| Trading Metrics calculated at close of trading on 05-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2003 |
05-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
991.60 |
981.67 |
-9.93 |
-1.0% |
1,009.14 |
| High |
994.35 |
995.19 |
0.84 |
0.1% |
1,013.34 |
| Low |
982.06 |
978.40 |
-3.66 |
-0.4% |
969.56 |
| Close |
982.98 |
990.23 |
7.25 |
0.7% |
1,009.74 |
| Range |
12.29 |
16.79 |
4.50 |
36.6% |
43.78 |
| ATR |
26.03 |
25.37 |
-0.66 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,038.31 |
1,031.06 |
999.46 |
|
| R3 |
1,021.52 |
1,014.27 |
994.85 |
|
| R2 |
1,004.73 |
1,004.73 |
993.31 |
|
| R1 |
997.48 |
997.48 |
991.77 |
1,001.11 |
| PP |
987.94 |
987.94 |
987.94 |
989.75 |
| S1 |
980.69 |
980.69 |
988.69 |
984.32 |
| S2 |
971.15 |
971.15 |
987.15 |
|
| S3 |
954.36 |
963.90 |
985.61 |
|
| S4 |
937.57 |
947.11 |
981.00 |
|
|
| 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 |
976.60 |
46.87 |
4.7% |
21.42 |
2.2% |
29% |
False |
False |
|
| 10 |
1,023.47 |
969.56 |
53.91 |
5.4% |
23.44 |
2.4% |
38% |
False |
False |
|
| 20 |
1,023.47 |
938.52 |
84.95 |
8.6% |
24.23 |
2.4% |
61% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
16.7% |
25.50 |
2.6% |
31% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
16.7% |
25.63 |
2.6% |
31% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.9% |
27.09 |
2.7% |
24% |
False |
False |
|
| 100 |
1,155.68 |
801.26 |
354.42 |
35.8% |
28.21 |
2.8% |
53% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
36.4% |
28.47 |
2.9% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,066.55 |
|
2.618 |
1,039.15 |
|
1.618 |
1,022.36 |
|
1.000 |
1,011.98 |
|
0.618 |
1,005.57 |
|
HIGH |
995.19 |
|
0.618 |
988.78 |
|
0.500 |
986.80 |
|
0.382 |
984.81 |
|
LOW |
978.40 |
|
0.618 |
968.02 |
|
1.000 |
961.61 |
|
1.618 |
951.23 |
|
2.618 |
934.44 |
|
4.250 |
907.04 |
|
|
| Fisher Pivots for day following 05-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
989.09 |
1,000.94 |
| PP |
987.94 |
997.37 |
| S1 |
986.80 |
993.80 |
|