Trading Metrics calculated at close of trading on 09-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2004 |
09-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,530.10 |
10,589.30 |
59.20 |
0.6% |
10,411.90 |
High |
10,592.60 |
10,589.30 |
-3.30 |
0.0% |
10,592.60 |
Low |
10,530.10 |
10,448.70 |
-81.40 |
-0.8% |
10,411.90 |
Close |
10,592.40 |
10,458.90 |
-133.50 |
-1.3% |
10,458.90 |
Range |
62.50 |
140.60 |
78.10 |
125.0% |
180.70 |
ATR |
83.53 |
87.83 |
4.30 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,920.77 |
10,830.43 |
10,536.23 |
|
R3 |
10,780.17 |
10,689.83 |
10,497.57 |
|
R2 |
10,639.57 |
10,639.57 |
10,484.68 |
|
R1 |
10,549.23 |
10,549.23 |
10,471.79 |
10,524.10 |
PP |
10,498.97 |
10,498.97 |
10,498.97 |
10,486.40 |
S1 |
10,408.63 |
10,408.63 |
10,446.01 |
10,383.50 |
S2 |
10,358.37 |
10,358.37 |
10,433.12 |
|
S3 |
10,217.77 |
10,268.03 |
10,420.24 |
|
S4 |
10,077.17 |
10,127.43 |
10,381.57 |
|
|
Weekly Pivots for week ending 09-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,029.90 |
10,925.10 |
10,558.29 |
|
R3 |
10,849.20 |
10,744.40 |
10,508.59 |
|
R2 |
10,668.50 |
10,668.50 |
10,492.03 |
|
R1 |
10,563.70 |
10,563.70 |
10,475.46 |
10,616.10 |
PP |
10,487.80 |
10,487.80 |
10,487.80 |
10,514.00 |
S1 |
10,383.00 |
10,383.00 |
10,442.34 |
10,435.40 |
S2 |
10,307.10 |
10,307.10 |
10,425.77 |
|
S3 |
10,126.40 |
10,202.30 |
10,409.21 |
|
S4 |
9,945.70 |
10,021.60 |
10,359.52 |
|
|
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 |
10,411.90 |
180.70 |
1.7% |
91.56 |
0.9% |
26% |
False |
False |
|
10 |
10,592.60 |
10,304.80 |
287.80 |
2.8% |
87.29 |
0.8% |
54% |
False |
False |
|
20 |
10,592.60 |
9,920.97 |
671.63 |
6.4% |
85.82 |
0.8% |
80% |
False |
False |
|
40 |
10,592.60 |
9,585.50 |
1,007.10 |
9.6% |
90.13 |
0.9% |
87% |
False |
False |
|
60 |
10,592.60 |
9,497.72 |
1,094.88 |
10.5% |
88.92 |
0.9% |
88% |
False |
False |
|
80 |
10,592.60 |
9,230.47 |
1,362.13 |
13.0% |
93.56 |
0.9% |
90% |
False |
False |
|
100 |
10,592.60 |
9,230.47 |
1,362.13 |
13.0% |
94.10 |
0.9% |
90% |
False |
False |
|
120 |
10,592.60 |
8,997.11 |
1,595.49 |
15.3% |
97.73 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,186.85 |
2.618 |
10,957.39 |
1.618 |
10,816.79 |
1.000 |
10,729.90 |
0.618 |
10,676.19 |
HIGH |
10,589.30 |
0.618 |
10,535.59 |
0.500 |
10,519.00 |
0.382 |
10,502.41 |
LOW |
10,448.70 |
0.618 |
10,361.81 |
1.000 |
10,308.10 |
1.618 |
10,221.21 |
2.618 |
10,080.61 |
4.250 |
9,851.15 |
|
|
Fisher Pivots for day following 09-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,519.00 |
10,520.65 |
PP |
10,498.97 |
10,500.07 |
S1 |
10,478.93 |
10,479.48 |
|