Trading Metrics calculated at close of trading on 07-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2004 |
07-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,543.90 |
10,535.50 |
-8.40 |
-0.1% |
10,321.40 |
High |
10,549.20 |
10,539.50 |
-9.70 |
-0.1% |
10,527.00 |
Low |
10,499.90 |
10,466.30 |
-33.60 |
-0.3% |
10,321.40 |
Close |
10,538.70 |
10,529.00 |
-9.70 |
-0.1% |
10,409.90 |
Range |
49.30 |
73.20 |
23.90 |
48.5% |
205.60 |
ATR |
85.98 |
85.06 |
-0.91 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 07-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,731.20 |
10,703.30 |
10,569.26 |
|
R3 |
10,658.00 |
10,630.10 |
10,549.13 |
|
R2 |
10,584.80 |
10,584.80 |
10,542.42 |
|
R1 |
10,556.90 |
10,556.90 |
10,535.71 |
10,534.25 |
PP |
10,511.60 |
10,511.60 |
10,511.60 |
10,500.28 |
S1 |
10,483.70 |
10,483.70 |
10,522.29 |
10,461.05 |
S2 |
10,438.40 |
10,438.40 |
10,515.58 |
|
S3 |
10,365.20 |
10,410.50 |
10,508.87 |
|
S4 |
10,292.00 |
10,337.30 |
10,488.74 |
|
|
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% |
90.56 |
0.9% |
88% |
False |
False |
|
10 |
10,549.20 |
10,296.20 |
253.00 |
2.4% |
78.59 |
0.7% |
92% |
False |
False |
|
20 |
10,549.20 |
9,882.38 |
666.82 |
6.3% |
83.77 |
0.8% |
97% |
False |
False |
|
40 |
10,549.20 |
9,585.50 |
963.70 |
9.2% |
88.29 |
0.8% |
98% |
False |
False |
|
60 |
10,549.20 |
9,497.72 |
1,051.48 |
10.0% |
88.68 |
0.8% |
98% |
False |
False |
|
80 |
10,549.20 |
9,230.47 |
1,318.73 |
12.5% |
93.23 |
0.9% |
98% |
False |
False |
|
100 |
10,549.20 |
9,230.47 |
1,318.73 |
12.5% |
93.61 |
0.9% |
98% |
False |
False |
|
120 |
10,549.20 |
8,997.11 |
1,552.09 |
14.7% |
98.10 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,850.60 |
2.618 |
10,731.14 |
1.618 |
10,657.94 |
1.000 |
10,612.70 |
0.618 |
10,584.74 |
HIGH |
10,539.50 |
0.618 |
10,511.54 |
0.500 |
10,502.90 |
0.382 |
10,494.26 |
LOW |
10,466.30 |
0.618 |
10,421.06 |
1.000 |
10,393.10 |
1.618 |
10,347.86 |
2.618 |
10,274.66 |
4.250 |
10,155.20 |
|
|
Fisher Pivots for day following 07-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,520.30 |
10,512.85 |
PP |
10,511.60 |
10,496.70 |
S1 |
10,502.90 |
10,480.55 |
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