| Trading Metrics calculated at close of trading on 11-Dec-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2003 |
11-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
9,922.38 |
9,922.45 |
0.07 |
0.0% |
9,785.35 |
| High |
9,958.38 |
10,026.50 |
68.12 |
0.7% |
9,942.01 |
| Low |
9,882.38 |
9,920.97 |
38.59 |
0.4% |
9,785.35 |
| Close |
9,921.86 |
10,008.20 |
86.34 |
0.9% |
9,862.68 |
| Range |
76.00 |
105.53 |
29.53 |
38.9% |
156.66 |
| ATR |
90.14 |
91.24 |
1.10 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,301.81 |
10,260.54 |
10,066.24 |
|
| R3 |
10,196.28 |
10,155.01 |
10,037.22 |
|
| R2 |
10,090.75 |
10,090.75 |
10,027.55 |
|
| R1 |
10,049.48 |
10,049.48 |
10,017.87 |
10,070.12 |
| PP |
9,985.22 |
9,985.22 |
9,985.22 |
9,995.54 |
| S1 |
9,943.95 |
9,943.95 |
9,998.53 |
9,964.59 |
| S2 |
9,879.69 |
9,879.69 |
9,988.85 |
|
| S3 |
9,774.16 |
9,838.42 |
9,979.18 |
|
| S4 |
9,668.63 |
9,732.89 |
9,950.16 |
|
|
| 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 |
10,026.50 |
9,846.31 |
180.19 |
1.8% |
91.09 |
0.9% |
90% |
True |
False |
|
| 10 |
10,026.50 |
9,764.83 |
261.67 |
2.6% |
83.43 |
0.8% |
93% |
True |
False |
|
| 20 |
10,026.50 |
9,585.50 |
441.00 |
4.4% |
93.22 |
0.9% |
96% |
True |
False |
|
| 40 |
10,026.50 |
9,497.72 |
528.78 |
5.3% |
90.97 |
0.9% |
97% |
True |
False |
|
| 60 |
10,026.50 |
9,230.47 |
796.03 |
8.0% |
96.94 |
1.0% |
98% |
True |
False |
|
| 80 |
10,026.50 |
9,230.47 |
796.03 |
8.0% |
96.32 |
1.0% |
98% |
True |
False |
|
| 100 |
10,026.50 |
8,997.11 |
1,029.39 |
10.3% |
99.79 |
1.0% |
98% |
True |
False |
|
| 120 |
10,026.50 |
8,871.20 |
1,155.30 |
11.5% |
104.18 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,475.00 |
|
2.618 |
10,302.78 |
|
1.618 |
10,197.25 |
|
1.000 |
10,132.03 |
|
0.618 |
10,091.72 |
|
HIGH |
10,026.50 |
|
0.618 |
9,986.19 |
|
0.500 |
9,973.74 |
|
0.382 |
9,961.28 |
|
LOW |
9,920.97 |
|
0.618 |
9,855.75 |
|
1.000 |
9,815.44 |
|
1.618 |
9,750.22 |
|
2.618 |
9,644.69 |
|
4.250 |
9,472.47 |
|
|
| Fisher Pivots for day following 11-Dec-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,996.71 |
9,990.28 |
| PP |
9,985.22 |
9,972.36 |
| S1 |
9,973.74 |
9,954.44 |
|