Trading Metrics calculated at close of trading on 31-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2003 |
31-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,449.70 |
10,426.30 |
-23.40 |
-0.2% |
10,276.50 |
High |
10,456.10 |
10,462.40 |
6.30 |
0.1% |
10,375.90 |
Low |
10,405.90 |
10,407.00 |
1.10 |
0.0% |
10,255.30 |
Close |
10,425.00 |
10,453.90 |
28.90 |
0.3% |
10,324.70 |
Range |
50.20 |
55.40 |
5.20 |
10.4% |
120.60 |
ATR |
82.85 |
80.89 |
-1.96 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,607.30 |
10,586.00 |
10,484.37 |
|
R3 |
10,551.90 |
10,530.60 |
10,469.14 |
|
R2 |
10,496.50 |
10,496.50 |
10,464.06 |
|
R1 |
10,475.20 |
10,475.20 |
10,458.98 |
10,485.85 |
PP |
10,441.10 |
10,441.10 |
10,441.10 |
10,446.43 |
S1 |
10,419.80 |
10,419.80 |
10,448.82 |
10,430.45 |
S2 |
10,385.70 |
10,385.70 |
10,443.74 |
|
S3 |
10,330.30 |
10,364.40 |
10,438.67 |
|
S4 |
10,274.90 |
10,309.00 |
10,423.43 |
|
|
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 |
10,462.40 |
10,304.80 |
157.60 |
1.5% |
61.76 |
0.6% |
95% |
True |
False |
|
10 |
10,462.40 |
10,094.80 |
367.60 |
3.5% |
70.27 |
0.7% |
98% |
True |
False |
|
20 |
10,462.40 |
9,846.31 |
616.09 |
5.9% |
81.22 |
0.8% |
99% |
True |
False |
|
40 |
10,462.40 |
9,585.50 |
876.90 |
8.4% |
86.82 |
0.8% |
99% |
True |
False |
|
60 |
10,462.40 |
9,497.72 |
964.68 |
9.2% |
88.49 |
0.8% |
99% |
True |
False |
|
80 |
10,462.40 |
9,230.47 |
1,231.93 |
11.8% |
93.24 |
0.9% |
99% |
True |
False |
|
100 |
10,462.40 |
9,146.62 |
1,315.78 |
12.6% |
93.74 |
0.9% |
99% |
True |
False |
|
120 |
10,462.40 |
8,997.11 |
1,465.29 |
14.0% |
99.01 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,697.85 |
2.618 |
10,607.44 |
1.618 |
10,552.04 |
1.000 |
10,517.80 |
0.618 |
10,496.64 |
HIGH |
10,462.40 |
0.618 |
10,441.24 |
0.500 |
10,434.70 |
0.382 |
10,428.16 |
LOW |
10,407.00 |
0.618 |
10,372.76 |
1.000 |
10,351.60 |
1.618 |
10,317.36 |
2.618 |
10,261.96 |
4.250 |
10,171.55 |
|
|
Fisher Pivots for day following 31-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,447.50 |
10,433.23 |
PP |
10,441.10 |
10,412.57 |
S1 |
10,434.70 |
10,391.90 |
|