| Trading Metrics calculated at close of trading on 10-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2003 |
10-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
967.93 |
977.95 |
10.02 |
1.0% |
1,015.87 |
| High |
992.11 |
982.87 |
-9.24 |
-0.9% |
1,023.47 |
| Low |
964.25 |
962.48 |
-1.77 |
-0.2% |
964.25 |
| Close |
986.82 |
964.29 |
-22.53 |
-2.3% |
986.82 |
| Range |
27.86 |
20.39 |
-7.47 |
-26.8% |
59.22 |
| ATR |
24.87 |
24.83 |
-0.04 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,031.05 |
1,018.06 |
975.50 |
|
| R3 |
1,010.66 |
997.67 |
969.90 |
|
| R2 |
990.27 |
990.27 |
968.03 |
|
| R1 |
977.28 |
977.28 |
966.16 |
973.58 |
| PP |
969.88 |
969.88 |
969.88 |
968.03 |
| S1 |
956.89 |
956.89 |
962.42 |
953.19 |
| S2 |
949.49 |
949.49 |
960.55 |
|
| S3 |
929.10 |
936.50 |
958.68 |
|
| S4 |
908.71 |
916.11 |
953.08 |
|
|
| Weekly Pivots for week ending 07-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.17 |
1,137.22 |
1,019.39 |
|
| R3 |
1,109.95 |
1,078.00 |
1,003.11 |
|
| R2 |
1,050.73 |
1,050.73 |
997.68 |
|
| R1 |
1,018.78 |
1,018.78 |
992.25 |
1,005.15 |
| PP |
991.51 |
991.51 |
991.51 |
984.70 |
| S1 |
959.56 |
959.56 |
981.39 |
945.93 |
| S2 |
932.29 |
932.29 |
975.96 |
|
| S3 |
873.07 |
900.34 |
970.53 |
|
| S4 |
813.85 |
841.12 |
954.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
995.19 |
962.48 |
32.71 |
3.4% |
18.49 |
1.9% |
6% |
False |
True |
|
| 10 |
1,023.47 |
962.48 |
60.99 |
6.3% |
23.07 |
2.4% |
3% |
False |
True |
|
| 20 |
1,023.47 |
938.52 |
84.95 |
8.8% |
23.32 |
2.4% |
30% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
17.2% |
25.10 |
2.6% |
16% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
17.2% |
24.97 |
2.6% |
16% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
22.5% |
26.67 |
2.8% |
12% |
False |
False |
|
| 100 |
1,155.68 |
906.08 |
249.60 |
25.9% |
27.70 |
2.9% |
23% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
37.4% |
28.44 |
2.9% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,069.53 |
|
2.618 |
1,036.25 |
|
1.618 |
1,015.86 |
|
1.000 |
1,003.26 |
|
0.618 |
995.47 |
|
HIGH |
982.87 |
|
0.618 |
975.08 |
|
0.500 |
972.68 |
|
0.382 |
970.27 |
|
LOW |
962.48 |
|
0.618 |
949.88 |
|
1.000 |
942.09 |
|
1.618 |
929.49 |
|
2.618 |
909.10 |
|
4.250 |
875.82 |
|
|
| Fisher Pivots for day following 10-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
972.68 |
977.30 |
| PP |
969.88 |
972.96 |
| S1 |
967.09 |
968.63 |
|