Trading Metrics calculated at close of trading on 16-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2003 |
16-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,046.50 |
10,023.30 |
-23.20 |
-0.2% |
9,862.01 |
High |
10,139.60 |
10,137.60 |
-2.00 |
0.0% |
10,052.10 |
Low |
10,021.60 |
10,023.30 |
1.70 |
0.0% |
9,859.57 |
Close |
10,022.80 |
10,129.60 |
106.80 |
1.1% |
10,042.20 |
Range |
118.00 |
114.30 |
-3.70 |
-3.1% |
192.53 |
ATR |
92.09 |
93.71 |
1.62 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,439.73 |
10,398.97 |
10,192.47 |
|
R3 |
10,325.43 |
10,284.67 |
10,161.03 |
|
R2 |
10,211.13 |
10,211.13 |
10,150.56 |
|
R1 |
10,170.37 |
10,170.37 |
10,140.08 |
10,190.75 |
PP |
10,096.83 |
10,096.83 |
10,096.83 |
10,107.03 |
S1 |
10,056.07 |
10,056.07 |
10,119.12 |
10,076.45 |
S2 |
9,982.53 |
9,982.53 |
10,108.65 |
|
S3 |
9,868.23 |
9,941.77 |
10,098.17 |
|
S4 |
9,753.93 |
9,827.47 |
10,066.74 |
|
|
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 |
10,139.60 |
9,882.38 |
257.22 |
2.5% |
97.83 |
1.0% |
96% |
False |
False |
|
10 |
10,139.60 |
9,846.31 |
293.29 |
2.9% |
92.17 |
0.9% |
97% |
False |
False |
|
20 |
10,139.60 |
9,585.50 |
554.10 |
5.5% |
91.01 |
0.9% |
98% |
False |
False |
|
40 |
10,139.60 |
9,497.72 |
641.88 |
6.3% |
91.67 |
0.9% |
98% |
False |
False |
|
60 |
10,139.60 |
9,230.47 |
909.13 |
9.0% |
96.39 |
1.0% |
99% |
False |
False |
|
80 |
10,139.60 |
9,230.47 |
909.13 |
9.0% |
96.38 |
1.0% |
99% |
False |
False |
|
100 |
10,139.60 |
8,997.11 |
1,142.49 |
11.3% |
98.11 |
1.0% |
99% |
False |
False |
|
120 |
10,139.60 |
8,871.20 |
1,268.40 |
12.5% |
103.83 |
1.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,623.38 |
2.618 |
10,436.84 |
1.618 |
10,322.54 |
1.000 |
10,251.90 |
0.618 |
10,208.24 |
HIGH |
10,137.60 |
0.618 |
10,093.94 |
0.500 |
10,080.45 |
0.382 |
10,066.96 |
LOW |
10,023.30 |
0.618 |
9,952.66 |
1.000 |
9,909.00 |
1.618 |
9,838.36 |
2.618 |
9,724.06 |
4.250 |
9,537.53 |
|
|
Fisher Pivots for day following 16-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,113.22 |
10,105.80 |
PP |
10,096.83 |
10,082.00 |
S1 |
10,080.45 |
10,058.20 |
|