Trading Metrics calculated at close of trading on 05-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2004 |
05-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,452.70 |
10,411.90 |
-40.80 |
-0.4% |
10,321.40 |
High |
10,527.00 |
10,544.10 |
17.10 |
0.2% |
10,527.00 |
Low |
10,384.30 |
10,411.90 |
27.60 |
0.3% |
10,321.40 |
Close |
10,409.90 |
10,544.10 |
134.20 |
1.3% |
10,409.90 |
Range |
142.70 |
132.20 |
-10.50 |
-7.4% |
205.60 |
ATR |
85.31 |
88.80 |
3.49 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 05-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,896.63 |
10,852.57 |
10,616.81 |
|
R3 |
10,764.43 |
10,720.37 |
10,580.46 |
|
R2 |
10,632.23 |
10,632.23 |
10,568.34 |
|
R1 |
10,588.17 |
10,588.17 |
10,556.22 |
10,610.20 |
PP |
10,500.03 |
10,500.03 |
10,500.03 |
10,511.05 |
S1 |
10,455.97 |
10,455.97 |
10,531.98 |
10,478.00 |
S2 |
10,367.83 |
10,367.83 |
10,519.86 |
|
S3 |
10,235.63 |
10,323.77 |
10,507.75 |
|
S4 |
10,103.43 |
10,191.57 |
10,471.39 |
|
|
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 |
10,544.10 |
10,321.40 |
222.70 |
2.1% |
101.82 |
1.0% |
100% |
True |
False |
|
10 |
10,544.10 |
10,230.10 |
314.00 |
3.0% |
80.92 |
0.8% |
100% |
True |
False |
|
20 |
10,544.10 |
9,846.31 |
697.79 |
6.6% |
87.03 |
0.8% |
100% |
True |
False |
|
40 |
10,544.10 |
9,585.50 |
958.60 |
9.1% |
90.29 |
0.9% |
100% |
True |
False |
|
60 |
10,544.10 |
9,497.72 |
1,046.38 |
9.9% |
89.82 |
0.9% |
100% |
True |
False |
|
80 |
10,544.10 |
9,230.47 |
1,313.63 |
12.5% |
94.19 |
0.9% |
100% |
True |
False |
|
100 |
10,544.10 |
9,218.82 |
1,325.28 |
12.6% |
94.43 |
0.9% |
100% |
True |
False |
|
120 |
10,544.10 |
8,997.11 |
1,546.99 |
14.7% |
98.81 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,105.95 |
2.618 |
10,890.20 |
1.618 |
10,758.00 |
1.000 |
10,676.30 |
0.618 |
10,625.80 |
HIGH |
10,544.10 |
0.618 |
10,493.60 |
0.500 |
10,478.00 |
0.382 |
10,462.40 |
LOW |
10,411.90 |
0.618 |
10,330.20 |
1.000 |
10,279.70 |
1.618 |
10,198.00 |
2.618 |
10,065.80 |
4.250 |
9,850.05 |
|
|
Fisher Pivots for day following 05-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,522.07 |
10,517.47 |
PP |
10,500.03 |
10,490.83 |
S1 |
10,478.00 |
10,464.20 |
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