| Trading Metrics calculated at close of trading on 11-Mar-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2004 |
11-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
10,457.60 |
10,288.90 |
-168.70 |
-1.6% |
10,582.30 |
| High |
10,473.90 |
10,321.40 |
-152.50 |
-1.5% |
10,695.50 |
| Low |
10,284.70 |
10,120.40 |
-164.30 |
-1.6% |
10,524.60 |
| Close |
10,296.90 |
10,128.40 |
-168.50 |
-1.6% |
10,595.50 |
| Range |
189.20 |
201.00 |
11.80 |
6.2% |
170.90 |
| ATR |
101.36 |
108.48 |
7.12 |
7.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,793.07 |
10,661.73 |
10,238.95 |
|
| R3 |
10,592.07 |
10,460.73 |
10,183.68 |
|
| R2 |
10,391.07 |
10,391.07 |
10,165.25 |
|
| R1 |
10,259.73 |
10,259.73 |
10,146.83 |
10,224.90 |
| PP |
10,190.07 |
10,190.07 |
10,190.07 |
10,172.65 |
| S1 |
10,058.73 |
10,058.73 |
10,109.98 |
10,023.90 |
| S2 |
9,989.07 |
9,989.07 |
10,091.55 |
|
| S3 |
9,788.07 |
9,857.73 |
10,073.13 |
|
| S4 |
9,587.07 |
9,656.73 |
10,017.85 |
|
|
| 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 |
10,120.40 |
530.90 |
5.2% |
145.98 |
1.4% |
2% |
False |
True |
|
| 10 |
10,695.50 |
10,120.40 |
575.10 |
5.7% |
114.20 |
1.1% |
1% |
False |
True |
|
| 20 |
10,753.60 |
10,120.40 |
633.20 |
6.3% |
101.62 |
1.0% |
1% |
False |
True |
|
| 40 |
10,753.60 |
10,120.40 |
633.20 |
6.3% |
103.96 |
1.0% |
1% |
False |
True |
|
| 60 |
10,753.60 |
10,021.60 |
732.00 |
7.2% |
98.06 |
1.0% |
15% |
False |
False |
|
| 80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.5% |
97.03 |
1.0% |
46% |
False |
False |
|
| 100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.4% |
95.05 |
0.9% |
50% |
False |
False |
|
| 120 |
10,753.60 |
9,230.47 |
1,523.13 |
15.0% |
97.09 |
1.0% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,175.65 |
|
2.618 |
10,847.62 |
|
1.618 |
10,646.62 |
|
1.000 |
10,522.40 |
|
0.618 |
10,445.62 |
|
HIGH |
10,321.40 |
|
0.618 |
10,244.62 |
|
0.500 |
10,220.90 |
|
0.382 |
10,197.18 |
|
LOW |
10,120.40 |
|
0.618 |
9,996.18 |
|
1.000 |
9,919.40 |
|
1.618 |
9,795.18 |
|
2.618 |
9,594.18 |
|
4.250 |
9,266.15 |
|
|
| Fisher Pivots for day following 11-Mar-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,220.90 |
10,325.05 |
| PP |
10,190.07 |
10,259.50 |
| S1 |
10,159.23 |
10,193.95 |
|