| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2005 |
14-Mar-2005 |
Change |
Change % |
Previous Week |
| Open |
1,528.65 |
1,509.19 |
-19.46 |
-1.3% |
1,524.04 |
| High |
1,533.85 |
1,515.16 |
-18.69 |
-1.2% |
1,552.53 |
| Low |
1,501.99 |
1,502.60 |
0.61 |
0.0% |
1,501.99 |
| Close |
1,505.64 |
1,515.09 |
9.45 |
0.6% |
1,505.64 |
| Range |
31.86 |
12.56 |
-19.30 |
-60.6% |
50.54 |
| ATR |
22.93 |
22.19 |
-0.74 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.63 |
1,544.42 |
1,522.00 |
|
| R3 |
1,536.07 |
1,531.86 |
1,518.54 |
|
| R2 |
1,523.51 |
1,523.51 |
1,517.39 |
|
| R1 |
1,519.30 |
1,519.30 |
1,516.24 |
1,521.41 |
| PP |
1,510.95 |
1,510.95 |
1,510.95 |
1,512.00 |
| S1 |
1,506.74 |
1,506.74 |
1,513.94 |
1,508.85 |
| S2 |
1,498.39 |
1,498.39 |
1,512.79 |
|
| S3 |
1,485.83 |
1,494.18 |
1,511.64 |
|
| S4 |
1,473.27 |
1,481.62 |
1,508.18 |
|
|
| Weekly Pivots for week ending 11-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.67 |
1,639.20 |
1,533.44 |
|
| R3 |
1,621.13 |
1,588.66 |
1,519.54 |
|
| R2 |
1,570.59 |
1,570.59 |
1,514.91 |
|
| R1 |
1,538.12 |
1,538.12 |
1,510.27 |
1,529.09 |
| PP |
1,520.05 |
1,520.05 |
1,520.05 |
1,515.54 |
| S1 |
1,487.58 |
1,487.58 |
1,501.01 |
1,478.55 |
| S2 |
1,469.51 |
1,469.51 |
1,496.37 |
|
| S3 |
1,418.97 |
1,437.04 |
1,491.74 |
|
| S4 |
1,368.43 |
1,386.50 |
1,477.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,549.56 |
1,501.99 |
47.57 |
3.1% |
21.49 |
1.4% |
28% |
False |
False |
|
| 10 |
1,552.53 |
1,501.99 |
50.54 |
3.3% |
21.82 |
1.4% |
26% |
False |
False |
|
| 20 |
1,561.17 |
1,489.99 |
71.18 |
4.7% |
20.80 |
1.4% |
35% |
False |
False |
|
| 40 |
1,574.39 |
1,480.66 |
93.73 |
6.2% |
20.53 |
1.4% |
37% |
False |
False |
|
| 60 |
1,635.45 |
1,480.66 |
154.79 |
10.2% |
20.45 |
1.4% |
22% |
False |
False |
|
| 80 |
1,635.70 |
1,480.66 |
155.04 |
10.2% |
20.54 |
1.4% |
22% |
False |
False |
|
| 100 |
1,635.70 |
1,423.98 |
211.72 |
14.0% |
20.64 |
1.4% |
43% |
False |
False |
|
| 120 |
1,635.70 |
1,376.99 |
258.71 |
17.1% |
20.55 |
1.4% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,568.54 |
|
2.618 |
1,548.04 |
|
1.618 |
1,535.48 |
|
1.000 |
1,527.72 |
|
0.618 |
1,522.92 |
|
HIGH |
1,515.16 |
|
0.618 |
1,510.36 |
|
0.500 |
1,508.88 |
|
0.382 |
1,507.40 |
|
LOW |
1,502.60 |
|
0.618 |
1,494.84 |
|
1.000 |
1,490.04 |
|
1.618 |
1,482.28 |
|
2.618 |
1,469.72 |
|
4.250 |
1,449.22 |
|
|