Trading Metrics calculated at close of trading on 06-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2004 |
06-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,411.90 |
10,543.90 |
132.00 |
1.3% |
10,321.40 |
High |
10,544.10 |
10,549.20 |
5.10 |
0.0% |
10,527.00 |
Low |
10,411.90 |
10,499.90 |
88.00 |
0.8% |
10,321.40 |
Close |
10,544.10 |
10,538.70 |
-5.40 |
-0.1% |
10,409.90 |
Range |
132.20 |
49.30 |
-82.90 |
-62.7% |
205.60 |
ATR |
88.80 |
85.98 |
-2.82 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,677.17 |
10,657.23 |
10,565.82 |
|
R3 |
10,627.87 |
10,607.93 |
10,552.26 |
|
R2 |
10,578.57 |
10,578.57 |
10,547.74 |
|
R1 |
10,558.63 |
10,558.63 |
10,543.22 |
10,543.95 |
PP |
10,529.27 |
10,529.27 |
10,529.27 |
10,521.93 |
S1 |
10,509.33 |
10,509.33 |
10,534.18 |
10,494.65 |
S2 |
10,479.97 |
10,479.97 |
10,529.66 |
|
S3 |
10,430.67 |
10,460.03 |
10,525.14 |
|
S4 |
10,381.37 |
10,410.73 |
10,511.59 |
|
|
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 |
10,549.20 |
10,384.30 |
164.90 |
1.6% |
85.96 |
0.8% |
94% |
True |
False |
|
10 |
10,549.20 |
10,255.30 |
293.90 |
2.8% |
79.54 |
0.8% |
96% |
True |
False |
|
20 |
10,549.20 |
9,859.57 |
689.63 |
6.5% |
85.64 |
0.8% |
98% |
True |
False |
|
40 |
10,549.20 |
9,585.50 |
963.70 |
9.1% |
89.08 |
0.8% |
99% |
True |
False |
|
60 |
10,549.20 |
9,497.72 |
1,051.48 |
10.0% |
88.38 |
0.8% |
99% |
True |
False |
|
80 |
10,549.20 |
9,230.47 |
1,318.73 |
12.5% |
93.66 |
0.9% |
99% |
True |
False |
|
100 |
10,549.20 |
9,218.82 |
1,330.38 |
12.6% |
94.04 |
0.9% |
99% |
True |
False |
|
120 |
10,549.20 |
8,997.11 |
1,552.09 |
14.7% |
98.29 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,758.73 |
2.618 |
10,678.27 |
1.618 |
10,628.97 |
1.000 |
10,598.50 |
0.618 |
10,579.67 |
HIGH |
10,549.20 |
0.618 |
10,530.37 |
0.500 |
10,524.55 |
0.382 |
10,518.73 |
LOW |
10,499.90 |
0.618 |
10,469.43 |
1.000 |
10,450.60 |
1.618 |
10,420.13 |
2.618 |
10,370.83 |
4.250 |
10,290.38 |
|
|
Fisher Pivots for day following 06-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,533.98 |
10,514.72 |
PP |
10,529.27 |
10,490.73 |
S1 |
10,524.55 |
10,466.75 |
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