| Daily Pivots for day following 27-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,063.93 |
1,053.75 |
1,008.21 |
|
| R3 |
1,039.55 |
1,029.37 |
1,001.50 |
|
| R2 |
1,015.17 |
1,015.17 |
999.27 |
|
| R1 |
1,004.99 |
1,004.99 |
997.03 |
1,010.08 |
| PP |
990.79 |
990.79 |
990.79 |
993.34 |
| S1 |
980.61 |
980.61 |
992.57 |
985.70 |
| S2 |
966.41 |
966.41 |
990.33 |
|
| S3 |
942.03 |
956.23 |
988.10 |
|
| S4 |
917.65 |
931.85 |
981.39 |
|
|
| 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 |
969.56 |
49.69 |
5.0% |
27.22 |
2.7% |
51% |
False |
False |
|
| 10 |
1,019.25 |
938.52 |
80.73 |
8.1% |
24.83 |
2.5% |
70% |
False |
False |
|
| 20 |
1,022.21 |
938.52 |
83.69 |
8.4% |
24.88 |
2.5% |
67% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
16.7% |
26.17 |
2.6% |
34% |
False |
False |
|
| 60 |
1,155.68 |
938.52 |
217.16 |
21.8% |
26.46 |
2.7% |
26% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.8% |
27.73 |
2.8% |
26% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
36.2% |
28.60 |
2.9% |
55% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
36.2% |
28.74 |
2.9% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,104.60 |
|
2.618 |
1,064.81 |
|
1.618 |
1,040.43 |
|
1.000 |
1,025.36 |
|
0.618 |
1,016.05 |
|
HIGH |
1,000.98 |
|
0.618 |
991.67 |
|
0.500 |
988.79 |
|
0.382 |
985.91 |
|
LOW |
976.60 |
|
0.618 |
961.53 |
|
1.000 |
952.22 |
|
1.618 |
937.15 |
|
2.618 |
912.77 |
|
4.250 |
872.99 |
|
|