| Trading Metrics calculated at close of trading on 12-Dec-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2003 |
12-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
9,922.45 |
10,008.80 |
86.35 |
0.9% |
9,862.01 |
| High |
10,026.50 |
10,052.10 |
25.60 |
0.3% |
10,052.10 |
| Low |
9,920.97 |
9,976.79 |
55.82 |
0.6% |
9,859.57 |
| Close |
10,008.20 |
10,042.20 |
34.00 |
0.3% |
10,042.20 |
| Range |
105.53 |
75.31 |
-30.22 |
-28.6% |
192.53 |
| ATR |
91.24 |
90.10 |
-1.14 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,249.63 |
10,221.22 |
10,083.62 |
|
| R3 |
10,174.32 |
10,145.91 |
10,062.91 |
|
| R2 |
10,099.01 |
10,099.01 |
10,056.01 |
|
| R1 |
10,070.60 |
10,070.60 |
10,049.10 |
10,084.81 |
| PP |
10,023.70 |
10,023.70 |
10,023.70 |
10,030.80 |
| S1 |
9,995.29 |
9,995.29 |
10,035.30 |
10,009.50 |
| S2 |
9,948.39 |
9,948.39 |
10,028.39 |
|
| S3 |
9,873.08 |
9,919.98 |
10,021.49 |
|
| S4 |
9,797.77 |
9,844.67 |
10,000.78 |
|
|
| Weekly Pivots for week ending 12-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,562.21 |
10,494.74 |
10,148.09 |
|
| R3 |
10,369.68 |
10,302.21 |
10,095.15 |
|
| R2 |
10,177.15 |
10,177.15 |
10,077.50 |
|
| R1 |
10,109.68 |
10,109.68 |
10,059.85 |
10,143.42 |
| PP |
9,984.62 |
9,984.62 |
9,984.62 |
10,001.49 |
| S1 |
9,917.15 |
9,917.15 |
10,024.55 |
9,950.89 |
| S2 |
9,792.09 |
9,792.09 |
10,006.90 |
|
| S3 |
9,599.56 |
9,724.62 |
9,989.25 |
|
| S4 |
9,407.03 |
9,532.09 |
9,936.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,052.10 |
9,859.57 |
192.53 |
1.9% |
90.73 |
0.9% |
95% |
True |
False |
|
| 10 |
10,052.10 |
9,785.35 |
266.75 |
2.7% |
86.95 |
0.9% |
96% |
True |
False |
|
| 20 |
10,052.10 |
9,585.50 |
466.60 |
4.6% |
93.94 |
0.9% |
98% |
True |
False |
|
| 40 |
10,052.10 |
9,497.72 |
554.38 |
5.5% |
90.52 |
0.9% |
98% |
True |
False |
|
| 60 |
10,052.10 |
9,230.47 |
821.63 |
8.2% |
96.12 |
1.0% |
99% |
True |
False |
|
| 80 |
10,052.10 |
9,230.47 |
821.63 |
8.2% |
96.52 |
1.0% |
99% |
True |
False |
|
| 100 |
10,052.10 |
8,997.11 |
1,054.99 |
10.5% |
99.53 |
1.0% |
99% |
True |
False |
|
| 120 |
10,052.10 |
8,871.20 |
1,180.90 |
11.8% |
104.11 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,372.17 |
|
2.618 |
10,249.26 |
|
1.618 |
10,173.95 |
|
1.000 |
10,127.41 |
|
0.618 |
10,098.64 |
|
HIGH |
10,052.10 |
|
0.618 |
10,023.33 |
|
0.500 |
10,014.45 |
|
0.382 |
10,005.56 |
|
LOW |
9,976.79 |
|
0.618 |
9,930.25 |
|
1.000 |
9,901.48 |
|
1.618 |
9,854.94 |
|
2.618 |
9,779.63 |
|
4.250 |
9,656.72 |
|
|
| Fisher Pivots for day following 12-Dec-2003 |
| Pivot |
1 day |
3 day |
| R1 |
10,032.95 |
10,017.21 |
| PP |
10,023.70 |
9,992.23 |
| S1 |
10,014.45 |
9,967.24 |
|