Trading Metrics calculated at close of trading on 16-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2004 |
16-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,534.50 |
10,556.40 |
21.90 |
0.2% |
10,461.50 |
High |
10,592.70 |
10,600.70 |
8.00 |
0.1% |
10,600.70 |
Low |
10,477.20 |
10,542.50 |
65.30 |
0.6% |
10,367.40 |
Close |
10,553.90 |
10,600.50 |
46.60 |
0.4% |
10,600.50 |
Range |
115.50 |
58.20 |
-57.30 |
-49.6% |
233.30 |
ATR |
93.08 |
90.59 |
-2.49 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755.83 |
10,736.37 |
10,632.51 |
|
R3 |
10,697.63 |
10,678.17 |
10,616.51 |
|
R2 |
10,639.43 |
10,639.43 |
10,611.17 |
|
R1 |
10,619.97 |
10,619.97 |
10,605.84 |
10,629.70 |
PP |
10,581.23 |
10,581.23 |
10,581.23 |
10,586.10 |
S1 |
10,561.77 |
10,561.77 |
10,595.17 |
10,571.50 |
S2 |
10,523.03 |
10,523.03 |
10,589.83 |
|
S3 |
10,464.83 |
10,503.57 |
10,584.50 |
|
S4 |
10,406.63 |
10,445.37 |
10,568.49 |
|
|
Weekly Pivots for week ending 16-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,222.77 |
11,144.93 |
10,728.82 |
|
R3 |
10,989.47 |
10,911.63 |
10,664.66 |
|
R2 |
10,756.17 |
10,756.17 |
10,643.27 |
|
R1 |
10,678.33 |
10,678.33 |
10,621.89 |
10,717.25 |
PP |
10,522.87 |
10,522.87 |
10,522.87 |
10,542.33 |
S1 |
10,445.03 |
10,445.03 |
10,579.11 |
10,483.95 |
S2 |
10,289.57 |
10,289.57 |
10,557.73 |
|
S3 |
10,056.27 |
10,211.73 |
10,536.34 |
|
S4 |
9,822.97 |
9,978.43 |
10,472.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,600.70 |
10,367.40 |
233.30 |
2.2% |
96.68 |
0.9% |
100% |
True |
False |
|
10 |
10,600.70 |
10,367.40 |
233.30 |
2.2% |
94.12 |
0.9% |
100% |
True |
False |
|
20 |
10,600.70 |
10,137.30 |
463.40 |
4.4% |
86.75 |
0.8% |
100% |
True |
False |
|
40 |
10,600.70 |
9,585.50 |
1,015.20 |
9.6% |
86.97 |
0.8% |
100% |
True |
False |
|
60 |
10,600.70 |
9,497.72 |
1,102.98 |
10.4% |
90.10 |
0.8% |
100% |
True |
False |
|
80 |
10,600.70 |
9,230.47 |
1,370.23 |
12.9% |
93.73 |
0.9% |
100% |
True |
False |
|
100 |
10,600.70 |
9,230.47 |
1,370.23 |
12.9% |
94.27 |
0.9% |
100% |
True |
False |
|
120 |
10,600.70 |
8,997.11 |
1,603.59 |
15.1% |
96.07 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,848.05 |
2.618 |
10,753.07 |
1.618 |
10,694.87 |
1.000 |
10,658.90 |
0.618 |
10,636.67 |
HIGH |
10,600.70 |
0.618 |
10,578.47 |
0.500 |
10,571.60 |
0.382 |
10,564.73 |
LOW |
10,542.50 |
0.618 |
10,506.53 |
1.000 |
10,484.30 |
1.618 |
10,448.33 |
2.618 |
10,390.13 |
4.250 |
10,295.15 |
|
|
Fisher Pivots for day following 16-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,590.87 |
10,571.90 |
PP |
10,581.23 |
10,543.30 |
S1 |
10,571.60 |
10,514.70 |
|