| Daily Close | 5 Day Moving Average | 15 Day Moving Average | Signal | Position Price | Gain/Loss | Margin Balance | ||||||||||
| $/cwt | $/cwt | $/cwt | $/cwt | $ | ||||||||||||
| 3-Jun-04 | 88.15 | 87.84 | 86.31 | |||||||||||||
| 4-Jun-04 | 88.73 | 87.92 | 86.62 | |||||||||||||
| 7-Jun-04 | 89.55 | 88.28 | 86.96 | |||||||||||||
| 8-Jun-04 | 88.30 | 88.61 | 87.27 | |||||||||||||
| 9-Jun-04 | 88.75 | 88.70 | 87.57 | |||||||||||||
| 10-Jun-04 | 87.65 | 88.60 | 87.70 | |||||||||||||
| 14-Jun-04 | 86.73 | 88.20 | 87.72 | |||||||||||||
| 15-Jun-04 | 86.08 | 87.50 | 87.66 | Sell | ||||||||||||
| 16-Jun-04 | 86.15 | 87.07 | 87.61 | 86.08 | -0.08 | -30 | Sell at the open on the day after the signal | |||||||||
| 17-Jun-04 | 86.93 | 86.71 | 87.65 | -0.85 | -340 | |||||||||||
| 18-Jun-04 | 86.75 | 86.53 | 87.65 | -0.67 | -270 | |||||||||||
| 21-Jun-04 | 87.35 | 86.65 | 87.59 | -1.27 | -510 | |||||||||||
| 22-Jun-04 | 87.50 | 86.94 | 87.57 | -1.43 | -570 | |||||||||||
| 23-Jun-04 | 88.85 | 87.48 | 87.72 | -2.77 | -1110 | |||||||||||
| 24-Jun-04 | 89.65 | 88.02 | 87.81 | Buy | -3.58 | -1430 | ||||||||||
| 25-Jun-04 | 89.38 | 88.55 | 87.89 | 89.40 | -3.33 | -1330 | Bought at the open the day after the signal. A loss of $1330 + Commission | |||||||||
| 28-Jun-04 | 86.90 | 88.46 | 87.77 | |||||||||||||
| 29-Jun-04 | 88.12 | 88.58 | 87.67 | |||||||||||||
| 30-Jun-04 | 86.30 | 88.07 | 87.54 | |||||||||||||
| 1-Jul-04 | 86.72 | 87.48 | 87.40 | |||||||||||||
| 2-Jul-04 | 86.40 | 86.89 | 87.32 | Sell | ||||||||||||
| 6-Jul-04 | 88.87 | 87.28 | 87.46 | 88.20 | -0.67 | -268 | Sell at the open on the day after the signal | |||||||||
| 7-Jul-04 | 88.00 | 87.26 | 87.59 | 0.20 | 80 | |||||||||||
| 8-Jul-04 | 86.55 | 87.31 | 87.62 | 1.65 | 660 | |||||||||||
| 9-Jul-04 | 86.95 | 87.35 | 87.62 | 1.25 | 500 | |||||||||||
| 12-Jul-04 | 86.70 | 87.41 | 87.62 | 1.50 | 600 | |||||||||||
| 13-Jul-04 | 86.75 | 86.99 | 87.58 | 1.45 | 580 | |||||||||||
| 14-Jul-04 | 87.28 | 86.85 | 87.56 | 0.92 | 370 | |||||||||||
| 15-Jul-04 | 85.55 | 86.65 | 87.34 | 2.65 | 1060 | |||||||||||
| 16-Jul-04 | 85.40 | 86.34 | 87.06 | 2.80 | 1120 | |||||||||||
| 19-Jul-04 | 85.85 | 86.17 | 86.82 | 2.35 | 940 | |||||||||||
| 20-Jul-04 | 85.55 | 85.93 | 86.73 | 2.65 | 1060 | |||||||||||
| 21-Jul-04 | 87.13 | 85.90 | 86.67 | 1.08 | 430 | |||||||||||
| 22-Jul-04 | 90.12 | 86.81 | 86.92 | -1.92 | -768 | |||||||||||
| 23-Jul-04 | 89.30 | 87.59 | 87.09 | Buy | -1.10 | -440 | ||||||||||
| 26-Jul-04 | 90.72 | 88.56 | 87.38 | 89.55 | -1.35 | -540 | Bought at the open the day after the signal. A loss of $540 + Commission | |||||||||
| 27-Jul-04 | 90.95 | 89.64 | 87.52 | |||||||||||||
| 28-Jul-04 | 90.35 | 90.29 | 87.68 | |||||||||||||
| 29-Jul-04 | 89.45 | 90.15 | 87.87 | |||||||||||||
| 30-Jul-04 | 88.75 | 90.04 | 87.99 | |||||||||||||
| 2-Aug-04 | 88.50 | 89.60 | 88.11 | |||||||||||||
| 3-Aug-04 | 86.37 | 88.68 | 88.08 | |||||||||||||
| 4-Aug-04 | 87.50 | 88.11 | 88.10 | |||||||||||||
| 5-Aug-04 | 86.75 | 87.57 | 88.18 | Sell | ||||||||||||
| 6-Aug-04 | 86.97 | 87.22 | 88.28 | 87.00 | 0.03 | 12.00 | Sold on the open following the sell signal. | |||||||||
| 9-Aug-04 | 88.87 | 87.29 | 88.49 | -1.87 | -748.00 | |||||||||||
| 10-Aug-04 | 88.77 | 87.77 | 88.70 | -1.77 | -708.00 | |||||||||||
| 11-Aug-04 | 87.30 | 87.73 | 88.71 | -0.30 | -120.00 | |||||||||||
| 12-Aug-04 | 87.52 | 87.89 | 88.54 | -0.52 | -208.00 | |||||||||||
| 13-Aug-04 | 89.80 | 88.45 | 88.57 | -2.80 | -1120.00 | |||||||||||
| 16-Aug-04 | 89.35 | 88.55 | 88.48 | Buy | -2.35 | -940.00 | ||||||||||
| 17-Aug-04 | 89.02 | 88.60 | 88.35 | 89.50 | -2.50 | -1000.00 | Bought at the open the day after the signal. A loss of $1000 + Commission | |||||||||
| 18-Aug-04 | 88.67 | 88.87 | 88.24 | |||||||||||||
| 19-Aug-04 | 86.55 | 88.68 | 88.05 | |||||||||||||
| 20-Aug-04 | 86.27 | 87.97 | 87.88 | |||||||||||||
| 23-Aug-04 | 85.82 | 87.27 | 87.70 | Sell | ||||||||||||
| 24-Aug-04 | 83.92 | 86.25 | 87.54 | 84.80 | 0.88 | 352.00 | Sold on the open following the sell signal on Monday's close. | |||||||||
| 25-Aug-04 | 83.55 | 85.22 | 87.28 | 1.25 | 500.00 | |||||||||||
| 26-Aug-04 | 83.05 | 84.52 | 87.03 | 1.75 | 700.00 | |||||||||||
| 27-Aug-04 | 82.85 | 83.84 | 86.75 | 1.95 | 780.00 | |||||||||||
| 30-Aug-04 | 84.42 | 83.56 | 86.46 | 0.38 | 152.00 | |||||||||||
| 31-Aug-04 | 84.65 | 83.70 | 86.18 | 0.15 | 60.00 | |||||||||||
| 1-Sep-04 | 83.07 | 83.61 | 85.90 | 1.73 | 692.00 | |||||||||||
| 2-Sep-04 | 82.77 | 83.55 | 85.58 | 2.03 | 812.00 | |||||||||||
| 3-Sep-04 | 82.72 | 83.53 | 85.11 | 2.08 | 832.00 | |||||||||||
| 7-Sep-04 | 82.37 | 83.12 | 84.65 | 2.43 | 972.00 | |||||||||||
| 8-Sep-04 | 82.90 | 82.77 | 84.24 | 1.90 | 760.00 | |||||||||||
| 9-Sep-04 | 82.60 | 82.67 | 83.83 | 2.20 | 880.00 | |||||||||||
| 10-Sep-04 | 85.02 | 83.12 | 83.73 | -0.22 | -88.00 | |||||||||||
| 13-Sep-04 | 85.02 | 83.58 | 83.65 | -0.22 | -88.00 | |||||||||||
| 14-Sep-04 | 85.42 | 84.19 | 83.62 | Buy | -0.62 | -248.00 | ||||||||||
| 15-Sep-04 | 85.70 | 84.75 | 83.74 | 85.55 | -0.75 | -300.00 | Bought on the open at $85.55, lost $300 + commission, and are now out of the market. | |||||||||
| 16-Sep-04 | 86.42 | 85.52 | 83.93 | |||||||||||||
| 17-Sep-04 | 85.45 | 85.60 | 84.09 | |||||||||||||
| 20-Sep-04 | 86.00 | 85.80 | 84.30 | |||||||||||||
| 21-Sep-04 | 86.65 | 86.04 | 84.45 | |||||||||||||
| 22-Sep-04 | 84.85 | 85.87 | 84.46 | |||||||||||||
| 23-Sep-04 | 84.15 | 85.42 | 84.54 | |||||||||||||
| 24-Sep-04 | 84.47 | 85.22 | 84.65 | |||||||||||||
| 27-Sep-04 | 83.80 | 84.78 | 84.72 | |||||||||||||
| 28-Sep-04 | 84.10 | 84.27 | 84.84 | Sell | ||||||||||||
| 29-Sep-04 | 85.90 | 84.48 | 85.04 | 83.90 | -2.00 | -800.00 | Sold on the open following the sell signal on Tuesday's close. | |||||||||
| 30-Sep-04 | 85.08 | 84.67 | 85.20 | -1.18 | -472.00 | |||||||||||
| 1-Oct-04 | 85.88 | 84.95 | 85.26 | -1.97 | -790.00 | |||||||||||
| 4-Oct-04 | 85.83 | 85.36 | 85.31 | Buy | -1.93 | -770.00 | ||||||||||
| 5-Oct-04 | 86.18 | 85.77 | 85.36 | 85.55 | -1.65 | -660.00 | Bought on the open at $85.55, lost $660 + commission, and are now out of the market. | |||||||||
| 6-Oct-04 | 86.23 | 85.84 | 85.40 | |||||||||||||
| 7-Oct-04 | 85.45 | 85.91 | 85.33 | |||||||||||||
| 8-Oct-04 | 86.23 | 85.98 | 85.39 | |||||||||||||
| 11-Oct-04 | 86.40 | 86.10 | 85.41 | |||||||||||||
| 12-Oct-04 | 86.78 | 86.22 | 85.42 | |||||||||||||
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