| Trading Metrics calculated at close of trading on 21-Mar-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2005 |
21-Mar-2005 |
Change |
Change % |
Previous Week |
| Open |
10,627.80 |
10,629.90 |
2.10 |
0.0% |
10,773.90 |
| High |
10,653.70 |
10,630.50 |
-23.20 |
-0.2% |
10,838.70 |
| Low |
10,557.00 |
10,534.10 |
-22.90 |
-0.2% |
10,557.00 |
| Close |
10,629.70 |
10,565.40 |
-64.30 |
-0.6% |
10,629.70 |
| Range |
96.70 |
96.40 |
-0.30 |
-0.3% |
281.70 |
| ATR |
91.65 |
91.99 |
0.34 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,865.87 |
10,812.03 |
10,618.42 |
|
| R3 |
10,769.47 |
10,715.63 |
10,591.91 |
|
| R2 |
10,673.07 |
10,673.07 |
10,583.07 |
|
| R1 |
10,619.23 |
10,619.23 |
10,574.24 |
10,597.95 |
| PP |
10,576.67 |
10,576.67 |
10,576.67 |
10,566.03 |
| S1 |
10,522.83 |
10,522.83 |
10,556.56 |
10,501.55 |
| S2 |
10,480.27 |
10,480.27 |
10,547.73 |
|
| S3 |
10,383.87 |
10,426.43 |
10,538.89 |
|
| S4 |
10,287.47 |
10,330.03 |
10,512.38 |
|
|
| 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 |
10,534.10 |
304.60 |
2.9% |
95.24 |
0.9% |
10% |
False |
True |
|
| 10 |
10,952.50 |
10,534.10 |
418.40 |
4.0% |
90.98 |
0.9% |
7% |
False |
True |
|
| 20 |
10,984.50 |
10,534.10 |
450.40 |
4.3% |
98.15 |
0.9% |
7% |
False |
True |
|
| 40 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
88.48 |
0.8% |
32% |
False |
False |
|
| 60 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
90.28 |
0.9% |
32% |
False |
False |
|
| 80 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
89.45 |
0.8% |
32% |
False |
False |
|
| 100 |
10,984.50 |
9,841.95 |
1,142.55 |
10.8% |
90.44 |
0.9% |
63% |
False |
False |
|
| 120 |
10,984.50 |
9,708.40 |
1,276.10 |
12.1% |
92.27 |
0.9% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,040.20 |
|
2.618 |
10,882.88 |
|
1.618 |
10,786.48 |
|
1.000 |
10,726.90 |
|
0.618 |
10,690.08 |
|
HIGH |
10,630.50 |
|
0.618 |
10,593.68 |
|
0.500 |
10,582.30 |
|
0.382 |
10,570.92 |
|
LOW |
10,534.10 |
|
0.618 |
10,474.52 |
|
1.000 |
10,437.70 |
|
1.618 |
10,378.12 |
|
2.618 |
10,281.72 |
|
4.250 |
10,124.40 |
|
|
| Fisher Pivots for day following 21-Mar-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,582.30 |
10,596.35 |
| PP |
10,576.67 |
10,586.03 |
| S1 |
10,571.03 |
10,575.72 |
|