Trading Metrics calculated at close of trading on 08-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2004 |
08-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,535.50 |
10,530.10 |
-5.40 |
-0.1% |
10,321.40 |
High |
10,539.50 |
10,592.60 |
53.10 |
0.5% |
10,527.00 |
Low |
10,466.30 |
10,530.10 |
63.80 |
0.6% |
10,321.40 |
Close |
10,529.00 |
10,592.40 |
63.40 |
0.6% |
10,409.90 |
Range |
73.20 |
62.50 |
-10.70 |
-14.6% |
205.60 |
ATR |
85.06 |
83.53 |
-1.53 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 08-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,759.20 |
10,738.30 |
10,626.78 |
|
R3 |
10,696.70 |
10,675.80 |
10,609.59 |
|
R2 |
10,634.20 |
10,634.20 |
10,603.86 |
|
R1 |
10,613.30 |
10,613.30 |
10,598.13 |
10,623.75 |
PP |
10,571.70 |
10,571.70 |
10,571.70 |
10,576.93 |
S1 |
10,550.80 |
10,550.80 |
10,586.67 |
10,561.25 |
S2 |
10,509.20 |
10,509.20 |
10,580.94 |
|
S3 |
10,446.70 |
10,488.30 |
10,575.21 |
|
S4 |
10,384.20 |
10,425.80 |
10,558.03 |
|
|
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 |
10,592.60 |
10,384.30 |
208.30 |
2.0% |
91.98 |
0.9% |
100% |
True |
False |
|
10 |
10,592.60 |
10,304.80 |
287.80 |
2.7% |
76.87 |
0.7% |
100% |
True |
False |
|
20 |
10,592.60 |
9,882.38 |
710.22 |
6.7% |
82.59 |
0.8% |
100% |
True |
False |
|
40 |
10,592.60 |
9,585.50 |
1,007.10 |
9.5% |
87.67 |
0.8% |
100% |
True |
False |
|
60 |
10,592.60 |
9,497.72 |
1,094.88 |
10.3% |
87.92 |
0.8% |
100% |
True |
False |
|
80 |
10,592.60 |
9,230.47 |
1,362.13 |
12.9% |
93.33 |
0.9% |
100% |
True |
False |
|
100 |
10,592.60 |
9,230.47 |
1,362.13 |
12.9% |
93.68 |
0.9% |
100% |
True |
False |
|
120 |
10,592.60 |
8,997.11 |
1,595.49 |
15.1% |
97.49 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,858.23 |
2.618 |
10,756.23 |
1.618 |
10,693.73 |
1.000 |
10,655.10 |
0.618 |
10,631.23 |
HIGH |
10,592.60 |
0.618 |
10,568.73 |
0.500 |
10,561.35 |
0.382 |
10,553.98 |
LOW |
10,530.10 |
0.618 |
10,491.48 |
1.000 |
10,467.60 |
1.618 |
10,428.98 |
2.618 |
10,366.48 |
4.250 |
10,264.48 |
|
|
Fisher Pivots for day following 08-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,582.05 |
10,571.42 |
PP |
10,571.70 |
10,550.43 |
S1 |
10,561.35 |
10,529.45 |
|