| Trading Metrics calculated at close of trading on 03-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2003 |
03-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
7,886.11 |
7,890.24 |
4.13 |
0.1% |
8,017.34 |
| High |
7,965.80 |
7,981.46 |
15.66 |
0.2% |
8,017.34 |
| Low |
7,855.44 |
7,822.73 |
-32.71 |
-0.4% |
7,719.64 |
| Close |
7,891.08 |
7,837.86 |
-53.22 |
-0.7% |
7,891.08 |
| Range |
110.36 |
158.73 |
48.37 |
43.8% |
297.70 |
| ATR |
151.60 |
152.10 |
0.51 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,356.87 |
8,256.10 |
7,925.16 |
|
| R3 |
8,198.14 |
8,097.37 |
7,881.51 |
|
| R2 |
8,039.41 |
8,039.41 |
7,866.96 |
|
| R1 |
7,938.64 |
7,938.64 |
7,852.41 |
7,909.66 |
| PP |
7,880.68 |
7,880.68 |
7,880.68 |
7,866.20 |
| S1 |
7,779.91 |
7,779.91 |
7,823.31 |
7,750.93 |
| S2 |
7,721.95 |
7,721.95 |
7,808.76 |
|
| S3 |
7,563.22 |
7,621.18 |
7,794.21 |
|
| S4 |
7,404.49 |
7,462.45 |
7,750.56 |
|
|
| Weekly Pivots for week ending 28-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,769.12 |
8,627.80 |
8,054.82 |
|
| R3 |
8,471.42 |
8,330.10 |
7,972.95 |
|
| R2 |
8,173.72 |
8,173.72 |
7,945.66 |
|
| R1 |
8,032.40 |
8,032.40 |
7,918.37 |
7,954.21 |
| PP |
7,876.02 |
7,876.02 |
7,876.02 |
7,836.93 |
| S1 |
7,734.70 |
7,734.70 |
7,863.79 |
7,656.51 |
| S2 |
7,578.32 |
7,578.32 |
7,836.50 |
|
| S3 |
7,280.62 |
7,437.00 |
7,809.21 |
|
| S4 |
6,982.92 |
7,139.30 |
7,727.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,981.46 |
7,719.64 |
261.82 |
3.3% |
147.31 |
1.9% |
45% |
True |
False |
|
| 10 |
8,076.02 |
7,719.64 |
356.38 |
4.5% |
149.58 |
1.9% |
33% |
False |
False |
|
| 20 |
8,152.53 |
7,628.99 |
523.54 |
6.7% |
148.96 |
1.9% |
40% |
False |
False |
|
| 40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.8% |
152.00 |
1.9% |
17% |
False |
False |
|
| 60 |
8,869.29 |
7,628.99 |
1,240.30 |
15.8% |
148.71 |
1.9% |
17% |
False |
False |
|
| 80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.0% |
153.42 |
2.0% |
15% |
False |
False |
|
| 100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.6% |
170.34 |
2.2% |
35% |
False |
False |
|
| 120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.6% |
177.18 |
2.3% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,656.06 |
|
2.618 |
8,397.02 |
|
1.618 |
8,238.29 |
|
1.000 |
8,140.19 |
|
0.618 |
8,079.56 |
|
HIGH |
7,981.46 |
|
0.618 |
7,920.83 |
|
0.500 |
7,902.10 |
|
0.382 |
7,883.36 |
|
LOW |
7,822.73 |
|
0.618 |
7,724.63 |
|
1.000 |
7,664.00 |
|
1.618 |
7,565.90 |
|
2.618 |
7,407.17 |
|
4.250 |
7,148.13 |
|
|
| Fisher Pivots for day following 03-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
7,902.10 |
7,885.71 |
| PP |
7,880.68 |
7,869.76 |
| S1 |
7,859.27 |
7,853.81 |
|