| Trading Metrics calculated at close of trading on 21-Mar-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2003 |
21-Mar-2003 |
Change |
Change % |
Previous Week |
| Open |
8,264.68 |
8,290.38 |
25.70 |
0.3% |
7,857.96 |
| High |
8,318.81 |
8,522.18 |
203.37 |
2.4% |
8,522.18 |
| Low |
8,130.86 |
8,290.38 |
159.52 |
2.0% |
7,779.73 |
| Close |
8,286.60 |
8,521.97 |
235.37 |
2.8% |
8,521.97 |
| Range |
187.95 |
231.80 |
43.85 |
23.3% |
742.45 |
| ATR |
165.79 |
170.77 |
4.99 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,140.24 |
9,062.91 |
8,649.46 |
|
| R3 |
8,908.44 |
8,831.11 |
8,585.72 |
|
| R2 |
8,676.64 |
8,676.64 |
8,564.47 |
|
| R1 |
8,599.31 |
8,599.31 |
8,543.22 |
8,637.98 |
| PP |
8,444.84 |
8,444.84 |
8,444.84 |
8,464.18 |
| S1 |
8,367.51 |
8,367.51 |
8,500.72 |
8,406.18 |
| S2 |
8,213.04 |
8,213.04 |
8,479.47 |
|
| S3 |
7,981.24 |
8,135.71 |
8,458.23 |
|
| S4 |
7,749.44 |
7,903.91 |
8,394.48 |
|
|
| 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 |
7,779.73 |
742.45 |
8.7% |
207.05 |
2.4% |
100% |
True |
False |
|
| 10 |
8,522.18 |
7,416.64 |
1,105.54 |
13.0% |
187.35 |
2.2% |
100% |
True |
False |
|
| 20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.0% |
166.57 |
2.0% |
100% |
True |
False |
|
| 40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.0% |
164.17 |
1.9% |
100% |
True |
False |
|
| 60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.0% |
156.23 |
1.8% |
76% |
False |
False |
|
| 80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
154.43 |
1.8% |
68% |
False |
False |
|
| 100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
158.62 |
1.9% |
68% |
False |
False |
|
| 120 |
9,043.37 |
7,197.49 |
1,845.88 |
21.7% |
175.35 |
2.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,507.33 |
|
2.618 |
9,129.03 |
|
1.618 |
8,897.23 |
|
1.000 |
8,753.98 |
|
0.618 |
8,665.43 |
|
HIGH |
8,522.18 |
|
0.618 |
8,433.63 |
|
0.500 |
8,406.28 |
|
0.382 |
8,378.93 |
|
LOW |
8,290.38 |
|
0.618 |
8,147.13 |
|
1.000 |
8,058.58 |
|
1.618 |
7,915.33 |
|
2.618 |
7,683.53 |
|
4.250 |
7,305.23 |
|
|
| Fisher Pivots for day following 21-Mar-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,483.41 |
8,456.82 |
| PP |
8,444.84 |
8,391.67 |
| S1 |
8,406.28 |
8,326.52 |
|