Trading Metrics calculated at close of trading on 12-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2004 |
12-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,589.30 |
10,461.50 |
-127.80 |
-1.2% |
10,411.90 |
High |
10,589.30 |
10,491.60 |
-97.70 |
-0.9% |
10,592.60 |
Low |
10,448.70 |
10,444.20 |
-4.50 |
0.0% |
10,411.90 |
Close |
10,458.90 |
10,485.20 |
26.30 |
0.3% |
10,458.90 |
Range |
140.60 |
47.40 |
-93.20 |
-66.3% |
180.70 |
ATR |
87.83 |
84.94 |
-2.89 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,615.87 |
10,597.93 |
10,511.27 |
|
R3 |
10,568.47 |
10,550.53 |
10,498.24 |
|
R2 |
10,521.07 |
10,521.07 |
10,493.89 |
|
R1 |
10,503.13 |
10,503.13 |
10,489.55 |
10,512.10 |
PP |
10,473.67 |
10,473.67 |
10,473.67 |
10,478.15 |
S1 |
10,455.73 |
10,455.73 |
10,480.86 |
10,464.70 |
S2 |
10,426.27 |
10,426.27 |
10,476.51 |
|
S3 |
10,378.87 |
10,408.33 |
10,472.17 |
|
S4 |
10,331.47 |
10,360.93 |
10,459.13 |
|
|
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 |
10,444.20 |
148.40 |
1.4% |
74.60 |
0.7% |
28% |
False |
True |
|
10 |
10,592.60 |
10,321.40 |
271.20 |
2.6% |
88.21 |
0.8% |
60% |
False |
False |
|
20 |
10,592.60 |
9,976.79 |
615.81 |
5.9% |
82.91 |
0.8% |
83% |
False |
False |
|
40 |
10,592.60 |
9,585.50 |
1,007.10 |
9.6% |
88.06 |
0.8% |
89% |
False |
False |
|
60 |
10,592.60 |
9,497.72 |
1,094.88 |
10.4% |
88.28 |
0.8% |
90% |
False |
False |
|
80 |
10,592.60 |
9,230.47 |
1,362.13 |
13.0% |
93.44 |
0.9% |
92% |
False |
False |
|
100 |
10,592.60 |
9,230.47 |
1,362.13 |
13.0% |
93.64 |
0.9% |
92% |
False |
False |
|
120 |
10,592.60 |
8,997.11 |
1,595.49 |
15.2% |
96.98 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,693.05 |
2.618 |
10,615.69 |
1.618 |
10,568.29 |
1.000 |
10,539.00 |
0.618 |
10,520.89 |
HIGH |
10,491.60 |
0.618 |
10,473.49 |
0.500 |
10,467.90 |
0.382 |
10,462.31 |
LOW |
10,444.20 |
0.618 |
10,414.91 |
1.000 |
10,396.80 |
1.618 |
10,367.51 |
2.618 |
10,320.11 |
4.250 |
10,242.75 |
|
|
Fisher Pivots for day following 12-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,479.43 |
10,518.40 |
PP |
10,473.67 |
10,507.33 |
S1 |
10,467.90 |
10,496.27 |
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