| Trading Metrics calculated at close of trading on 24-Feb-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2003 |
24-Feb-2003 |
Change |
Change % |
Previous Week |
| Open |
1,002.14 |
1,009.14 |
7.00 |
0.7% |
990.21 |
| High |
1,019.25 |
1,013.20 |
-6.05 |
-0.6% |
1,019.25 |
| Low |
986.73 |
994.23 |
7.50 |
0.8% |
986.73 |
| Close |
1,015.92 |
994.69 |
-21.23 |
-2.1% |
1,015.92 |
| Range |
32.52 |
18.97 |
-13.55 |
-41.7% |
32.52 |
| ATR |
27.05 |
26.67 |
-0.38 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,057.62 |
1,045.12 |
1,005.12 |
|
| R3 |
1,038.65 |
1,026.15 |
999.91 |
|
| R2 |
1,019.68 |
1,019.68 |
998.17 |
|
| R1 |
1,007.18 |
1,007.18 |
996.43 |
1,003.95 |
| PP |
1,000.71 |
1,000.71 |
1,000.71 |
999.09 |
| S1 |
988.21 |
988.21 |
992.95 |
984.98 |
| S2 |
981.74 |
981.74 |
991.21 |
|
| S3 |
962.77 |
969.24 |
989.47 |
|
| S4 |
943.80 |
950.27 |
984.26 |
|
|
| Weekly Pivots for week ending 21-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,104.86 |
1,092.91 |
1,033.81 |
|
| R3 |
1,072.34 |
1,060.39 |
1,024.86 |
|
| R2 |
1,039.82 |
1,039.82 |
1,021.88 |
|
| R1 |
1,027.87 |
1,027.87 |
1,018.90 |
1,033.85 |
| PP |
1,007.30 |
1,007.30 |
1,007.30 |
1,010.29 |
| S1 |
995.35 |
995.35 |
1,012.94 |
1,001.33 |
| S2 |
974.78 |
974.78 |
1,009.96 |
|
| S3 |
942.26 |
962.83 |
1,006.98 |
|
| S4 |
909.74 |
930.31 |
998.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,019.25 |
986.73 |
32.52 |
3.3% |
22.61 |
2.3% |
24% |
False |
False |
|
| 10 |
1,019.25 |
938.52 |
80.73 |
8.1% |
23.57 |
2.4% |
70% |
False |
False |
|
| 20 |
1,022.98 |
938.52 |
84.46 |
8.5% |
25.09 |
2.5% |
67% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
16.7% |
25.88 |
2.6% |
34% |
False |
False |
|
| 60 |
1,155.68 |
938.52 |
217.16 |
21.8% |
26.41 |
2.7% |
26% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.8% |
27.94 |
2.8% |
26% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
36.2% |
28.87 |
2.9% |
55% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
36.2% |
28.68 |
2.9% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,093.82 |
|
2.618 |
1,062.86 |
|
1.618 |
1,043.89 |
|
1.000 |
1,032.17 |
|
0.618 |
1,024.92 |
|
HIGH |
1,013.20 |
|
0.618 |
1,005.95 |
|
0.500 |
1,003.72 |
|
0.382 |
1,001.48 |
|
LOW |
994.23 |
|
0.618 |
982.51 |
|
1.000 |
975.26 |
|
1.618 |
963.54 |
|
2.618 |
944.57 |
|
4.250 |
913.61 |
|
|
| Fisher Pivots for day following 24-Feb-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,003.72 |
1,002.99 |
| PP |
1,000.71 |
1,000.22 |
| S1 |
997.70 |
997.46 |
|