| Trading Metrics calculated at close of trading on 29-Dec-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2003 |
29-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
10,305.90 |
10,321.40 |
15.50 |
0.2% |
10,276.50 |
| High |
10,343.00 |
10,450.00 |
107.00 |
1.0% |
10,375.90 |
| Low |
10,304.80 |
10,321.40 |
16.60 |
0.2% |
10,255.30 |
| Close |
10,324.70 |
10,450.00 |
125.30 |
1.2% |
10,324.70 |
| Range |
38.20 |
128.60 |
90.40 |
236.6% |
120.60 |
| ATR |
82.04 |
85.36 |
3.33 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,792.93 |
10,750.07 |
10,520.73 |
|
| R3 |
10,664.33 |
10,621.47 |
10,485.37 |
|
| R2 |
10,535.73 |
10,535.73 |
10,473.58 |
|
| R1 |
10,492.87 |
10,492.87 |
10,461.79 |
10,514.30 |
| PP |
10,407.13 |
10,407.13 |
10,407.13 |
10,417.85 |
| S1 |
10,364.27 |
10,364.27 |
10,438.21 |
10,385.70 |
| S2 |
10,278.53 |
10,278.53 |
10,426.42 |
|
| S3 |
10,149.93 |
10,235.67 |
10,414.64 |
|
| S4 |
10,021.33 |
10,107.07 |
10,379.27 |
|
|
| 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 |
10,450.00 |
10,255.30 |
194.70 |
1.9% |
73.12 |
0.7% |
100% |
True |
False |
|
| 10 |
10,450.00 |
10,021.60 |
428.40 |
4.1% |
82.94 |
0.8% |
100% |
True |
False |
|
| 20 |
10,450.00 |
9,785.35 |
664.65 |
6.4% |
84.94 |
0.8% |
100% |
True |
False |
|
| 40 |
10,450.00 |
9,585.50 |
864.50 |
8.3% |
87.85 |
0.8% |
100% |
True |
False |
|
| 60 |
10,450.00 |
9,492.54 |
957.46 |
9.2% |
90.67 |
0.9% |
100% |
True |
False |
|
| 80 |
10,450.00 |
9,230.47 |
1,219.53 |
11.7% |
94.72 |
0.9% |
100% |
True |
False |
|
| 100 |
10,450.00 |
9,031.14 |
1,418.86 |
13.6% |
94.37 |
0.9% |
100% |
True |
False |
|
| 120 |
10,450.00 |
8,996.76 |
1,453.24 |
13.9% |
100.37 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,996.55 |
|
2.618 |
10,786.67 |
|
1.618 |
10,658.07 |
|
1.000 |
10,578.60 |
|
0.618 |
10,529.47 |
|
HIGH |
10,450.00 |
|
0.618 |
10,400.87 |
|
0.500 |
10,385.70 |
|
0.382 |
10,370.53 |
|
LOW |
10,321.40 |
|
0.618 |
10,241.93 |
|
1.000 |
10,192.80 |
|
1.618 |
10,113.33 |
|
2.618 |
9,984.73 |
|
4.250 |
9,774.85 |
|
|
| Fisher Pivots for day following 29-Dec-2003 |
| Pivot |
1 day |
3 day |
| R1 |
10,428.57 |
10,425.80 |
| PP |
10,407.13 |
10,401.60 |
| S1 |
10,385.70 |
10,377.40 |
|