| Trading Metrics calculated at close of trading on 09-May-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2003 |
09-May-2003 |
Change |
Change % |
Previous Week |
| Open |
8,558.67 |
8,492.69 |
-65.98 |
-0.8% |
8,583.17 |
| High |
8,575.11 |
8,612.79 |
37.68 |
0.4% |
8,641.22 |
| Low |
8,477.36 |
8,492.69 |
15.33 |
0.2% |
8,477.36 |
| Close |
8,491.22 |
8,604.60 |
113.38 |
1.3% |
8,604.60 |
| Range |
97.75 |
120.10 |
22.35 |
22.9% |
163.86 |
| ATR |
136.37 |
135.31 |
-1.06 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,930.33 |
8,887.56 |
8,670.66 |
|
| R3 |
8,810.23 |
8,767.46 |
8,637.63 |
|
| R2 |
8,690.13 |
8,690.13 |
8,626.62 |
|
| R1 |
8,647.36 |
8,647.36 |
8,615.61 |
8,668.75 |
| PP |
8,570.03 |
8,570.03 |
8,570.03 |
8,580.72 |
| S1 |
8,527.26 |
8,527.26 |
8,593.59 |
8,548.65 |
| S2 |
8,449.93 |
8,449.93 |
8,582.58 |
|
| S3 |
8,329.83 |
8,407.16 |
8,571.57 |
|
| S4 |
8,209.73 |
8,287.06 |
8,538.55 |
|
|
| Weekly Pivots for week ending 09-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,065.97 |
8,999.15 |
8,694.72 |
|
| R3 |
8,902.11 |
8,835.29 |
8,649.66 |
|
| R2 |
8,738.25 |
8,738.25 |
8,634.64 |
|
| R1 |
8,671.43 |
8,671.43 |
8,619.62 |
8,704.84 |
| PP |
8,574.39 |
8,574.39 |
8,574.39 |
8,591.10 |
| S1 |
8,507.57 |
8,507.57 |
8,589.58 |
8,540.98 |
| S2 |
8,410.53 |
8,410.53 |
8,574.56 |
|
| S3 |
8,246.67 |
8,343.71 |
8,559.54 |
|
| S4 |
8,082.81 |
8,179.85 |
8,514.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,641.22 |
8,477.36 |
163.86 |
1.9% |
106.03 |
1.2% |
78% |
False |
False |
|
| 10 |
8,641.22 |
8,305.03 |
336.19 |
3.9% |
127.29 |
1.5% |
89% |
False |
False |
|
| 20 |
8,641.22 |
8,179.74 |
461.48 |
5.4% |
133.15 |
1.5% |
92% |
False |
False |
|
| 40 |
8,641.22 |
7,779.73 |
861.49 |
10.0% |
150.52 |
1.7% |
96% |
False |
False |
|
| 60 |
8,641.22 |
7,416.64 |
1,224.58 |
14.2% |
151.91 |
1.8% |
97% |
False |
False |
|
| 80 |
8,854.61 |
7,416.64 |
1,437.97 |
16.7% |
153.70 |
1.8% |
83% |
False |
False |
|
| 100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
150.73 |
1.8% |
82% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.9% |
151.19 |
1.8% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,123.22 |
|
2.618 |
8,927.21 |
|
1.618 |
8,807.11 |
|
1.000 |
8,732.89 |
|
0.618 |
8,687.01 |
|
HIGH |
8,612.79 |
|
0.618 |
8,566.91 |
|
0.500 |
8,552.74 |
|
0.382 |
8,538.57 |
|
LOW |
8,492.69 |
|
0.618 |
8,418.47 |
|
1.000 |
8,372.59 |
|
1.618 |
8,298.37 |
|
2.618 |
8,178.27 |
|
4.250 |
7,982.27 |
|
|
| Fisher Pivots for day following 09-May-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,587.31 |
8,588.47 |
| PP |
8,570.03 |
8,572.34 |
| S1 |
8,552.74 |
8,556.21 |
|