| Trading Metrics calculated at close of trading on 14-Mar-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2005 |
14-Mar-2005 |
Change |
Change % |
Previous Week |
| Open |
10,845.30 |
10,773.90 |
-71.40 |
-0.7% |
10,940.50 |
| High |
10,872.40 |
10,805.50 |
-66.90 |
-0.6% |
10,984.50 |
| Low |
10,758.50 |
10,754.40 |
-4.10 |
0.0% |
10,758.50 |
| Close |
10,774.40 |
10,804.50 |
30.10 |
0.3% |
10,774.40 |
| Range |
113.90 |
51.10 |
-62.80 |
-55.1% |
226.00 |
| ATR |
93.44 |
90.41 |
-3.02 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,941.43 |
10,924.07 |
10,832.61 |
|
| R3 |
10,890.33 |
10,872.97 |
10,818.55 |
|
| R2 |
10,839.23 |
10,839.23 |
10,813.87 |
|
| R1 |
10,821.87 |
10,821.87 |
10,809.18 |
10,830.55 |
| PP |
10,788.13 |
10,788.13 |
10,788.13 |
10,792.48 |
| S1 |
10,770.77 |
10,770.77 |
10,799.82 |
10,779.45 |
| S2 |
10,737.03 |
10,737.03 |
10,795.13 |
|
| S3 |
10,685.93 |
10,719.67 |
10,790.45 |
|
| S4 |
10,634.83 |
10,668.57 |
10,776.40 |
|
|
| Weekly Pivots for week ending 11-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,517.13 |
11,371.77 |
10,898.70 |
|
| R3 |
11,291.13 |
11,145.77 |
10,836.55 |
|
| R2 |
11,065.13 |
11,065.13 |
10,815.83 |
|
| R1 |
10,919.77 |
10,919.77 |
10,795.12 |
10,879.45 |
| PP |
10,839.13 |
10,839.13 |
10,839.13 |
10,818.98 |
| S1 |
10,693.77 |
10,693.77 |
10,753.68 |
10,653.45 |
| S2 |
10,613.13 |
10,613.13 |
10,732.97 |
|
| S3 |
10,387.13 |
10,467.77 |
10,712.25 |
|
| S4 |
10,161.13 |
10,241.77 |
10,650.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,952.50 |
10,754.40 |
198.10 |
1.8% |
86.72 |
0.8% |
25% |
False |
True |
|
| 10 |
10,984.50 |
10,754.40 |
230.10 |
2.1% |
89.23 |
0.8% |
22% |
False |
True |
|
| 20 |
10,984.50 |
10,609.00 |
375.50 |
3.5% |
89.94 |
0.8% |
52% |
False |
False |
|
| 40 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
88.87 |
0.8% |
71% |
False |
False |
|
| 60 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.56 |
0.8% |
71% |
False |
False |
|
| 80 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.11 |
0.8% |
71% |
False |
False |
|
| 100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
91.00 |
0.8% |
86% |
False |
False |
|
| 120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
92.08 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,022.68 |
|
2.618 |
10,939.28 |
|
1.618 |
10,888.18 |
|
1.000 |
10,856.60 |
|
0.618 |
10,837.08 |
|
HIGH |
10,805.50 |
|
0.618 |
10,785.98 |
|
0.500 |
10,779.95 |
|
0.382 |
10,773.92 |
|
LOW |
10,754.40 |
|
0.618 |
10,722.82 |
|
1.000 |
10,703.30 |
|
1.618 |
10,671.72 |
|
2.618 |
10,620.62 |
|
4.250 |
10,537.23 |
|
|
| Fisher Pivots for day following 14-Mar-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,796.32 |
10,814.95 |
| PP |
10,788.13 |
10,811.47 |
| S1 |
10,779.95 |
10,807.98 |
|