| Trading Metrics calculated at close of trading on 13-Feb-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2003 |
13-Feb-2003 |
Change |
Change % |
Previous Week |
| Open |
967.89 |
959.56 |
-8.33 |
-0.9% |
987.37 |
| High |
978.06 |
959.73 |
-18.33 |
-1.9% |
999.16 |
| Low |
956.57 |
938.52 |
-18.05 |
-1.9% |
951.67 |
| Close |
956.77 |
951.90 |
-4.87 |
-0.5% |
957.05 |
| Range |
21.49 |
21.21 |
-0.28 |
-1.3% |
47.49 |
| ATR |
27.87 |
27.39 |
-0.48 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.68 |
1,004.00 |
963.57 |
|
| R3 |
992.47 |
982.79 |
957.73 |
|
| R2 |
971.26 |
971.26 |
955.79 |
|
| R1 |
961.58 |
961.58 |
953.84 |
955.82 |
| PP |
950.05 |
950.05 |
950.05 |
947.17 |
| S1 |
940.37 |
940.37 |
949.96 |
934.61 |
| S2 |
928.84 |
928.84 |
948.01 |
|
| S3 |
907.63 |
919.16 |
946.07 |
|
| S4 |
886.42 |
897.95 |
940.23 |
|
|
| 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 |
989.32 |
938.52 |
50.80 |
5.3% |
24.99 |
2.6% |
26% |
False |
True |
|
| 10 |
999.16 |
938.52 |
60.64 |
6.4% |
23.34 |
2.5% |
22% |
False |
True |
|
| 20 |
1,084.36 |
938.52 |
145.84 |
15.3% |
25.78 |
2.7% |
9% |
False |
True |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
17.4% |
25.47 |
2.7% |
8% |
False |
True |
|
| 60 |
1,155.68 |
938.52 |
217.16 |
22.8% |
27.15 |
2.9% |
6% |
False |
True |
|
| 80 |
1,155.68 |
937.55 |
218.13 |
22.9% |
28.78 |
3.0% |
7% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
37.9% |
29.34 |
3.1% |
43% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
37.9% |
29.23 |
3.1% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,049.87 |
|
2.618 |
1,015.26 |
|
1.618 |
994.05 |
|
1.000 |
980.94 |
|
0.618 |
972.84 |
|
HIGH |
959.73 |
|
0.618 |
951.63 |
|
0.500 |
949.13 |
|
0.382 |
946.62 |
|
LOW |
938.52 |
|
0.618 |
925.41 |
|
1.000 |
917.31 |
|
1.618 |
904.20 |
|
2.618 |
882.99 |
|
4.250 |
848.38 |
|
|
| Fisher Pivots for day following 13-Feb-2003 |
| Pivot |
1 day |
3 day |
| R1 |
950.98 |
963.92 |
| PP |
950.05 |
959.91 |
| S1 |
949.13 |
955.91 |
|