| Trading Metrics calculated at close of trading on 15-Mar-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2004 |
15-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
10,130.70 |
10,238.50 |
107.80 |
1.1% |
10,595.40 |
| High |
10,241.20 |
10,241.10 |
-0.10 |
0.0% |
10,634.30 |
| Low |
10,130.70 |
10,092.50 |
-38.20 |
-0.4% |
10,120.40 |
| Close |
10,240.10 |
10,102.90 |
-137.20 |
-1.3% |
10,240.10 |
| Range |
110.50 |
148.60 |
38.10 |
34.5% |
513.90 |
| ATR |
108.78 |
111.63 |
2.84 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,591.30 |
10,495.70 |
10,184.63 |
|
| R3 |
10,442.70 |
10,347.10 |
10,143.77 |
|
| R2 |
10,294.10 |
10,294.10 |
10,130.14 |
|
| R1 |
10,198.50 |
10,198.50 |
10,116.52 |
10,172.00 |
| PP |
10,145.50 |
10,145.50 |
10,145.50 |
10,132.25 |
| S1 |
10,049.90 |
10,049.90 |
10,089.28 |
10,023.40 |
| S2 |
9,996.90 |
9,996.90 |
10,075.66 |
|
| S3 |
9,848.30 |
9,901.30 |
10,062.04 |
|
| S4 |
9,699.70 |
9,752.70 |
10,021.17 |
|
|
| Weekly Pivots for week ending 12-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,873.30 |
11,570.60 |
10,522.75 |
|
| R3 |
11,359.40 |
11,056.70 |
10,381.42 |
|
| R2 |
10,845.50 |
10,845.50 |
10,334.32 |
|
| R1 |
10,542.80 |
10,542.80 |
10,287.21 |
10,437.20 |
| PP |
10,331.60 |
10,331.60 |
10,331.60 |
10,278.80 |
| S1 |
10,028.90 |
10,028.90 |
10,192.99 |
9,923.30 |
| S2 |
9,817.70 |
9,817.70 |
10,145.89 |
|
| S3 |
9,303.80 |
9,515.00 |
10,098.78 |
|
| S4 |
8,789.90 |
9,001.10 |
9,957.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,529.70 |
10,092.50 |
437.20 |
4.3% |
150.98 |
1.5% |
2% |
False |
True |
|
| 10 |
10,678.40 |
10,092.50 |
585.90 |
5.8% |
119.90 |
1.2% |
2% |
False |
True |
|
| 20 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
105.70 |
1.0% |
2% |
False |
True |
|
| 40 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
104.55 |
1.0% |
2% |
False |
True |
|
| 60 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
98.51 |
1.0% |
2% |
False |
True |
|
| 80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.6% |
96.63 |
1.0% |
44% |
False |
False |
|
| 100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.4% |
95.77 |
0.9% |
48% |
False |
False |
|
| 120 |
10,753.60 |
9,230.47 |
1,523.13 |
15.1% |
97.45 |
1.0% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,872.65 |
|
2.618 |
10,630.13 |
|
1.618 |
10,481.53 |
|
1.000 |
10,389.70 |
|
0.618 |
10,332.93 |
|
HIGH |
10,241.10 |
|
0.618 |
10,184.33 |
|
0.500 |
10,166.80 |
|
0.382 |
10,149.27 |
|
LOW |
10,092.50 |
|
0.618 |
10,000.67 |
|
1.000 |
9,943.90 |
|
1.618 |
9,852.07 |
|
2.618 |
9,703.47 |
|
4.250 |
9,460.95 |
|
|
| Fisher Pivots for day following 15-Mar-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,166.80 |
10,206.95 |
| PP |
10,145.50 |
10,172.27 |
| S1 |
10,124.20 |
10,137.58 |
|