| Trading Metrics calculated at close of trading on 15-Mar-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2005 |
15-Mar-2005 |
Change |
Change % |
Previous Week |
| Open |
10,773.90 |
10,804.30 |
30.40 |
0.3% |
10,940.50 |
| High |
10,805.50 |
10,838.70 |
33.20 |
0.3% |
10,984.50 |
| Low |
10,754.40 |
10,745.10 |
-9.30 |
-0.1% |
10,758.50 |
| Close |
10,804.50 |
10,745.10 |
-59.40 |
-0.5% |
10,774.40 |
| Range |
51.10 |
93.60 |
42.50 |
83.2% |
226.00 |
| ATR |
90.41 |
90.64 |
0.23 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,057.10 |
10,994.70 |
10,796.58 |
|
| R3 |
10,963.50 |
10,901.10 |
10,770.84 |
|
| R2 |
10,869.90 |
10,869.90 |
10,762.26 |
|
| R1 |
10,807.50 |
10,807.50 |
10,753.68 |
10,791.90 |
| PP |
10,776.30 |
10,776.30 |
10,776.30 |
10,768.50 |
| S1 |
10,713.90 |
10,713.90 |
10,736.52 |
10,698.30 |
| S2 |
10,682.70 |
10,682.70 |
10,727.94 |
|
| S3 |
10,589.10 |
10,620.30 |
10,719.36 |
|
| S4 |
10,495.50 |
10,526.70 |
10,693.62 |
|
|
| 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 |
10,923.20 |
10,745.10 |
178.10 |
1.7% |
94.96 |
0.9% |
0% |
False |
True |
|
| 10 |
10,984.50 |
10,745.10 |
239.40 |
2.2% |
90.58 |
0.8% |
0% |
False |
True |
|
| 20 |
10,984.50 |
10,609.00 |
375.50 |
3.5% |
93.16 |
0.9% |
36% |
False |
False |
|
| 40 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.63 |
0.8% |
61% |
False |
False |
|
| 60 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
90.03 |
0.8% |
61% |
False |
False |
|
| 80 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
88.76 |
0.8% |
61% |
False |
False |
|
| 100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.9% |
91.03 |
0.8% |
81% |
False |
False |
|
| 120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.9% |
91.63 |
0.9% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,236.50 |
|
2.618 |
11,083.74 |
|
1.618 |
10,990.14 |
|
1.000 |
10,932.30 |
|
0.618 |
10,896.54 |
|
HIGH |
10,838.70 |
|
0.618 |
10,802.94 |
|
0.500 |
10,791.90 |
|
0.382 |
10,780.86 |
|
LOW |
10,745.10 |
|
0.618 |
10,687.26 |
|
1.000 |
10,651.50 |
|
1.618 |
10,593.66 |
|
2.618 |
10,500.06 |
|
4.250 |
10,347.30 |
|
|
| Fisher Pivots for day following 15-Mar-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,791.90 |
10,808.75 |
| PP |
10,776.30 |
10,787.53 |
| S1 |
10,760.70 |
10,766.32 |
|