Trading Metrics calculated at close of trading on 13-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2004 |
13-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,461.50 |
10,485.20 |
23.70 |
0.2% |
10,411.90 |
High |
10,491.60 |
10,509.90 |
18.30 |
0.2% |
10,592.60 |
Low |
10,444.20 |
10,367.40 |
-76.80 |
-0.7% |
10,411.90 |
Close |
10,485.20 |
10,427.20 |
-58.00 |
-0.6% |
10,458.90 |
Range |
47.40 |
142.50 |
95.10 |
200.6% |
180.70 |
ATR |
84.94 |
89.05 |
4.11 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,862.33 |
10,787.27 |
10,505.58 |
|
R3 |
10,719.83 |
10,644.77 |
10,466.39 |
|
R2 |
10,577.33 |
10,577.33 |
10,453.33 |
|
R1 |
10,502.27 |
10,502.27 |
10,440.26 |
10,468.55 |
PP |
10,434.83 |
10,434.83 |
10,434.83 |
10,417.98 |
S1 |
10,359.77 |
10,359.77 |
10,414.14 |
10,326.05 |
S2 |
10,292.33 |
10,292.33 |
10,401.08 |
|
S3 |
10,149.83 |
10,217.27 |
10,388.01 |
|
S4 |
10,007.33 |
10,074.77 |
10,348.83 |
|
|
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 |
10,367.40 |
225.20 |
2.2% |
93.24 |
0.9% |
27% |
False |
True |
|
10 |
10,592.60 |
10,367.40 |
225.20 |
2.2% |
89.60 |
0.9% |
27% |
False |
True |
|
20 |
10,592.60 |
10,021.60 |
571.00 |
5.5% |
86.27 |
0.8% |
71% |
False |
False |
|
40 |
10,592.60 |
9,585.50 |
1,007.10 |
9.7% |
90.10 |
0.9% |
84% |
False |
False |
|
60 |
10,592.60 |
9,497.72 |
1,094.88 |
10.5% |
89.11 |
0.9% |
85% |
False |
False |
|
80 |
10,592.60 |
9,230.47 |
1,362.13 |
13.1% |
93.66 |
0.9% |
88% |
False |
False |
|
100 |
10,592.60 |
9,230.47 |
1,362.13 |
13.1% |
94.47 |
0.9% |
88% |
False |
False |
|
120 |
10,592.60 |
8,997.11 |
1,595.49 |
15.3% |
97.32 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,115.53 |
2.618 |
10,882.97 |
1.618 |
10,740.47 |
1.000 |
10,652.40 |
0.618 |
10,597.97 |
HIGH |
10,509.90 |
0.618 |
10,455.47 |
0.500 |
10,438.65 |
0.382 |
10,421.84 |
LOW |
10,367.40 |
0.618 |
10,279.34 |
1.000 |
10,224.90 |
1.618 |
10,136.84 |
2.618 |
9,994.34 |
4.250 |
9,761.78 |
|
|
Fisher Pivots for day following 13-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,438.65 |
10,478.35 |
PP |
10,434.83 |
10,461.30 |
S1 |
10,431.02 |
10,444.25 |
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