Trading Metrics calculated at close of trading on 26-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2003 |
26-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,341.40 |
10,305.90 |
-35.50 |
-0.3% |
10,276.50 |
High |
10,341.50 |
10,343.00 |
1.50 |
0.0% |
10,375.90 |
Low |
10,305.10 |
10,304.80 |
-0.30 |
0.0% |
10,255.30 |
Close |
10,305.20 |
10,324.70 |
19.50 |
0.2% |
10,324.70 |
Range |
36.40 |
38.20 |
1.80 |
4.9% |
120.60 |
ATR |
85.41 |
82.04 |
-3.37 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,438.77 |
10,419.93 |
10,345.71 |
|
R3 |
10,400.57 |
10,381.73 |
10,335.21 |
|
R2 |
10,362.37 |
10,362.37 |
10,331.70 |
|
R1 |
10,343.53 |
10,343.53 |
10,328.20 |
10,352.95 |
PP |
10,324.17 |
10,324.17 |
10,324.17 |
10,328.88 |
S1 |
10,305.33 |
10,305.33 |
10,321.20 |
10,314.75 |
S2 |
10,285.97 |
10,285.97 |
10,317.70 |
|
S3 |
10,247.77 |
10,267.13 |
10,314.20 |
|
S4 |
10,209.57 |
10,228.93 |
10,303.69 |
|
|
Weekly Pivots for week ending 26-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,680.43 |
10,623.17 |
10,391.03 |
|
R3 |
10,559.83 |
10,502.57 |
10,357.87 |
|
R2 |
10,439.23 |
10,439.23 |
10,346.81 |
|
R1 |
10,381.97 |
10,381.97 |
10,335.76 |
10,410.60 |
PP |
10,318.63 |
10,318.63 |
10,318.63 |
10,332.95 |
S1 |
10,261.37 |
10,261.37 |
10,313.65 |
10,290.00 |
S2 |
10,198.03 |
10,198.03 |
10,302.59 |
|
S3 |
10,077.43 |
10,140.77 |
10,291.54 |
|
S4 |
9,956.83 |
10,020.17 |
10,258.37 |
|
|
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 |
10,230.10 |
145.80 |
1.4% |
60.02 |
0.6% |
65% |
False |
False |
|
10 |
10,375.90 |
9,976.79 |
399.11 |
3.9% |
77.61 |
0.8% |
87% |
False |
False |
|
20 |
10,375.90 |
9,764.83 |
611.07 |
5.9% |
80.52 |
0.8% |
92% |
False |
False |
|
40 |
10,375.90 |
9,585.50 |
790.40 |
7.7% |
86.75 |
0.8% |
94% |
False |
False |
|
60 |
10,375.90 |
9,427.65 |
948.25 |
9.2% |
89.92 |
0.9% |
95% |
False |
False |
|
80 |
10,375.90 |
9,230.47 |
1,145.43 |
11.1% |
93.96 |
0.9% |
96% |
False |
False |
|
100 |
10,375.90 |
8,997.11 |
1,378.79 |
13.4% |
94.46 |
0.9% |
96% |
False |
False |
|
120 |
10,375.90 |
8,996.76 |
1,379.14 |
13.4% |
100.30 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,505.35 |
2.618 |
10,443.01 |
1.618 |
10,404.81 |
1.000 |
10,381.20 |
0.618 |
10,366.61 |
HIGH |
10,343.00 |
0.618 |
10,328.41 |
0.500 |
10,323.90 |
0.382 |
10,319.39 |
LOW |
10,304.80 |
0.618 |
10,281.19 |
1.000 |
10,266.60 |
1.618 |
10,242.99 |
2.618 |
10,204.79 |
4.250 |
10,142.45 |
|
|
Fisher Pivots for day following 26-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,324.43 |
10,336.05 |
PP |
10,324.17 |
10,332.27 |
S1 |
10,323.90 |
10,328.48 |
|