Trading Metrics calculated at close of trading on 21-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2004 |
21-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,601.40 |
10,522.80 |
-78.60 |
-0.7% |
10,461.50 |
High |
10,617.00 |
10,643.50 |
26.50 |
0.2% |
10,600.70 |
Low |
10,519.50 |
10,491.00 |
-28.50 |
-0.3% |
10,367.40 |
Close |
10,528.70 |
10,623.60 |
94.90 |
0.9% |
10,600.50 |
Range |
97.50 |
152.50 |
55.00 |
56.4% |
233.30 |
ATR |
91.08 |
95.47 |
4.39 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,043.53 |
10,986.07 |
10,707.48 |
|
R3 |
10,891.03 |
10,833.57 |
10,665.54 |
|
R2 |
10,738.53 |
10,738.53 |
10,651.56 |
|
R1 |
10,681.07 |
10,681.07 |
10,637.58 |
10,709.80 |
PP |
10,586.03 |
10,586.03 |
10,586.03 |
10,600.40 |
S1 |
10,528.57 |
10,528.57 |
10,609.62 |
10,557.30 |
S2 |
10,433.53 |
10,433.53 |
10,595.64 |
|
S3 |
10,281.03 |
10,376.07 |
10,581.66 |
|
S4 |
10,128.53 |
10,223.57 |
10,539.73 |
|
|
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 |
10,643.50 |
10,428.70 |
214.80 |
2.0% |
108.70 |
1.0% |
91% |
True |
False |
|
10 |
10,643.50 |
10,367.40 |
276.10 |
2.6% |
100.97 |
1.0% |
93% |
True |
False |
|
20 |
10,643.50 |
10,255.30 |
388.20 |
3.7% |
90.26 |
0.8% |
95% |
True |
False |
|
40 |
10,643.50 |
9,585.50 |
1,058.00 |
10.0% |
88.07 |
0.8% |
98% |
True |
False |
|
60 |
10,643.50 |
9,497.72 |
1,145.78 |
10.8% |
90.39 |
0.9% |
98% |
True |
False |
|
80 |
10,643.50 |
9,230.47 |
1,413.03 |
13.3% |
93.29 |
0.9% |
99% |
True |
False |
|
100 |
10,643.50 |
9,230.47 |
1,413.03 |
13.3% |
95.16 |
0.9% |
99% |
True |
False |
|
120 |
10,643.50 |
8,997.11 |
1,646.39 |
15.5% |
96.54 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,291.63 |
2.618 |
11,042.75 |
1.618 |
10,890.25 |
1.000 |
10,796.00 |
0.618 |
10,737.75 |
HIGH |
10,643.50 |
0.618 |
10,585.25 |
0.500 |
10,567.25 |
0.382 |
10,549.26 |
LOW |
10,491.00 |
0.618 |
10,396.76 |
1.000 |
10,338.50 |
1.618 |
10,244.26 |
2.618 |
10,091.76 |
4.250 |
9,842.88 |
|
|
Fisher Pivots for day following 21-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,604.82 |
10,604.82 |
PP |
10,586.03 |
10,586.03 |
S1 |
10,567.25 |
10,567.25 |
|