| Trading Metrics calculated at close of trading on 02-May-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2003 |
02-May-2003 |
Change |
Change % |
Previous Week |
| Open |
916.80 |
915.08 |
-1.72 |
-0.2% |
899.19 |
| High |
919.68 |
930.56 |
10.88 |
1.2% |
930.56 |
| Low |
902.83 |
912.35 |
9.52 |
1.1% |
899.19 |
| Close |
916.30 |
930.08 |
13.78 |
1.5% |
930.08 |
| Range |
16.85 |
18.21 |
1.36 |
8.1% |
31.37 |
| ATR |
15.29 |
15.50 |
0.21 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.96 |
972.73 |
940.10 |
|
| R3 |
960.75 |
954.52 |
935.09 |
|
| R2 |
942.54 |
942.54 |
933.42 |
|
| R1 |
936.31 |
936.31 |
931.75 |
939.43 |
| PP |
924.33 |
924.33 |
924.33 |
925.89 |
| S1 |
918.10 |
918.10 |
928.41 |
921.22 |
| S2 |
906.12 |
906.12 |
926.74 |
|
| S3 |
887.91 |
899.89 |
925.07 |
|
| S4 |
869.70 |
881.68 |
920.06 |
|
|
| Weekly Pivots for week ending 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.05 |
1,003.44 |
947.33 |
|
| R3 |
982.68 |
972.07 |
938.71 |
|
| R2 |
951.31 |
951.31 |
935.83 |
|
| R1 |
940.70 |
940.70 |
932.96 |
946.01 |
| PP |
919.94 |
919.94 |
919.94 |
922.60 |
| S1 |
909.33 |
909.33 |
927.20 |
914.64 |
| S2 |
888.57 |
888.57 |
924.33 |
|
| S3 |
857.20 |
877.96 |
921.45 |
|
| S4 |
825.83 |
846.59 |
912.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
930.56 |
899.19 |
31.37 |
3.4% |
15.49 |
1.7% |
98% |
True |
False |
|
| 10 |
930.56 |
886.70 |
43.86 |
4.7% |
14.63 |
1.6% |
99% |
True |
False |
|
| 20 |
930.56 |
862.76 |
67.80 |
7.3% |
14.80 |
1.6% |
99% |
True |
False |
|
| 40 |
930.56 |
788.90 |
141.66 |
15.2% |
16.25 |
1.7% |
100% |
True |
False |
|
| 60 |
930.56 |
788.90 |
141.66 |
15.2% |
15.82 |
1.7% |
100% |
True |
False |
|
| 80 |
935.05 |
788.90 |
146.15 |
15.7% |
15.88 |
1.7% |
97% |
False |
False |
|
| 100 |
935.05 |
788.90 |
146.15 |
15.7% |
15.54 |
1.7% |
97% |
False |
False |
|
| 120 |
954.28 |
788.90 |
165.38 |
17.8% |
15.77 |
1.7% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,007.95 |
|
2.618 |
978.23 |
|
1.618 |
960.02 |
|
1.000 |
948.77 |
|
0.618 |
941.81 |
|
HIGH |
930.56 |
|
0.618 |
923.60 |
|
0.500 |
921.46 |
|
0.382 |
919.31 |
|
LOW |
912.35 |
|
0.618 |
901.10 |
|
1.000 |
894.14 |
|
1.618 |
882.89 |
|
2.618 |
864.68 |
|
4.250 |
834.96 |
|
|
| Fisher Pivots for day following 02-May-2003 |
| Pivot |
1 day |
3 day |
| R1 |
927.21 |
925.62 |
| PP |
924.33 |
921.16 |
| S1 |
921.46 |
916.70 |
|