| Trading Metrics calculated at close of trading on 01-May-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2003 |
01-May-2003 |
Change |
Change % |
Previous Week |
| Open |
8,501.38 |
8,478.48 |
-22.90 |
-0.3% |
8,336.67 |
| High |
8,528.75 |
8,488.35 |
-40.40 |
-0.5% |
8,526.38 |
| Low |
8,432.12 |
8,340.23 |
-91.89 |
-1.1% |
8,263.98 |
| Close |
8,480.09 |
8,454.25 |
-25.84 |
-0.3% |
8,306.35 |
| Range |
96.63 |
148.12 |
51.49 |
53.3% |
262.40 |
| ATR |
145.03 |
145.25 |
0.22 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,871.97 |
8,811.23 |
8,535.72 |
|
| R3 |
8,723.85 |
8,663.11 |
8,494.98 |
|
| R2 |
8,575.73 |
8,575.73 |
8,481.41 |
|
| R1 |
8,514.99 |
8,514.99 |
8,467.83 |
8,471.30 |
| PP |
8,427.61 |
8,427.61 |
8,427.61 |
8,405.77 |
| S1 |
8,366.87 |
8,366.87 |
8,440.67 |
8,323.18 |
| S2 |
8,279.49 |
8,279.49 |
8,427.09 |
|
| S3 |
8,131.37 |
8,218.75 |
8,413.52 |
|
| S4 |
7,983.25 |
8,070.63 |
8,372.78 |
|
|
| Weekly Pivots for week ending 25-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,152.77 |
8,991.96 |
8,450.67 |
|
| R3 |
8,890.37 |
8,729.56 |
8,378.51 |
|
| R2 |
8,627.97 |
8,627.97 |
8,354.46 |
|
| R1 |
8,467.16 |
8,467.16 |
8,330.40 |
8,416.37 |
| PP |
8,365.57 |
8,365.57 |
8,365.57 |
8,340.17 |
| S1 |
8,204.76 |
8,204.76 |
8,282.30 |
8,153.97 |
| S2 |
8,103.17 |
8,103.17 |
8,258.24 |
|
| S3 |
7,840.77 |
7,942.36 |
8,234.19 |
|
| S4 |
7,578.37 |
7,679.96 |
8,162.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,559.77 |
8,288.49 |
271.28 |
3.2% |
141.93 |
1.7% |
61% |
False |
False |
|
| 10 |
8,559.77 |
8,235.41 |
324.36 |
3.8% |
133.29 |
1.6% |
67% |
False |
False |
|
| 20 |
8,559.77 |
8,145.87 |
413.90 |
4.9% |
136.42 |
1.6% |
75% |
False |
False |
|
| 40 |
8,559.77 |
7,416.64 |
1,143.13 |
13.5% |
157.81 |
1.9% |
91% |
False |
False |
|
| 60 |
8,559.77 |
7,416.64 |
1,143.13 |
13.5% |
154.65 |
1.8% |
91% |
False |
False |
|
| 80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.2% |
154.58 |
1.8% |
71% |
False |
False |
|
| 100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.2% |
151.72 |
1.8% |
71% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
154.04 |
1.8% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,117.86 |
|
2.618 |
8,876.13 |
|
1.618 |
8,728.01 |
|
1.000 |
8,636.47 |
|
0.618 |
8,579.89 |
|
HIGH |
8,488.35 |
|
0.618 |
8,431.77 |
|
0.500 |
8,414.29 |
|
0.382 |
8,396.81 |
|
LOW |
8,340.23 |
|
0.618 |
8,248.69 |
|
1.000 |
8,192.11 |
|
1.618 |
8,100.57 |
|
2.618 |
7,952.45 |
|
4.250 |
7,710.72 |
|
|
| Fisher Pivots for day following 01-May-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,440.93 |
8,452.83 |
| PP |
8,427.61 |
8,451.42 |
| S1 |
8,414.29 |
8,450.00 |
|