| Trading Metrics calculated at close of trading on 14-Feb-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2003 |
14-Feb-2003 |
Change |
Change % |
Previous Week |
| Open |
959.56 |
958.20 |
-1.36 |
-0.1% |
961.69 |
| High |
959.73 |
982.12 |
22.39 |
2.3% |
989.32 |
| Low |
938.52 |
952.70 |
14.18 |
1.5% |
938.52 |
| Close |
951.90 |
982.09 |
30.19 |
3.2% |
982.09 |
| Range |
21.21 |
29.42 |
8.21 |
38.7% |
50.80 |
| ATR |
27.39 |
27.59 |
0.20 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,060.56 |
1,050.75 |
998.27 |
|
| R3 |
1,031.14 |
1,021.33 |
990.18 |
|
| R2 |
1,001.72 |
1,001.72 |
987.48 |
|
| R1 |
991.91 |
991.91 |
984.79 |
996.82 |
| PP |
972.30 |
972.30 |
972.30 |
974.76 |
| S1 |
962.49 |
962.49 |
979.39 |
967.40 |
| S2 |
942.88 |
942.88 |
976.70 |
|
| S3 |
913.46 |
933.07 |
974.00 |
|
| S4 |
884.04 |
903.65 |
965.91 |
|
|
| Weekly Pivots for week ending 14-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.38 |
1,103.03 |
1,010.03 |
|
| R3 |
1,071.58 |
1,052.23 |
996.06 |
|
| R2 |
1,020.78 |
1,020.78 |
991.40 |
|
| R1 |
1,001.43 |
1,001.43 |
986.75 |
1,011.11 |
| PP |
969.98 |
969.98 |
969.98 |
974.81 |
| S1 |
950.63 |
950.63 |
977.43 |
960.31 |
| S2 |
919.18 |
919.18 |
972.78 |
|
| S3 |
868.38 |
899.83 |
968.12 |
|
| S4 |
817.58 |
849.03 |
954.15 |
|
|
| 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 |
5.2% |
24.53 |
2.5% |
86% |
False |
False |
|
| 10 |
999.16 |
938.52 |
60.64 |
6.2% |
23.52 |
2.4% |
72% |
False |
False |
|
| 20 |
1,041.43 |
938.52 |
102.91 |
10.5% |
25.92 |
2.6% |
42% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
16.9% |
25.72 |
2.6% |
26% |
False |
False |
|
| 60 |
1,155.68 |
938.52 |
217.16 |
22.1% |
27.13 |
2.8% |
20% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
22.1% |
28.58 |
2.9% |
20% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
36.7% |
29.37 |
3.0% |
52% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
36.7% |
29.21 |
3.0% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,107.16 |
|
2.618 |
1,059.14 |
|
1.618 |
1,029.72 |
|
1.000 |
1,011.54 |
|
0.618 |
1,000.30 |
|
HIGH |
982.12 |
|
0.618 |
970.88 |
|
0.500 |
967.41 |
|
0.382 |
963.94 |
|
LOW |
952.70 |
|
0.618 |
934.52 |
|
1.000 |
923.28 |
|
1.618 |
905.10 |
|
2.618 |
875.68 |
|
4.250 |
827.67 |
|
|
| Fisher Pivots for day following 14-Feb-2003 |
| Pivot |
1 day |
3 day |
| R1 |
977.20 |
974.83 |
| PP |
972.30 |
967.58 |
| S1 |
967.41 |
960.32 |
|