| Trading Metrics calculated at close of trading on 11-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2003 |
11-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
977.95 |
966.74 |
-11.21 |
-1.1% |
1,015.87 |
| High |
982.87 |
973.86 |
-9.01 |
-0.9% |
1,023.47 |
| Low |
962.48 |
956.94 |
-5.54 |
-0.6% |
964.25 |
| Close |
964.29 |
958.82 |
-5.47 |
-0.6% |
986.82 |
| Range |
20.39 |
16.92 |
-3.47 |
-17.0% |
59.22 |
| ATR |
24.83 |
24.27 |
-0.57 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.97 |
1,003.31 |
968.13 |
|
| R3 |
997.05 |
986.39 |
963.47 |
|
| R2 |
980.13 |
980.13 |
961.92 |
|
| R1 |
969.47 |
969.47 |
960.37 |
966.34 |
| PP |
963.21 |
963.21 |
963.21 |
961.64 |
| S1 |
952.55 |
952.55 |
957.27 |
949.42 |
| S2 |
946.29 |
946.29 |
955.72 |
|
| S3 |
929.37 |
935.63 |
954.17 |
|
| S4 |
912.45 |
918.71 |
949.51 |
|
|
| 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 |
956.94 |
38.25 |
4.0% |
19.42 |
2.0% |
5% |
False |
True |
|
| 10 |
1,023.47 |
956.94 |
66.53 |
6.9% |
21.55 |
2.2% |
3% |
False |
True |
|
| 20 |
1,023.47 |
938.52 |
84.95 |
8.9% |
22.98 |
2.4% |
24% |
False |
False |
|
| 40 |
1,104.32 |
938.52 |
165.80 |
17.3% |
24.52 |
2.6% |
12% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
17.3% |
24.78 |
2.6% |
12% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
22.6% |
26.40 |
2.8% |
9% |
False |
False |
|
| 100 |
1,155.68 |
906.08 |
249.60 |
26.0% |
27.70 |
2.9% |
21% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
37.6% |
28.28 |
2.9% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,045.77 |
|
2.618 |
1,018.16 |
|
1.618 |
1,001.24 |
|
1.000 |
990.78 |
|
0.618 |
984.32 |
|
HIGH |
973.86 |
|
0.618 |
967.40 |
|
0.500 |
965.40 |
|
0.382 |
963.40 |
|
LOW |
956.94 |
|
0.618 |
946.48 |
|
1.000 |
940.02 |
|
1.618 |
929.56 |
|
2.618 |
912.64 |
|
4.250 |
885.03 |
|
|
| Fisher Pivots for day following 11-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
965.40 |
974.53 |
| PP |
963.21 |
969.29 |
| S1 |
961.01 |
964.06 |
|