Trading Metrics calculated at close of trading on 02-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2003 |
02-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,426.30 |
10,452.70 |
26.40 |
0.3% |
10,321.40 |
High |
10,462.40 |
10,527.00 |
64.60 |
0.6% |
10,527.00 |
Low |
10,407.00 |
10,384.30 |
-22.70 |
-0.2% |
10,321.40 |
Close |
10,453.90 |
10,409.90 |
-44.00 |
-0.4% |
10,409.90 |
Range |
55.40 |
142.70 |
87.30 |
157.6% |
205.60 |
ATR |
80.89 |
85.31 |
4.41 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,868.50 |
10,781.90 |
10,488.39 |
|
R3 |
10,725.80 |
10,639.20 |
10,449.14 |
|
R2 |
10,583.10 |
10,583.10 |
10,436.06 |
|
R1 |
10,496.50 |
10,496.50 |
10,422.98 |
10,468.45 |
PP |
10,440.40 |
10,440.40 |
10,440.40 |
10,426.38 |
S1 |
10,353.80 |
10,353.80 |
10,396.82 |
10,325.75 |
S2 |
10,297.70 |
10,297.70 |
10,383.74 |
|
S3 |
10,155.00 |
10,211.10 |
10,370.66 |
|
S4 |
10,012.30 |
10,068.40 |
10,331.42 |
|
|
Weekly Pivots for week ending 02-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,036.23 |
10,928.67 |
10,522.98 |
|
R3 |
10,830.63 |
10,723.07 |
10,466.44 |
|
R2 |
10,625.03 |
10,625.03 |
10,447.59 |
|
R1 |
10,517.47 |
10,517.47 |
10,428.75 |
10,571.25 |
PP |
10,419.43 |
10,419.43 |
10,419.43 |
10,446.33 |
S1 |
10,311.87 |
10,311.87 |
10,391.05 |
10,365.65 |
S2 |
10,213.83 |
10,213.83 |
10,372.21 |
|
S3 |
10,008.23 |
10,106.27 |
10,353.36 |
|
S4 |
9,802.63 |
9,900.67 |
10,296.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,527.00 |
10,304.80 |
222.20 |
2.1% |
83.02 |
0.8% |
47% |
True |
False |
|
10 |
10,527.00 |
10,137.30 |
389.70 |
3.7% |
79.38 |
0.8% |
70% |
True |
False |
|
20 |
10,527.00 |
9,846.31 |
680.69 |
6.5% |
83.83 |
0.8% |
83% |
True |
False |
|
40 |
10,527.00 |
9,585.50 |
941.50 |
9.0% |
89.01 |
0.9% |
88% |
True |
False |
|
60 |
10,527.00 |
9,497.72 |
1,029.28 |
9.9% |
88.90 |
0.9% |
89% |
True |
False |
|
80 |
10,527.00 |
9,230.47 |
1,296.53 |
12.5% |
93.85 |
0.9% |
91% |
True |
False |
|
100 |
10,527.00 |
9,208.80 |
1,318.20 |
12.7% |
94.12 |
0.9% |
91% |
True |
False |
|
120 |
10,527.00 |
8,997.11 |
1,529.89 |
14.7% |
98.93 |
1.0% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,133.48 |
2.618 |
10,900.59 |
1.618 |
10,757.89 |
1.000 |
10,669.70 |
0.618 |
10,615.19 |
HIGH |
10,527.00 |
0.618 |
10,472.49 |
0.500 |
10,455.65 |
0.382 |
10,438.81 |
LOW |
10,384.30 |
0.618 |
10,296.11 |
1.000 |
10,241.60 |
1.618 |
10,153.41 |
2.618 |
10,010.71 |
4.250 |
9,777.83 |
|
|
Fisher Pivots for day following 02-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,455.65 |
10,455.65 |
PP |
10,440.40 |
10,440.40 |
S1 |
10,425.15 |
10,425.15 |
|