| Trading Metrics calculated at close of trading on 23-May-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2003 |
23-May-2003 |
Change |
Change % |
Previous Week |
| Open |
8,516.99 |
8,594.02 |
77.03 |
0.9% |
8,676.52 |
| High |
8,628.14 |
8,625.82 |
-2.32 |
0.0% |
8,676.59 |
| Low |
8,509.22 |
8,541.57 |
32.35 |
0.4% |
8,416.72 |
| Close |
8,594.02 |
8,601.38 |
7.36 |
0.1% |
8,601.38 |
| Range |
118.92 |
84.25 |
-34.67 |
-29.2% |
259.87 |
| ATR |
128.56 |
125.39 |
-3.16 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,842.34 |
8,806.11 |
8,647.72 |
|
| R3 |
8,758.09 |
8,721.86 |
8,624.55 |
|
| R2 |
8,673.84 |
8,673.84 |
8,616.83 |
|
| R1 |
8,637.61 |
8,637.61 |
8,609.10 |
8,655.73 |
| PP |
8,589.59 |
8,589.59 |
8,589.59 |
8,598.65 |
| S1 |
8,553.36 |
8,553.36 |
8,593.66 |
8,571.48 |
| S2 |
8,505.34 |
8,505.34 |
8,585.93 |
|
| S3 |
8,421.09 |
8,469.11 |
8,578.21 |
|
| S4 |
8,336.84 |
8,384.86 |
8,555.04 |
|
|
| Weekly Pivots for week ending 23-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,344.51 |
9,232.81 |
8,744.31 |
|
| R3 |
9,084.64 |
8,972.94 |
8,672.84 |
|
| R2 |
8,824.77 |
8,824.77 |
8,649.02 |
|
| R1 |
8,713.07 |
8,713.07 |
8,625.20 |
8,638.99 |
| PP |
8,564.90 |
8,564.90 |
8,564.90 |
8,527.85 |
| S1 |
8,453.20 |
8,453.20 |
8,577.56 |
8,379.12 |
| S2 |
8,305.03 |
8,305.03 |
8,553.74 |
|
| S3 |
8,045.16 |
8,193.33 |
8,529.92 |
|
| S4 |
7,785.29 |
7,933.46 |
8,458.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,676.59 |
8,416.72 |
259.87 |
3.0% |
124.39 |
1.4% |
71% |
False |
False |
|
| 10 |
8,743.47 |
8,416.72 |
326.75 |
3.8% |
117.42 |
1.4% |
57% |
False |
False |
|
| 20 |
8,743.47 |
8,305.03 |
438.44 |
5.1% |
122.36 |
1.4% |
68% |
False |
False |
|
| 40 |
8,743.47 |
7,929.31 |
814.16 |
9.5% |
132.40 |
1.5% |
83% |
False |
False |
|
| 60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.4% |
145.42 |
1.7% |
89% |
False |
False |
|
| 80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.4% |
147.63 |
1.7% |
89% |
False |
False |
|
| 100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
149.21 |
1.7% |
82% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.9% |
148.12 |
1.7% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,983.88 |
|
2.618 |
8,846.39 |
|
1.618 |
8,762.14 |
|
1.000 |
8,710.07 |
|
0.618 |
8,677.89 |
|
HIGH |
8,625.82 |
|
0.618 |
8,593.64 |
|
0.500 |
8,583.70 |
|
0.382 |
8,573.75 |
|
LOW |
8,541.57 |
|
0.618 |
8,489.50 |
|
1.000 |
8,457.32 |
|
1.618 |
8,405.25 |
|
2.618 |
8,321.00 |
|
4.250 |
8,183.51 |
|
|
| Fisher Pivots for day following 23-May-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,595.49 |
8,577.48 |
| PP |
8,589.59 |
8,553.58 |
| S1 |
8,583.70 |
8,529.68 |
|