
-68.20 |
-0.7% |
10,120.90 |
| Close |
10,190.80 |
10,093.70 |
-97.10 |
-1.0% |
10,190.80 |
| Range |
99.20 |
155.30 |
56.10 |
56.6% |
273.80 |
| ATR |
142.52 |
143.43 |
0.91 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,595.90 |
10,500.10 |
10,179.12 |
|
| R3 |
10,440.60 |
10,344.80 |
10,136.41 |
|
| R2 |
10,285.30 |
10,285.30 |
10,122.17 |
|
| R1 |
10,189.50 |
10,189.50 |
10,107.94 |
10,159.75 |
| PP |
10,130.00 |
10,130.00 |
10,130.00 |
10,115.13 |
| S1 |
10,034.20 |
10,034.20 |
10,079.46 |
10,004.45 |
| S2 |
9,974.70 |
9,974.70 |
10,065.23 |
|
| S3 |
9,819.40 |
9,878.90 |
10,050.99 |
|
| S4 |
9,664.10 |
9,723.60 |
10,008.29 |
|
|
| Weekly Pivots for week ending 12-Apr-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,056.87 |
10,897.63 |
10,341.39 |
|
| R3 |
10,783.07 |
10,623.83 |
10,266.10 |
|
| R2 |
10,509.27 |
10,509.27 |
10,241.00 |
|
| R1 |
10,350.03 |
10,350.03 |
10,215.90 |
10,292.75 |
| PP |
10,235.47 |
10,235.47 |
10,235.47 |
10,206.83 |
| S1 |
10,076.23 |
10,076.23 |
10,165.70 |
10,018.95 |
| S2 |
9,961.67 |
9,961.67 |
10,140.60 |
|
| S3 |
9,687.87 |
9,802.43 |
10,115.51 |
|
| S4 |
9,414.07 |
9,528.63 |
10,040.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,394.70 |
10,070.50 |
324.20 |
3.2% |
153.46 |
1.5% |
7% |
False |
True |
|
| 10 |
10,394.70 |
10,070.50 |
324.20 |
3.2% |
141.58 |
1.4% |
7% |
False |
True |
|
| 20 |
10,673.10 |
10,070.50 |
602.60 |
6.0% |
135.61 |
1.3% |
4% |
False |
True |
|
| 40 |
10,673.10 |
9,734.21 |
938.89 |
9.3% |
149.71 |
1.5% |
38% |
False |
False |
|
| 60 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
148.75 |
1.5% |
49% |
False |
False |
|
| 80 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
139.99 |
1.4% |
49% |
False |
False |
|
| 100 |
10,673.10 |
9,529.46 |
1,143.64 |
11.3% |
137.91 |
1.4% |
49% |
False |
False |
|
| 120 |
10,673.10 |
9,014.46 |
1,658.64 |
16.4% |
143.76 |
1.4% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,885.83 |
|
2.618 |
10,632.38 |
|
1.618 |
10,477.08 |
|
1.000 |
10,381.10 |
|
0.618 |
10,321.78 |
|
HIGH |
10,225.80 |
|
0.618 |
10,166.48 |
|
0.500 |
10,148.15 |
|
0.382 |
10,129.82 |
|
LOW |
10,070.50 |
|
0.618 |
9,974.52 |
|
1.000 |
9,915.20 |
|
1.618 |
9,819.22 |
|
2.618 |
9,663.92 |
|
4.250 |
9,410.48 |
|
|
| Fisher Pivots for day following 15-Apr-2002 |
| Pivot |
1 day |
3 day |
| R1 |
10,148.15 |
10,224.70 |
| PP |
10,130.00 |
10,181.03 |
| S1 |
10,111.85 |
10,137.37 |
|