| Trading Metrics calculated at close of trading on 10-Feb-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2003 |
10-Feb-2003 |
Change |
Change % |
Previous Week |
| Open |
980.50 |
961.69 |
-18.81 |
-1.9% |
987.37 |
| High |
983.36 |
974.48 |
-8.88 |
-0.9% |
999.16 |
| Low |
951.67 |
950.81 |
-0.86 |
-0.1% |
951.67 |
| Close |
957.05 |
969.96 |
12.91 |
1.3% |
957.05 |
| Range |
31.69 |
23.67 |
-8.02 |
-25.3% |
47.49 |
| ATR |
28.84 |
28.47 |
-0.37 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,036.09 |
1,026.70 |
982.98 |
|
| R3 |
1,012.42 |
1,003.03 |
976.47 |
|
| R2 |
988.75 |
988.75 |
974.30 |
|
| R1 |
979.36 |
979.36 |
972.13 |
984.06 |
| PP |
965.08 |
965.08 |
965.08 |
967.43 |
| S1 |
955.69 |
955.69 |
967.79 |
960.39 |
| S2 |
941.41 |
941.41 |
965.62 |
|
| S3 |
917.74 |
932.02 |
963.45 |
|
| S4 |
894.07 |
908.35 |
956.94 |
|
|
| Weekly Pivots for week ending 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,111.76 |
1,081.90 |
983.17 |
|
| R3 |
1,064.27 |
1,034.41 |
970.11 |
|
| R2 |
1,016.78 |
1,016.78 |
965.76 |
|
| R1 |
986.92 |
986.92 |
961.40 |
978.11 |
| PP |
969.29 |
969.29 |
969.29 |
964.89 |
| S1 |
939.43 |
939.43 |
952.70 |
930.62 |
| S2 |
921.80 |
921.80 |
948.34 |
|
| S3 |
874.31 |
891.94 |
943.99 |
|
| S4 |
826.82 |
844.45 |
930.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
999.16 |
950.81 |
48.35 |
5.0% |
23.99 |
2.5% |
40% |
False |
True |
|
| 10 |
1,022.98 |
950.81 |
72.17 |
7.4% |
26.55 |
2.7% |
27% |
False |
True |
|
| 20 |
1,104.32 |
950.81 |
153.51 |
15.8% |
26.05 |
2.7% |
12% |
False |
True |
|
| 40 |
1,104.32 |
950.81 |
153.51 |
15.8% |
25.68 |
2.6% |
12% |
False |
True |
|
| 60 |
1,155.68 |
950.81 |
204.87 |
21.1% |
27.54 |
2.8% |
9% |
False |
True |
|
| 80 |
1,155.68 |
906.08 |
249.60 |
25.7% |
28.88 |
3.0% |
26% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
37.2% |
29.34 |
3.0% |
48% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
37.2% |
29.33 |
3.0% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,075.08 |
|
2.618 |
1,036.45 |
|
1.618 |
1,012.78 |
|
1.000 |
998.15 |
|
0.618 |
989.11 |
|
HIGH |
974.48 |
|
0.618 |
965.44 |
|
0.500 |
962.65 |
|
0.382 |
959.85 |
|
LOW |
950.81 |
|
0.618 |
936.18 |
|
1.000 |
927.14 |
|
1.618 |
912.51 |
|
2.618 |
888.84 |
|
4.250 |
850.21 |
|
|
| Fisher Pivots for day following 10-Feb-2003 |
| Pivot |
1 day |
3 day |
| R1 |
967.52 |
969.00 |
| PP |
965.08 |
968.04 |
| S1 |
962.65 |
967.09 |
|