| Trading Metrics calculated at close of trading on 10-Mar-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2004 |
10-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
10,529.50 |
10,457.60 |
-71.90 |
-0.7% |
10,582.30 |
| High |
10,529.70 |
10,473.90 |
-55.80 |
-0.5% |
10,695.50 |
| Low |
10,424.10 |
10,284.70 |
-139.40 |
-1.3% |
10,524.60 |
| Close |
10,457.00 |
10,296.90 |
-160.10 |
-1.5% |
10,595.50 |
| Range |
105.60 |
189.20 |
83.60 |
79.2% |
170.90 |
| ATR |
94.60 |
101.36 |
6.76 |
7.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,919.43 |
10,797.37 |
10,400.96 |
|
| R3 |
10,730.23 |
10,608.17 |
10,348.93 |
|
| R2 |
10,541.03 |
10,541.03 |
10,331.59 |
|
| R1 |
10,418.97 |
10,418.97 |
10,314.24 |
10,385.40 |
| PP |
10,351.83 |
10,351.83 |
10,351.83 |
10,335.05 |
| S1 |
10,229.77 |
10,229.77 |
10,279.56 |
10,196.20 |
| S2 |
10,162.63 |
10,162.63 |
10,262.21 |
|
| S3 |
9,973.43 |
10,040.57 |
10,244.87 |
|
| S4 |
9,784.23 |
9,851.37 |
10,192.84 |
|
|
| 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 |
10,651.30 |
10,284.70 |
366.60 |
3.6% |
113.90 |
1.1% |
3% |
False |
True |
|
| 10 |
10,695.50 |
10,284.70 |
410.80 |
4.0% |
101.38 |
1.0% |
3% |
False |
True |
|
| 20 |
10,753.60 |
10,284.70 |
468.90 |
4.6% |
100.29 |
1.0% |
3% |
False |
True |
|
| 40 |
10,753.60 |
10,284.70 |
468.90 |
4.6% |
102.49 |
1.0% |
3% |
False |
True |
|
| 60 |
10,753.60 |
9,976.79 |
776.81 |
7.5% |
95.97 |
0.9% |
41% |
False |
False |
|
| 80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
95.28 |
0.9% |
61% |
False |
False |
|
| 100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.2% |
93.97 |
0.9% |
64% |
False |
False |
|
| 120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.8% |
96.45 |
0.9% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,278.00 |
|
2.618 |
10,969.23 |
|
1.618 |
10,780.03 |
|
1.000 |
10,663.10 |
|
0.618 |
10,590.83 |
|
HIGH |
10,473.90 |
|
0.618 |
10,401.63 |
|
0.500 |
10,379.30 |
|
0.382 |
10,356.97 |
|
LOW |
10,284.70 |
|
0.618 |
10,167.77 |
|
1.000 |
10,095.50 |
|
1.618 |
9,978.57 |
|
2.618 |
9,789.37 |
|
4.250 |
9,480.60 |
|
|
| Fisher Pivots for day following 10-Mar-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,379.30 |
10,459.50 |
| PP |
10,351.83 |
10,405.30 |
| S1 |
10,324.37 |
10,351.10 |
|