| Trading Metrics calculated at close of trading on 12-May-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2003 |
12-May-2003 |
Change |
Change % |
Previous Week |
| Open |
8,492.69 |
8,603.90 |
111.21 |
1.3% |
8,583.17 |
| High |
8,612.79 |
8,743.47 |
130.68 |
1.5% |
8,641.22 |
| Low |
8,492.69 |
8,569.44 |
76.75 |
0.9% |
8,477.36 |
| Close |
8,604.60 |
8,726.73 |
122.13 |
1.4% |
8,604.60 |
| Range |
120.10 |
174.03 |
53.93 |
44.9% |
163.86 |
| ATR |
135.31 |
138.08 |
2.77 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,201.97 |
9,138.38 |
8,822.45 |
|
| R3 |
9,027.94 |
8,964.35 |
8,774.59 |
|
| R2 |
8,853.91 |
8,853.91 |
8,758.64 |
|
| R1 |
8,790.32 |
8,790.32 |
8,742.68 |
8,822.12 |
| PP |
8,679.88 |
8,679.88 |
8,679.88 |
8,695.78 |
| S1 |
8,616.29 |
8,616.29 |
8,710.78 |
8,648.09 |
| S2 |
8,505.85 |
8,505.85 |
8,694.82 |
|
| S3 |
8,331.82 |
8,442.26 |
8,678.87 |
|
| S4 |
8,157.79 |
8,268.23 |
8,631.01 |
|
|
| 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 |
8,743.47 |
8,477.36 |
266.11 |
3.0% |
122.67 |
1.4% |
94% |
True |
False |
|
| 10 |
8,743.47 |
8,340.23 |
403.24 |
4.6% |
125.03 |
1.4% |
96% |
True |
False |
|
| 20 |
8,743.47 |
8,201.55 |
541.92 |
6.2% |
133.95 |
1.5% |
97% |
True |
False |
|
| 40 |
8,743.47 |
7,779.73 |
963.74 |
11.0% |
151.57 |
1.7% |
98% |
True |
False |
|
| 60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.2% |
152.26 |
1.7% |
99% |
True |
False |
|
| 80 |
8,805.52 |
7,416.64 |
1,388.88 |
15.9% |
153.97 |
1.8% |
94% |
False |
False |
|
| 100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.6% |
150.54 |
1.7% |
90% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.6% |
151.61 |
1.7% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,483.10 |
|
2.618 |
9,199.08 |
|
1.618 |
9,025.05 |
|
1.000 |
8,917.50 |
|
0.618 |
8,851.02 |
|
HIGH |
8,743.47 |
|
0.618 |
8,676.99 |
|
0.500 |
8,656.46 |
|
0.382 |
8,635.92 |
|
LOW |
8,569.44 |
|
0.618 |
8,461.89 |
|
1.000 |
8,395.41 |
|
1.618 |
8,287.86 |
|
2.618 |
8,113.83 |
|
4.250 |
7,829.81 |
|
|
| Fisher Pivots for day following 12-May-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,703.31 |
8,687.96 |
| PP |
8,679.88 |
8,649.19 |
| S1 |
8,656.46 |
8,610.42 |
|