Trading Metrics calculated at close of trading on 10-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2003 |
10-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
9,966.45 |
9,922.38 |
-44.07 |
-0.4% |
9,785.35 |
High |
10,003.10 |
9,958.38 |
-44.72 |
-0.4% |
9,942.01 |
Low |
9,916.90 |
9,882.38 |
-34.52 |
-0.3% |
9,785.35 |
Close |
9,923.42 |
9,921.86 |
-1.56 |
0.0% |
9,862.68 |
Range |
86.20 |
76.00 |
-10.20 |
-11.8% |
156.66 |
ATR |
91.22 |
90.14 |
-1.09 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,148.87 |
10,111.37 |
9,963.66 |
|
R3 |
10,072.87 |
10,035.37 |
9,942.76 |
|
R2 |
9,996.87 |
9,996.87 |
9,935.79 |
|
R1 |
9,959.37 |
9,959.37 |
9,928.83 |
9,940.12 |
PP |
9,920.87 |
9,920.87 |
9,920.87 |
9,911.25 |
S1 |
9,883.37 |
9,883.37 |
9,914.89 |
9,864.12 |
S2 |
9,844.87 |
9,844.87 |
9,907.93 |
|
S3 |
9,768.87 |
9,807.37 |
9,900.96 |
|
S4 |
9,692.87 |
9,731.37 |
9,880.06 |
|
|
Weekly Pivots for week ending 05-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,333.33 |
10,254.66 |
9,948.84 |
|
R3 |
10,176.67 |
10,098.00 |
9,905.76 |
|
R2 |
10,020.01 |
10,020.01 |
9,891.40 |
|
R1 |
9,941.34 |
9,941.34 |
9,877.04 |
9,980.68 |
PP |
9,863.35 |
9,863.35 |
9,863.35 |
9,883.01 |
S1 |
9,784.68 |
9,784.68 |
9,848.32 |
9,824.02 |
S2 |
9,706.69 |
9,706.69 |
9,833.96 |
|
S3 |
9,550.03 |
9,628.02 |
9,819.60 |
|
S4 |
9,393.37 |
9,471.36 |
9,776.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,003.10 |
9,846.31 |
156.79 |
1.6% |
83.60 |
0.8% |
48% |
False |
False |
|
10 |
10,003.10 |
9,706.01 |
297.09 |
3.0% |
81.75 |
0.8% |
73% |
False |
False |
|
20 |
10,003.10 |
9,585.50 |
417.60 |
4.2% |
94.44 |
1.0% |
81% |
False |
False |
|
40 |
10,003.10 |
9,497.72 |
505.38 |
5.1% |
90.47 |
0.9% |
84% |
False |
False |
|
60 |
10,003.10 |
9,230.47 |
772.63 |
7.8% |
96.15 |
1.0% |
89% |
False |
False |
|
80 |
10,003.10 |
9,230.47 |
772.63 |
7.8% |
96.17 |
1.0% |
89% |
False |
False |
|
100 |
10,003.10 |
8,997.11 |
1,005.99 |
10.1% |
100.11 |
1.0% |
92% |
False |
False |
|
120 |
10,003.10 |
8,871.20 |
1,131.90 |
11.4% |
104.64 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,281.38 |
2.618 |
10,157.35 |
1.618 |
10,081.35 |
1.000 |
10,034.38 |
0.618 |
10,005.35 |
HIGH |
9,958.38 |
0.618 |
9,929.35 |
0.500 |
9,920.38 |
0.382 |
9,911.41 |
LOW |
9,882.38 |
0.618 |
9,835.41 |
1.000 |
9,806.38 |
1.618 |
9,759.41 |
2.618 |
9,683.41 |
4.250 |
9,559.38 |
|
|
Fisher Pivots for day following 10-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
9,921.37 |
9,931.34 |
PP |
9,920.87 |
9,928.18 |
S1 |
9,920.38 |
9,925.02 |
|