Trading Metrics calculated at close of trading on 14-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2004 |
14-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,485.20 |
10,428.70 |
-56.50 |
-0.5% |
10,411.90 |
High |
10,509.90 |
10,548.50 |
38.60 |
0.4% |
10,592.60 |
Low |
10,367.40 |
10,428.70 |
61.30 |
0.6% |
10,411.90 |
Close |
10,427.20 |
10,538.40 |
111.20 |
1.1% |
10,458.90 |
Range |
142.50 |
119.80 |
-22.70 |
-15.9% |
180.70 |
ATR |
89.05 |
91.36 |
2.30 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,864.60 |
10,821.30 |
10,604.29 |
|
R3 |
10,744.80 |
10,701.50 |
10,571.35 |
|
R2 |
10,625.00 |
10,625.00 |
10,560.36 |
|
R1 |
10,581.70 |
10,581.70 |
10,549.38 |
10,603.35 |
PP |
10,505.20 |
10,505.20 |
10,505.20 |
10,516.03 |
S1 |
10,461.90 |
10,461.90 |
10,527.42 |
10,483.55 |
S2 |
10,385.40 |
10,385.40 |
10,516.44 |
|
S3 |
10,265.60 |
10,342.10 |
10,505.46 |
|
S4 |
10,145.80 |
10,222.30 |
10,472.51 |
|
|
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 |
2.1% |
102.56 |
1.0% |
76% |
False |
False |
|
10 |
10,592.60 |
10,367.40 |
225.20 |
2.1% |
96.56 |
0.9% |
76% |
False |
False |
|
20 |
10,592.60 |
10,023.30 |
569.30 |
5.4% |
86.36 |
0.8% |
90% |
False |
False |
|
40 |
10,592.60 |
9,585.50 |
1,007.10 |
9.6% |
89.22 |
0.8% |
95% |
False |
False |
|
60 |
10,592.60 |
9,497.72 |
1,094.88 |
10.4% |
89.20 |
0.8% |
95% |
False |
False |
|
80 |
10,592.60 |
9,230.47 |
1,362.13 |
12.9% |
94.21 |
0.9% |
96% |
False |
False |
|
100 |
10,592.60 |
9,230.47 |
1,362.13 |
12.9% |
94.78 |
0.9% |
96% |
False |
False |
|
120 |
10,592.60 |
8,997.11 |
1,595.49 |
15.1% |
96.86 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,057.65 |
2.618 |
10,862.14 |
1.618 |
10,742.34 |
1.000 |
10,668.30 |
0.618 |
10,622.54 |
HIGH |
10,548.50 |
0.618 |
10,502.74 |
0.500 |
10,488.60 |
0.382 |
10,474.46 |
LOW |
10,428.70 |
0.618 |
10,354.66 |
1.000 |
10,308.90 |
1.618 |
10,234.86 |
2.618 |
10,115.06 |
4.250 |
9,919.55 |
|
|
Fisher Pivots for day following 14-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,521.80 |
10,511.58 |
PP |
10,505.20 |
10,484.77 |
S1 |
10,488.60 |
10,457.95 |
|