| Trading Metrics calculated at close of trading on 13-Feb-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2003 |
13-Feb-2003 |
Change |
Change % |
Previous Week |
| Open |
7,836.36 |
7,756.55 |
-79.81 |
-1.0% |
8,053.74 |
| High |
7,854.62 |
7,781.89 |
-72.73 |
-0.9% |
8,152.53 |
| Low |
7,753.71 |
7,628.99 |
-124.72 |
-1.6% |
7,830.02 |
| Close |
7,758.17 |
7,749.87 |
-8.30 |
-0.1% |
7,864.23 |
| Range |
100.91 |
152.90 |
51.99 |
51.5% |
322.51 |
| ATR |
153.53 |
153.49 |
-0.05 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,178.95 |
8,117.31 |
7,833.97 |
|
| R3 |
8,026.05 |
7,964.41 |
7,791.92 |
|
| R2 |
7,873.15 |
7,873.15 |
7,777.90 |
|
| R1 |
7,811.51 |
7,811.51 |
7,763.89 |
7,765.88 |
| PP |
7,720.25 |
7,720.25 |
7,720.25 |
7,697.44 |
| S1 |
7,658.61 |
7,658.61 |
7,735.85 |
7,612.98 |
| S2 |
7,567.35 |
7,567.35 |
7,721.84 |
|
| S3 |
7,414.45 |
7,505.71 |
7,707.82 |
|
| S4 |
7,261.55 |
7,352.81 |
7,665.78 |
|
|
| Weekly Pivots for week ending 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,916.46 |
8,712.85 |
8,041.61 |
|
| R3 |
8,593.95 |
8,390.34 |
7,952.92 |
|
| R2 |
8,271.44 |
8,271.44 |
7,923.36 |
|
| R1 |
8,067.83 |
8,067.83 |
7,893.79 |
8,008.38 |
| PP |
7,948.93 |
7,948.93 |
7,948.93 |
7,919.20 |
| S1 |
7,745.32 |
7,745.32 |
7,834.67 |
7,685.87 |
| S2 |
7,626.42 |
7,626.42 |
7,805.10 |
|
| S3 |
7,303.91 |
7,422.81 |
7,775.54 |
|
| S4 |
6,981.40 |
7,100.30 |
7,686.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,001.08 |
7,628.99 |
372.09 |
4.8% |
147.26 |
1.9% |
32% |
False |
True |
|
| 10 |
8,152.53 |
7,628.99 |
523.54 |
6.8% |
147.23 |
1.9% |
23% |
False |
True |
|
| 20 |
8,805.52 |
7,628.99 |
1,176.53 |
15.2% |
159.10 |
2.1% |
10% |
False |
True |
|
| 40 |
8,869.29 |
7,628.99 |
1,240.30 |
16.0% |
147.96 |
1.9% |
10% |
False |
True |
|
| 60 |
9,043.37 |
7,628.99 |
1,414.38 |
18.3% |
150.96 |
1.9% |
9% |
False |
True |
|
| 80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.3% |
161.21 |
2.1% |
9% |
False |
True |
|
| 100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.8% |
180.30 |
2.3% |
30% |
False |
False |
|
| 120 |
9,051.49 |
7,197.49 |
1,854.00 |
23.9% |
182.69 |
2.4% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,431.72 |
|
2.618 |
8,182.18 |
|
1.618 |
8,029.28 |
|
1.000 |
7,934.79 |
|
0.618 |
7,876.38 |
|
HIGH |
7,781.89 |
|
0.618 |
7,723.48 |
|
0.500 |
7,705.44 |
|
0.382 |
7,687.40 |
|
LOW |
7,628.99 |
|
0.618 |
7,534.50 |
|
1.000 |
7,476.09 |
|
1.618 |
7,381.60 |
|
2.618 |
7,228.70 |
|
4.250 |
6,979.17 |
|
|
| Fisher Pivots for day following 13-Feb-2003 |
| Pivot |
1 day |
3 day |
| R1 |
7,735.06 |
7,807.26 |
| PP |
7,720.25 |
7,788.13 |
| S1 |
7,705.44 |
7,769.00 |
|