| Trading Metrics calculated at close of trading on 08-Mar-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2004 |
08-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
10,582.60 |
10,595.40 |
12.80 |
0.1% |
10,582.30 |
| High |
10,651.30 |
10,634.30 |
-17.00 |
-0.2% |
10,695.50 |
| Low |
10,524.60 |
10,526.90 |
2.30 |
0.0% |
10,524.60 |
| Close |
10,595.50 |
10,529.50 |
-66.00 |
-0.6% |
10,595.50 |
| Range |
126.70 |
107.40 |
-19.30 |
-15.2% |
170.90 |
| ATR |
92.71 |
93.75 |
1.05 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,885.77 |
10,815.03 |
10,588.57 |
|
| R3 |
10,778.37 |
10,707.63 |
10,559.04 |
|
| R2 |
10,670.97 |
10,670.97 |
10,549.19 |
|
| R1 |
10,600.23 |
10,600.23 |
10,539.35 |
10,581.90 |
| PP |
10,563.57 |
10,563.57 |
10,563.57 |
10,554.40 |
| S1 |
10,492.83 |
10,492.83 |
10,519.66 |
10,474.50 |
| S2 |
10,456.17 |
10,456.17 |
10,509.81 |
|
| S3 |
10,348.77 |
10,385.43 |
10,499.97 |
|
| S4 |
10,241.37 |
10,278.03 |
10,470.43 |
|
|
| Weekly Pivots for week ending 05-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,117.90 |
11,027.60 |
10,689.50 |
|
| R3 |
10,947.00 |
10,856.70 |
10,642.50 |
|
| R2 |
10,776.10 |
10,776.10 |
10,626.83 |
|
| R1 |
10,685.80 |
10,685.80 |
10,611.17 |
10,730.95 |
| PP |
10,605.20 |
10,605.20 |
10,605.20 |
10,627.78 |
| S1 |
10,514.90 |
10,514.90 |
10,579.83 |
10,560.05 |
| S2 |
10,434.30 |
10,434.30 |
10,564.17 |
|
| S3 |
10,263.40 |
10,344.00 |
10,548.50 |
|
| S4 |
10,092.50 |
10,173.10 |
10,501.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,678.40 |
10,524.60 |
153.80 |
1.5% |
88.82 |
0.8% |
3% |
False |
False |
|
| 10 |
10,695.50 |
10,521.70 |
173.80 |
1.7% |
88.99 |
0.8% |
4% |
False |
False |
|
| 20 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
91.62 |
0.9% |
3% |
False |
False |
|
| 40 |
10,753.60 |
10,367.40 |
386.20 |
3.7% |
99.82 |
0.9% |
42% |
False |
False |
|
| 60 |
10,753.60 |
9,882.38 |
871.22 |
8.3% |
94.08 |
0.9% |
74% |
False |
False |
|
| 80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.1% |
93.74 |
0.9% |
81% |
False |
False |
|
| 100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
92.68 |
0.9% |
82% |
False |
False |
|
| 120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.5% |
95.49 |
0.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,090.75 |
|
2.618 |
10,915.47 |
|
1.618 |
10,808.07 |
|
1.000 |
10,741.70 |
|
0.618 |
10,700.67 |
|
HIGH |
10,634.30 |
|
0.618 |
10,593.27 |
|
0.500 |
10,580.60 |
|
0.382 |
10,567.93 |
|
LOW |
10,526.90 |
|
0.618 |
10,460.53 |
|
1.000 |
10,419.50 |
|
1.618 |
10,353.13 |
|
2.618 |
10,245.73 |
|
4.250 |
10,070.45 |
|
|
| Fisher Pivots for day following 08-Mar-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,580.60 |
10,587.95 |
| PP |
10,563.57 |
10,568.47 |
| S1 |
10,546.53 |
10,548.98 |
|