| Trading Metrics calculated at close of trading on 22-Mar-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2004 |
22-Mar-2004 |
Change |
Change % |
Previous Week |
| Open |
10,295.90 |
10,185.90 |
-110.00 |
-1.1% |
10,238.50 |
| High |
10,314.60 |
10,186.20 |
-128.40 |
-1.2% |
10,328.80 |
| Low |
10,182.60 |
10,012.20 |
-170.40 |
-1.7% |
10,092.50 |
| Close |
10,186.60 |
10,064.80 |
-121.80 |
-1.2% |
10,186.60 |
| Range |
132.00 |
174.00 |
42.00 |
31.8% |
236.30 |
| ATR |
115.54 |
119.74 |
4.20 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,609.73 |
10,511.27 |
10,160.50 |
|
| R3 |
10,435.73 |
10,337.27 |
10,112.65 |
|
| R2 |
10,261.73 |
10,261.73 |
10,096.70 |
|
| R1 |
10,163.27 |
10,163.27 |
10,080.75 |
10,125.50 |
| PP |
10,087.73 |
10,087.73 |
10,087.73 |
10,068.85 |
| S1 |
9,989.27 |
9,989.27 |
10,048.85 |
9,951.50 |
| S2 |
9,913.73 |
9,913.73 |
10,032.90 |
|
| S3 |
9,739.73 |
9,815.27 |
10,016.95 |
|
| S4 |
9,565.73 |
9,641.27 |
9,969.10 |
|
|
| Weekly Pivots for week ending 19-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,911.53 |
10,785.37 |
10,316.57 |
|
| R3 |
10,675.23 |
10,549.07 |
10,251.58 |
|
| R2 |
10,438.93 |
10,438.93 |
10,229.92 |
|
| R1 |
10,312.77 |
10,312.77 |
10,208.26 |
10,257.70 |
| PP |
10,202.63 |
10,202.63 |
10,202.63 |
10,175.10 |
| S1 |
10,076.47 |
10,076.47 |
10,164.94 |
10,021.40 |
| S2 |
9,966.33 |
9,966.33 |
10,143.28 |
|
| S3 |
9,730.03 |
9,840.17 |
10,121.62 |
|
| S4 |
9,493.73 |
9,603.87 |
10,056.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,328.80 |
10,012.20 |
316.60 |
3.1% |
136.10 |
1.4% |
17% |
False |
True |
|
| 10 |
10,529.70 |
10,012.20 |
517.50 |
5.1% |
143.54 |
1.4% |
10% |
False |
True |
|
| 20 |
10,695.50 |
10,012.20 |
683.30 |
6.8% |
116.27 |
1.2% |
8% |
False |
True |
|
| 40 |
10,753.60 |
10,012.20 |
741.40 |
7.4% |
109.53 |
1.1% |
7% |
False |
True |
|
| 60 |
10,753.60 |
10,012.20 |
741.40 |
7.4% |
103.28 |
1.0% |
7% |
False |
True |
|
| 80 |
10,753.60 |
9,706.01 |
1,047.59 |
10.4% |
98.66 |
1.0% |
34% |
False |
False |
|
| 100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.6% |
97.95 |
1.0% |
41% |
False |
False |
|
| 120 |
10,753.60 |
9,230.47 |
1,523.13 |
15.1% |
98.84 |
1.0% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,925.70 |
|
2.618 |
10,641.73 |
|
1.618 |
10,467.73 |
|
1.000 |
10,360.20 |
|
0.618 |
10,293.73 |
|
HIGH |
10,186.20 |
|
0.618 |
10,119.73 |
|
0.500 |
10,099.20 |
|
0.382 |
10,078.67 |
|
LOW |
10,012.20 |
|
0.618 |
9,904.67 |
|
1.000 |
9,838.20 |
|
1.618 |
9,730.67 |
|
2.618 |
9,556.67 |
|
4.250 |
9,272.70 |
|
|
| Fisher Pivots for day following 22-Mar-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,099.20 |
10,170.50 |
| PP |
10,087.73 |
10,135.27 |
| S1 |
10,076.27 |
10,100.03 |
|