Trading Metrics calculated at close of trading on 17-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2003 |
17-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,023.30 |
10,128.80 |
105.50 |
1.1% |
9,862.01 |
High |
10,137.60 |
10,146.40 |
8.80 |
0.1% |
10,052.10 |
Low |
10,023.30 |
10,094.80 |
71.50 |
0.7% |
9,859.57 |
Close |
10,129.60 |
10,145.30 |
15.70 |
0.2% |
10,042.20 |
Range |
114.30 |
51.60 |
-62.70 |
-54.9% |
192.53 |
ATR |
93.71 |
90.70 |
-3.01 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,283.63 |
10,266.07 |
10,173.68 |
|
R3 |
10,232.03 |
10,214.47 |
10,159.49 |
|
R2 |
10,180.43 |
10,180.43 |
10,154.76 |
|
R1 |
10,162.87 |
10,162.87 |
10,150.03 |
10,171.65 |
PP |
10,128.83 |
10,128.83 |
10,128.83 |
10,133.23 |
S1 |
10,111.27 |
10,111.27 |
10,140.57 |
10,120.05 |
S2 |
10,077.23 |
10,077.23 |
10,135.84 |
|
S3 |
10,025.63 |
10,059.67 |
10,131.11 |
|
S4 |
9,974.03 |
10,008.07 |
10,116.92 |
|
|
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 |
10,146.40 |
9,920.97 |
225.43 |
2.2% |
92.95 |
0.9% |
100% |
True |
False |
|
10 |
10,146.40 |
9,846.31 |
300.09 |
3.0% |
88.27 |
0.9% |
100% |
True |
False |
|
20 |
10,146.40 |
9,585.50 |
560.90 |
5.5% |
87.18 |
0.9% |
100% |
True |
False |
|
40 |
10,146.40 |
9,497.72 |
648.68 |
6.4% |
91.77 |
0.9% |
100% |
True |
False |
|
60 |
10,146.40 |
9,230.47 |
915.93 |
9.0% |
96.05 |
0.9% |
100% |
True |
False |
|
80 |
10,146.40 |
9,230.47 |
915.93 |
9.0% |
96.15 |
0.9% |
100% |
True |
False |
|
100 |
10,146.40 |
8,997.11 |
1,149.29 |
11.3% |
97.93 |
1.0% |
100% |
True |
False |
|
120 |
10,146.40 |
8,871.20 |
1,275.20 |
12.6% |
103.13 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,365.70 |
2.618 |
10,281.49 |
1.618 |
10,229.89 |
1.000 |
10,198.00 |
0.618 |
10,178.29 |
HIGH |
10,146.40 |
0.618 |
10,126.69 |
0.500 |
10,120.60 |
0.382 |
10,114.51 |
LOW |
10,094.80 |
0.618 |
10,062.91 |
1.000 |
10,043.20 |
1.618 |
10,011.31 |
2.618 |
9,959.71 |
4.250 |
9,875.50 |
|
|
Fisher Pivots for day following 17-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,137.07 |
10,124.87 |
PP |
10,128.83 |
10,104.43 |
S1 |
10,120.60 |
10,084.00 |
|