| Trading Metrics calculated at close of trading on 27-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2003 |
27-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
8,279.88 |
8,226.39 |
-53.49 |
-0.6% |
7,857.96 |
| High |
8,284.99 |
8,251.80 |
-33.19 |
-0.4% |
8,522.18 |
| Low |
8,187.73 |
8,104.05 |
-83.68 |
-1.0% |
7,779.73 |
| Close |
8,229.88 |
8,201.45 |
-28.43 |
-0.3% |
8,521.97 |
| Range |
97.26 |
147.75 |
50.49 |
51.9% |
742.45 |
| ATR |
174.83 |
172.90 |
-1.93 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,629.02 |
8,562.98 |
8,282.71 |
|
| R3 |
8,481.27 |
8,415.23 |
8,242.08 |
|
| R2 |
8,333.52 |
8,333.52 |
8,228.54 |
|
| R1 |
8,267.48 |
8,267.48 |
8,214.99 |
8,226.63 |
| PP |
8,185.77 |
8,185.77 |
8,185.77 |
8,165.34 |
| S1 |
8,119.73 |
8,119.73 |
8,187.91 |
8,078.88 |
| S2 |
8,038.02 |
8,038.02 |
8,174.36 |
|
| S3 |
7,890.27 |
7,971.98 |
8,160.82 |
|
| S4 |
7,742.52 |
7,824.23 |
8,120.19 |
|
|
| Weekly Pivots for week ending 21-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,501.98 |
10,254.42 |
8,930.32 |
|
| R3 |
9,759.53 |
9,511.97 |
8,726.14 |
|
| R2 |
9,017.08 |
9,017.08 |
8,658.09 |
|
| R1 |
8,769.52 |
8,769.52 |
8,590.03 |
8,893.30 |
| PP |
8,274.63 |
8,274.63 |
8,274.63 |
8,336.52 |
| S1 |
8,027.07 |
8,027.07 |
8,453.91 |
8,150.85 |
| S2 |
7,532.18 |
7,532.18 |
8,385.85 |
|
| S3 |
6,789.73 |
7,284.62 |
8,317.80 |
|
| S4 |
6,047.28 |
6,542.17 |
8,113.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,522.18 |
8,104.05 |
418.13 |
5.1% |
192.69 |
2.3% |
23% |
False |
True |
|
| 10 |
8,522.18 |
7,779.73 |
742.45 |
9.1% |
189.90 |
2.3% |
57% |
False |
False |
|
| 20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
171.47 |
2.1% |
71% |
False |
False |
|
| 40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
162.86 |
2.0% |
71% |
False |
False |
|
| 60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
160.41 |
2.0% |
54% |
False |
False |
|
| 80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
155.98 |
1.9% |
48% |
False |
False |
|
| 100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
158.76 |
1.9% |
48% |
False |
False |
|
| 120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.5% |
172.83 |
2.1% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,879.74 |
|
2.618 |
8,638.61 |
|
1.618 |
8,490.86 |
|
1.000 |
8,399.55 |
|
0.618 |
8,343.11 |
|
HIGH |
8,251.80 |
|
0.618 |
8,195.36 |
|
0.500 |
8,177.93 |
|
0.382 |
8,160.49 |
|
LOW |
8,104.05 |
|
0.618 |
8,012.74 |
|
1.000 |
7,956.30 |
|
1.618 |
7,864.99 |
|
2.618 |
7,717.24 |
|
4.250 |
7,476.11 |
|
|
| Fisher Pivots for day following 27-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,193.61 |
8,220.89 |
| PP |
8,185.77 |
8,214.41 |
| S1 |
8,177.93 |
8,207.93 |
|