| Trading Metrics calculated at close of trading on 23-Dec-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2003 |
23-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
10,276.50 |
10,337.60 |
61.10 |
0.6% |
10,046.50 |
| High |
10,338.00 |
10,375.90 |
37.90 |
0.4% |
10,293.20 |
| Low |
10,255.30 |
10,296.20 |
40.90 |
0.4% |
10,021.60 |
| Close |
10,338.00 |
10,341.30 |
3.30 |
0.0% |
10,278.20 |
| Range |
82.70 |
79.70 |
-3.00 |
-3.6% |
271.60 |
| ATR |
89.91 |
89.18 |
-0.73 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,576.90 |
10,538.80 |
10,385.14 |
|
| R3 |
10,497.20 |
10,459.10 |
10,363.22 |
|
| R2 |
10,417.50 |
10,417.50 |
10,355.91 |
|
| R1 |
10,379.40 |
10,379.40 |
10,348.61 |
10,398.45 |
| PP |
10,337.80 |
10,337.80 |
10,337.80 |
10,347.33 |
| S1 |
10,299.70 |
10,299.70 |
10,333.99 |
10,318.75 |
| S2 |
10,258.10 |
10,258.10 |
10,326.69 |
|
| S3 |
10,178.40 |
10,220.00 |
10,319.38 |
|
| S4 |
10,098.70 |
10,140.30 |
10,297.47 |
|
|
| Weekly Pivots for week ending 19-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,012.47 |
10,916.93 |
10,427.58 |
|
| R3 |
10,740.87 |
10,645.33 |
10,352.89 |
|
| R2 |
10,469.27 |
10,469.27 |
10,327.99 |
|
| R1 |
10,373.73 |
10,373.73 |
10,303.10 |
10,421.50 |
| PP |
10,197.67 |
10,197.67 |
10,197.67 |
10,221.55 |
| S1 |
10,102.13 |
10,102.13 |
10,253.30 |
10,149.90 |
| S2 |
9,926.07 |
9,926.07 |
10,228.41 |
|
| S3 |
9,654.47 |
9,830.53 |
10,203.51 |
|
| S4 |
9,382.87 |
9,558.93 |
10,128.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,375.90 |
10,094.80 |
281.10 |
2.7% |
78.78 |
0.8% |
88% |
True |
False |
|
| 10 |
10,375.90 |
9,882.38 |
493.52 |
4.8% |
88.30 |
0.9% |
93% |
True |
False |
|
| 20 |
10,375.90 |
9,706.01 |
669.89 |
6.5% |
84.80 |
0.8% |
95% |
True |
False |
|
| 40 |
10,375.90 |
9,585.50 |
790.40 |
7.6% |
89.96 |
0.9% |
96% |
True |
False |
|
| 60 |
10,375.90 |
9,230.47 |
1,145.43 |
11.1% |
94.40 |
0.9% |
97% |
True |
False |
|
| 80 |
10,375.90 |
9,230.47 |
1,145.43 |
11.1% |
95.89 |
0.9% |
97% |
True |
False |
|
| 100 |
10,375.90 |
8,997.11 |
1,378.79 |
13.3% |
96.85 |
0.9% |
97% |
True |
False |
|
| 120 |
10,375.90 |
8,996.76 |
1,379.14 |
13.3% |
101.85 |
1.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,714.63 |
|
2.618 |
10,584.55 |
|
1.618 |
10,504.85 |
|
1.000 |
10,455.60 |
|
0.618 |
10,425.15 |
|
HIGH |
10,375.90 |
|
0.618 |
10,345.45 |
|
0.500 |
10,336.05 |
|
0.382 |
10,326.65 |
|
LOW |
10,296.20 |
|
0.618 |
10,246.95 |
|
1.000 |
10,216.50 |
|
1.618 |
10,167.25 |
|
2.618 |
10,087.55 |
|
4.250 |
9,957.48 |
|
|
| Fisher Pivots for day following 23-Dec-2003 |
| Pivot |
1 day |
3 day |
| R1 |
10,339.55 |
10,328.53 |
| PP |
10,337.80 |
10,315.77 |
| S1 |
10,336.05 |
10,303.00 |
|