Trading Metrics calculated at close of trading on 20-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2004 |
20-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,556.40 |
10,601.40 |
45.00 |
0.4% |
10,461.50 |
High |
10,600.70 |
10,617.00 |
16.30 |
0.2% |
10,600.70 |
Low |
10,542.50 |
10,519.50 |
-23.00 |
-0.2% |
10,367.40 |
Close |
10,600.50 |
10,528.70 |
-71.80 |
-0.7% |
10,600.50 |
Range |
58.20 |
97.50 |
39.30 |
67.5% |
233.30 |
ATR |
90.59 |
91.08 |
0.49 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,847.57 |
10,785.63 |
10,582.33 |
|
R3 |
10,750.07 |
10,688.13 |
10,555.51 |
|
R2 |
10,652.57 |
10,652.57 |
10,546.58 |
|
R1 |
10,590.63 |
10,590.63 |
10,537.64 |
10,572.85 |
PP |
10,555.07 |
10,555.07 |
10,555.07 |
10,546.18 |
S1 |
10,493.13 |
10,493.13 |
10,519.76 |
10,475.35 |
S2 |
10,457.57 |
10,457.57 |
10,510.83 |
|
S3 |
10,360.07 |
10,395.63 |
10,501.89 |
|
S4 |
10,262.57 |
10,298.13 |
10,475.08 |
|
|
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 |
10,617.00 |
10,367.40 |
249.60 |
2.4% |
106.70 |
1.0% |
65% |
True |
False |
|
10 |
10,617.00 |
10,367.40 |
249.60 |
2.4% |
90.65 |
0.9% |
65% |
True |
False |
|
20 |
10,617.00 |
10,230.10 |
386.90 |
3.7% |
85.79 |
0.8% |
77% |
True |
False |
|
40 |
10,617.00 |
9,585.50 |
1,031.50 |
9.8% |
87.07 |
0.8% |
91% |
True |
False |
|
60 |
10,617.00 |
9,497.72 |
1,119.28 |
10.6% |
89.02 |
0.8% |
92% |
True |
False |
|
80 |
10,617.00 |
9,230.47 |
1,386.53 |
13.2% |
92.83 |
0.9% |
94% |
True |
False |
|
100 |
10,617.00 |
9,230.47 |
1,386.53 |
13.2% |
94.04 |
0.9% |
94% |
True |
False |
|
120 |
10,617.00 |
8,997.11 |
1,619.89 |
15.4% |
95.87 |
0.9% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,031.38 |
2.618 |
10,872.26 |
1.618 |
10,774.76 |
1.000 |
10,714.50 |
0.618 |
10,677.26 |
HIGH |
10,617.00 |
0.618 |
10,579.76 |
0.500 |
10,568.25 |
0.382 |
10,556.75 |
LOW |
10,519.50 |
0.618 |
10,459.25 |
1.000 |
10,422.00 |
1.618 |
10,361.75 |
2.618 |
10,264.25 |
4.250 |
10,105.13 |
|
|
Fisher Pivots for day following 20-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,568.25 |
10,547.10 |
PP |
10,555.07 |
10,540.97 |
S1 |
10,541.88 |
10,534.83 |
|