| Trading Metrics calculated at close of trading on 17-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2003 |
17-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
1,034.43 |
1,021.97 |
-12.46 |
-1.2% |
977.95 |
| High |
1,042.56 |
1,077.14 |
34.58 |
3.3% |
1,042.56 |
| Low |
1,020.17 |
1,018.76 |
-1.41 |
-0.1% |
946.79 |
| Close |
1,030.45 |
1,077.01 |
46.56 |
4.5% |
1,030.45 |
| Range |
22.39 |
58.38 |
35.99 |
160.7% |
95.77 |
| ATR |
26.48 |
28.76 |
2.28 |
8.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.78 |
1,213.27 |
1,109.12 |
|
| R3 |
1,174.40 |
1,154.89 |
1,093.06 |
|
| R2 |
1,116.02 |
1,116.02 |
1,087.71 |
|
| R1 |
1,096.51 |
1,096.51 |
1,082.36 |
1,106.27 |
| PP |
1,057.64 |
1,057.64 |
1,057.64 |
1,062.51 |
| S1 |
1,038.13 |
1,038.13 |
1,071.66 |
1,047.89 |
| S2 |
999.26 |
999.26 |
1,066.31 |
|
| S3 |
940.88 |
979.75 |
1,060.96 |
|
| S4 |
882.50 |
921.37 |
1,044.90 |
|
|
| Weekly Pivots for week ending 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.91 |
1,257.95 |
1,083.12 |
|
| R3 |
1,198.14 |
1,162.18 |
1,056.79 |
|
| R2 |
1,102.37 |
1,102.37 |
1,048.01 |
|
| R1 |
1,066.41 |
1,066.41 |
1,039.23 |
1,084.39 |
| PP |
1,006.60 |
1,006.60 |
1,006.60 |
1,015.59 |
| S1 |
970.64 |
970.64 |
1,021.67 |
988.62 |
| S2 |
910.83 |
910.83 |
1,012.89 |
|
| S3 |
815.06 |
874.87 |
1,004.11 |
|
| S4 |
719.29 |
779.10 |
977.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,077.14 |
946.79 |
130.35 |
12.1% |
34.11 |
3.2% |
100% |
True |
False |
|
| 10 |
1,077.14 |
946.79 |
130.35 |
12.1% |
26.30 |
2.4% |
100% |
True |
False |
|
| 20 |
1,077.14 |
946.79 |
130.35 |
12.1% |
25.71 |
2.4% |
100% |
True |
False |
|
| 40 |
1,077.14 |
938.52 |
138.62 |
12.9% |
25.82 |
2.4% |
100% |
True |
False |
|
| 60 |
1,104.32 |
938.52 |
165.80 |
15.4% |
25.72 |
2.4% |
84% |
False |
False |
|
| 80 |
1,155.68 |
938.52 |
217.16 |
20.2% |
26.78 |
2.5% |
64% |
False |
False |
|
| 100 |
1,155.68 |
938.52 |
217.16 |
20.2% |
28.01 |
2.6% |
64% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
33.5% |
28.76 |
2.7% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.26 |
|
2.618 |
1,229.98 |
|
1.618 |
1,171.60 |
|
1.000 |
1,135.52 |
|
0.618 |
1,113.22 |
|
HIGH |
1,077.14 |
|
0.618 |
1,054.84 |
|
0.500 |
1,047.95 |
|
0.382 |
1,041.06 |
|
LOW |
1,018.76 |
|
0.618 |
982.68 |
|
1.000 |
960.38 |
|
1.618 |
924.30 |
|
2.618 |
865.92 |
|
4.250 |
770.65 |
|
|
| Fisher Pivots for day following 17-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,067.32 |
1,061.13 |
| PP |
1,057.64 |
1,045.24 |
| S1 |
1,047.95 |
1,029.36 |
|