| Trading Metrics calculated at close of trading on 13-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2003 |
13-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
954.66 |
990.36 |
35.70 |
3.7% |
1,015.87 |
| High |
971.39 |
1,029.84 |
58.45 |
6.0% |
1,023.47 |
| Low |
946.79 |
981.58 |
34.79 |
3.7% |
964.25 |
| Close |
970.54 |
1,029.79 |
59.25 |
6.1% |
986.82 |
| Range |
24.60 |
48.26 |
23.66 |
96.2% |
59.22 |
| ATR |
24.29 |
26.79 |
2.50 |
10.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,158.52 |
1,142.41 |
1,056.33 |
|
| R3 |
1,110.26 |
1,094.15 |
1,043.06 |
|
| R2 |
1,062.00 |
1,062.00 |
1,038.64 |
|
| R1 |
1,045.89 |
1,045.89 |
1,034.21 |
1,053.95 |
| PP |
1,013.74 |
1,013.74 |
1,013.74 |
1,017.76 |
| S1 |
997.63 |
997.63 |
1,025.37 |
1,005.69 |
| S2 |
965.48 |
965.48 |
1,020.94 |
|
| S3 |
917.22 |
949.37 |
1,016.52 |
|
| S4 |
868.96 |
901.11 |
1,003.25 |
|
|
| 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 |
1,029.84 |
946.79 |
83.05 |
8.1% |
27.61 |
2.7% |
100% |
True |
False |
|
| 10 |
1,029.84 |
946.79 |
83.05 |
8.1% |
23.59 |
2.3% |
100% |
True |
False |
|
| 20 |
1,029.84 |
938.52 |
91.32 |
8.9% |
24.21 |
2.4% |
100% |
True |
False |
|
| 40 |
1,099.89 |
938.52 |
161.37 |
15.7% |
25.21 |
2.4% |
57% |
False |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
16.1% |
25.27 |
2.5% |
55% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
21.1% |
26.48 |
2.6% |
42% |
False |
False |
|
| 100 |
1,155.68 |
922.31 |
233.37 |
22.7% |
27.99 |
2.7% |
46% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.0% |
28.44 |
2.8% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,234.95 |
|
2.618 |
1,156.18 |
|
1.618 |
1,107.92 |
|
1.000 |
1,078.10 |
|
0.618 |
1,059.66 |
|
HIGH |
1,029.84 |
|
0.618 |
1,011.40 |
|
0.500 |
1,005.71 |
|
0.382 |
1,000.02 |
|
LOW |
981.58 |
|
0.618 |
951.76 |
|
1.000 |
933.32 |
|
1.618 |
903.50 |
|
2.618 |
855.24 |
|
4.250 |
776.48 |
|
|
| Fisher Pivots for day following 13-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,021.76 |
1,015.97 |
| PP |
1,013.74 |
1,002.14 |
| S1 |
1,005.71 |
988.32 |
|