| Trading Metrics calculated at close of trading on 28-Feb-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2003 |
28-Feb-2003 |
Change |
Change % |
Previous Week |
| Open |
982.51 |
998.26 |
15.75 |
1.6% |
1,009.14 |
| High |
1,000.98 |
1,013.34 |
12.36 |
1.2% |
1,013.34 |
| Low |
976.60 |
994.79 |
18.19 |
1.9% |
969.56 |
| Close |
994.80 |
1,009.74 |
14.94 |
1.5% |
1,009.74 |
| Range |
24.38 |
18.55 |
-5.83 |
-23.9% |
43.78 |
| ATR |
27.08 |
26.47 |
-0.61 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,061.61 |
1,054.22 |
1,019.94 |
|
| R3 |
1,043.06 |
1,035.67 |
1,014.84 |
|
| R2 |
1,024.51 |
1,024.51 |
1,013.14 |
|
| R1 |
1,017.12 |
1,017.12 |
1,011.44 |
1,020.82 |
| PP |
1,005.96 |
1,005.96 |
1,005.96 |
1,007.80 |
| S1 |
998.57 |
998.57 |
1,008.04 |
1,002.27 |
| S2 |
987.41 |
987.41 |
1,006.34 |
|
| S3 |
968.86 |
980.02 |
1,004.64 |
|
| S4 |
950.31 |
961.47 |
999.54 |
|
|
| Weekly Pivots for week ending 28-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.89 |
1,113.09 |
1,033.82 |
|
| R3 |
1,085.11 |
1,069.31 |
1,021.78 |
|
| R2 |
1,041.33 |
1,041.33 |
1,017.77 |
|
| R1 |
1,025.53 |
1,025.53 |
1,013.75 |
1,033.43 |
| PP |
997.55 |
997.55 |
997.55 |
1,001.50 |
| S1 |
981.75 |
981.75 |
1,005.73 |
989.65 |
| S2 |
953.77 |
953.77 |
1,001.71 |
|
| S3 |
909.99 |
937.97 |
997.70 |
|
| S4 |
866.21 |
894.19 |
985.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,013.34 |
969.56 |
43.78 |
4.3% |
24.42 |
2.4% |
92% |
True |
False |
|
| 10 |
1,019.25 |
952.70 |
66.55 |
6.6% |
24.56 |
2.4% |
86% |
False |
False |
|
| 20 |
1,019.25 |
938.52 |
80.73 |
8.0% |
23.95 |
2.4% |
88% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
16.4% |
26.22 |
2.6% |
43% |
False |
False |
|
| 60 |
1,109.46 |
938.52 |
170.94 |
16.9% |
26.01 |
2.6% |
42% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.5% |
27.38 |
2.7% |
33% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
35.7% |
28.45 |
2.8% |
60% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.7% |
28.70 |
2.8% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,092.18 |
|
2.618 |
1,061.90 |
|
1.618 |
1,043.35 |
|
1.000 |
1,031.89 |
|
0.618 |
1,024.80 |
|
HIGH |
1,013.34 |
|
0.618 |
1,006.25 |
|
0.500 |
1,004.07 |
|
0.382 |
1,001.88 |
|
LOW |
994.79 |
|
0.618 |
983.33 |
|
1.000 |
976.24 |
|
1.618 |
964.78 |
|
2.618 |
946.23 |
|
4.250 |
915.95 |
|
|
| Fisher Pivots for day following 28-Feb-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,007.85 |
1,004.37 |
| PP |
1,005.96 |
999.00 |
| S1 |
1,004.07 |
993.64 |
|