| Trading Metrics calculated at close of trading on 18-Mar-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2005 |
18-Mar-2005 |
Change |
Change % |
Previous Week |
| Open |
10,633.30 |
10,627.80 |
-5.50 |
-0.1% |
10,773.90 |
| High |
10,658.60 |
10,653.70 |
-4.90 |
0.0% |
10,838.70 |
| Low |
10,598.30 |
10,557.00 |
-41.30 |
-0.4% |
10,557.00 |
| Close |
10,626.40 |
10,629.70 |
3.30 |
0.0% |
10,629.70 |
| Range |
60.30 |
96.70 |
36.40 |
60.4% |
281.70 |
| ATR |
91.26 |
91.65 |
0.39 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,903.57 |
10,863.33 |
10,682.89 |
|
| R3 |
10,806.87 |
10,766.63 |
10,656.29 |
|
| R2 |
10,710.17 |
10,710.17 |
10,647.43 |
|
| R1 |
10,669.93 |
10,669.93 |
10,638.56 |
10,690.05 |
| PP |
10,613.47 |
10,613.47 |
10,613.47 |
10,623.53 |
| S1 |
10,573.23 |
10,573.23 |
10,620.84 |
10,593.35 |
| S2 |
10,516.77 |
10,516.77 |
10,611.97 |
|
| S3 |
10,420.07 |
10,476.53 |
10,603.11 |
|
| S4 |
10,323.37 |
10,379.83 |
10,576.52 |
|
|
| Weekly Pivots for week ending 18-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,520.23 |
11,356.67 |
10,784.64 |
|
| R3 |
11,238.53 |
11,074.97 |
10,707.17 |
|
| R2 |
10,956.83 |
10,956.83 |
10,681.35 |
|
| R1 |
10,793.27 |
10,793.27 |
10,655.52 |
10,734.20 |
| PP |
10,675.13 |
10,675.13 |
10,675.13 |
10,645.60 |
| S1 |
10,511.57 |
10,511.57 |
10,603.88 |
10,452.50 |
| S2 |
10,393.43 |
10,393.43 |
10,578.06 |
|
| S3 |
10,111.73 |
10,229.87 |
10,552.23 |
|
| S4 |
9,830.03 |
9,948.17 |
10,474.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,838.70 |
10,557.00 |
281.70 |
2.7% |
86.18 |
0.8% |
26% |
False |
True |
|
| 10 |
10,984.50 |
10,557.00 |
427.50 |
4.0% |
86.64 |
0.8% |
17% |
False |
True |
|
| 20 |
10,984.50 |
10,557.00 |
427.50 |
4.0% |
96.41 |
0.9% |
17% |
False |
True |
|
| 40 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
89.11 |
0.8% |
42% |
False |
False |
|
| 60 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
90.07 |
0.8% |
42% |
False |
False |
|
| 80 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
89.23 |
0.8% |
42% |
False |
False |
|
| 100 |
10,984.50 |
9,749.55 |
1,234.95 |
11.6% |
90.87 |
0.9% |
71% |
False |
False |
|
| 120 |
10,984.50 |
9,708.40 |
1,276.10 |
12.0% |
92.48 |
0.9% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,064.68 |
|
2.618 |
10,906.86 |
|
1.618 |
10,810.16 |
|
1.000 |
10,750.40 |
|
0.618 |
10,713.46 |
|
HIGH |
10,653.70 |
|
0.618 |
10,616.76 |
|
0.500 |
10,605.35 |
|
0.382 |
10,593.94 |
|
LOW |
10,557.00 |
|
0.618 |
10,497.24 |
|
1.000 |
10,460.30 |
|
1.618 |
10,400.54 |
|
2.618 |
10,303.84 |
|
4.250 |
10,146.03 |
|
|
| Fisher Pivots for day following 18-Mar-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,621.58 |
10,649.30 |
| PP |
10,613.47 |
10,642.77 |
| S1 |
10,605.35 |
10,636.23 |
|