Trading Metrics calculated at close of trading on 18-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2003 |
18-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,128.80 |
10,141.40 |
12.60 |
0.1% |
9,862.01 |
High |
10,146.40 |
10,254.10 |
107.70 |
1.1% |
10,052.10 |
Low |
10,094.80 |
10,137.30 |
42.50 |
0.4% |
9,859.57 |
Close |
10,145.30 |
10,248.10 |
102.80 |
1.0% |
10,042.20 |
Range |
51.60 |
116.80 |
65.20 |
126.4% |
192.53 |
ATR |
90.70 |
92.57 |
1.86 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,563.57 |
10,522.63 |
10,312.34 |
|
R3 |
10,446.77 |
10,405.83 |
10,280.22 |
|
R2 |
10,329.97 |
10,329.97 |
10,269.51 |
|
R1 |
10,289.03 |
10,289.03 |
10,258.81 |
10,309.50 |
PP |
10,213.17 |
10,213.17 |
10,213.17 |
10,223.40 |
S1 |
10,172.23 |
10,172.23 |
10,237.39 |
10,192.70 |
S2 |
10,096.37 |
10,096.37 |
10,226.69 |
|
S3 |
9,979.57 |
10,055.43 |
10,215.98 |
|
S4 |
9,862.77 |
9,938.63 |
10,183.86 |
|
|
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 |
10,254.10 |
9,976.79 |
277.31 |
2.7% |
95.20 |
0.9% |
98% |
True |
False |
|
10 |
10,254.10 |
9,846.31 |
407.79 |
4.0% |
93.14 |
0.9% |
99% |
True |
False |
|
20 |
10,254.10 |
9,585.50 |
668.60 |
6.5% |
88.35 |
0.9% |
99% |
True |
False |
|
40 |
10,254.10 |
9,497.72 |
756.38 |
7.4% |
90.64 |
0.9% |
99% |
True |
False |
|
60 |
10,254.10 |
9,230.47 |
1,023.63 |
10.0% |
95.18 |
0.9% |
99% |
True |
False |
|
80 |
10,254.10 |
9,230.47 |
1,023.63 |
10.0% |
96.11 |
0.9% |
99% |
True |
False |
|
100 |
10,254.10 |
8,997.11 |
1,256.99 |
12.3% |
97.89 |
1.0% |
100% |
True |
False |
|
120 |
10,254.10 |
8,871.20 |
1,382.90 |
13.5% |
103.29 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,750.50 |
2.618 |
10,559.88 |
1.618 |
10,443.08 |
1.000 |
10,370.90 |
0.618 |
10,326.28 |
HIGH |
10,254.10 |
0.618 |
10,209.48 |
0.500 |
10,195.70 |
0.382 |
10,181.92 |
LOW |
10,137.30 |
0.618 |
10,065.12 |
1.000 |
10,020.50 |
1.618 |
9,948.32 |
2.618 |
9,831.52 |
4.250 |
9,640.90 |
|
|
Fisher Pivots for day following 18-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,230.63 |
10,211.63 |
PP |
10,213.17 |
10,175.17 |
S1 |
10,195.70 |
10,138.70 |
|