| Trading Metrics calculated at close of trading on 06-May-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2003 |
06-May-2003 |
Change |
Change % |
Previous Week |
| Open |
8,583.17 |
8,531.28 |
-51.89 |
-0.6% |
8,306.84 |
| High |
8,601.94 |
8,641.22 |
39.28 |
0.5% |
8,593.25 |
| Low |
8,511.11 |
8,525.75 |
14.64 |
0.2% |
8,305.03 |
| Close |
8,531.57 |
8,588.36 |
56.79 |
0.7% |
8,582.68 |
| Range |
90.83 |
115.47 |
24.64 |
27.1% |
288.22 |
| ATR |
143.93 |
141.90 |
-2.03 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,931.52 |
8,875.41 |
8,651.87 |
|
| R3 |
8,816.05 |
8,759.94 |
8,620.11 |
|
| R2 |
8,700.58 |
8,700.58 |
8,609.53 |
|
| R1 |
8,644.47 |
8,644.47 |
8,598.94 |
8,672.53 |
| PP |
8,585.11 |
8,585.11 |
8,585.11 |
8,599.14 |
| S1 |
8,529.00 |
8,529.00 |
8,577.78 |
8,557.06 |
| S2 |
8,469.64 |
8,469.64 |
8,567.19 |
|
| S3 |
8,354.17 |
8,413.53 |
8,556.61 |
|
| S4 |
8,238.70 |
8,298.06 |
8,524.85 |
|
|
| Weekly Pivots for week ending 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,358.31 |
9,258.72 |
8,741.20 |
|
| R3 |
9,070.09 |
8,970.50 |
8,661.94 |
|
| R2 |
8,781.87 |
8,781.87 |
8,635.52 |
|
| R1 |
8,682.28 |
8,682.28 |
8,609.10 |
8,732.08 |
| PP |
8,493.65 |
8,493.65 |
8,493.65 |
8,518.55 |
| S1 |
8,394.06 |
8,394.06 |
8,556.26 |
8,443.86 |
| S2 |
8,205.43 |
8,205.43 |
8,529.84 |
|
| S3 |
7,917.21 |
8,105.84 |
8,503.42 |
|
| S4 |
7,628.99 |
7,817.62 |
8,424.16 |
|
|
| 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 |
8,340.23 |
300.99 |
3.5% |
127.00 |
1.5% |
82% |
True |
False |
|
| 10 |
8,641.22 |
8,288.49 |
352.73 |
4.1% |
129.16 |
1.5% |
85% |
True |
False |
|
| 20 |
8,641.22 |
8,145.87 |
495.35 |
5.8% |
134.69 |
1.6% |
89% |
True |
False |
|
| 40 |
8,641.22 |
7,416.64 |
1,224.58 |
14.3% |
155.58 |
1.8% |
96% |
True |
False |
|
| 60 |
8,641.22 |
7,416.64 |
1,224.58 |
14.3% |
153.38 |
1.8% |
96% |
True |
False |
|
| 80 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
154.00 |
1.8% |
81% |
False |
False |
|
| 100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
151.05 |
1.8% |
81% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.9% |
152.52 |
1.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,131.97 |
|
2.618 |
8,943.52 |
|
1.618 |
8,828.05 |
|
1.000 |
8,756.69 |
|
0.618 |
8,712.58 |
|
HIGH |
8,641.22 |
|
0.618 |
8,597.11 |
|
0.500 |
8,583.49 |
|
0.382 |
8,569.86 |
|
LOW |
8,525.75 |
|
0.618 |
8,454.39 |
|
1.000 |
8,410.28 |
|
1.618 |
8,338.92 |
|
2.618 |
8,223.45 |
|
4.250 |
8,035.00 |
|
|
| Fisher Pivots for day following 06-May-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,586.74 |
8,567.33 |
| PP |
8,585.11 |
8,546.29 |
| S1 |
8,583.49 |
8,525.26 |
|