| Trading Metrics calculated at close of trading on 03-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2003 |
03-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
998.26 |
1,015.87 |
17.61 |
1.8% |
1,009.14 |
| High |
1,013.34 |
1,023.47 |
10.13 |
1.0% |
1,013.34 |
| Low |
994.79 |
988.40 |
-6.39 |
-0.6% |
969.56 |
| Close |
1,009.74 |
991.07 |
-18.67 |
-1.8% |
1,009.74 |
| Range |
18.55 |
35.07 |
16.52 |
89.1% |
43.78 |
| ATR |
26.47 |
27.09 |
0.61 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,106.19 |
1,083.70 |
1,010.36 |
|
| R3 |
1,071.12 |
1,048.63 |
1,000.71 |
|
| R2 |
1,036.05 |
1,036.05 |
997.50 |
|
| R1 |
1,013.56 |
1,013.56 |
994.28 |
1,007.27 |
| PP |
1,000.98 |
1,000.98 |
1,000.98 |
997.84 |
| S1 |
978.49 |
978.49 |
987.86 |
972.20 |
| S2 |
965.91 |
965.91 |
984.64 |
|
| S3 |
930.84 |
943.42 |
981.43 |
|
| S4 |
895.77 |
908.35 |
971.78 |
|
|
| 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 |
1,023.47 |
969.56 |
53.91 |
5.4% |
27.64 |
2.8% |
40% |
True |
False |
|
| 10 |
1,023.47 |
969.56 |
53.91 |
5.4% |
25.13 |
2.5% |
40% |
True |
False |
|
| 20 |
1,023.47 |
938.52 |
84.95 |
8.6% |
24.32 |
2.5% |
62% |
True |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
16.7% |
26.01 |
2.6% |
32% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
16.7% |
26.17 |
2.6% |
32% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.9% |
27.42 |
2.8% |
24% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
36.4% |
28.52 |
2.9% |
54% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
36.4% |
28.68 |
2.9% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,172.52 |
|
2.618 |
1,115.28 |
|
1.618 |
1,080.21 |
|
1.000 |
1,058.54 |
|
0.618 |
1,045.14 |
|
HIGH |
1,023.47 |
|
0.618 |
1,010.07 |
|
0.500 |
1,005.94 |
|
0.382 |
1,001.80 |
|
LOW |
988.40 |
|
0.618 |
966.73 |
|
1.000 |
953.33 |
|
1.618 |
931.66 |
|
2.618 |
896.59 |
|
4.250 |
839.35 |
|
|
| Fisher Pivots for day following 03-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,005.94 |
1,000.04 |
| PP |
1,000.98 |
997.05 |
| S1 |
996.03 |
994.06 |
|