Trading Metrics calculated at close of trading on 22-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2004 |
22-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,522.80 |
10,624.20 |
101.40 |
1.0% |
10,461.50 |
High |
10,643.50 |
10,660.90 |
17.40 |
0.2% |
10,600.70 |
Low |
10,491.00 |
10,607.40 |
116.40 |
1.1% |
10,367.40 |
Close |
10,623.60 |
10,623.20 |
-0.40 |
0.0% |
10,600.50 |
Range |
152.50 |
53.50 |
-99.00 |
-64.9% |
233.30 |
ATR |
95.47 |
92.47 |
-3.00 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,791.00 |
10,760.60 |
10,652.63 |
|
R3 |
10,737.50 |
10,707.10 |
10,637.91 |
|
R2 |
10,684.00 |
10,684.00 |
10,633.01 |
|
R1 |
10,653.60 |
10,653.60 |
10,628.10 |
10,642.05 |
PP |
10,630.50 |
10,630.50 |
10,630.50 |
10,624.73 |
S1 |
10,600.10 |
10,600.10 |
10,618.30 |
10,588.55 |
S2 |
10,577.00 |
10,577.00 |
10,613.39 |
|
S3 |
10,523.50 |
10,546.60 |
10,608.49 |
|
S4 |
10,470.00 |
10,493.10 |
10,593.78 |
|
|
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 |
10,660.90 |
10,477.20 |
183.70 |
1.7% |
95.44 |
0.9% |
79% |
True |
False |
|
10 |
10,660.90 |
10,367.40 |
293.50 |
2.8% |
99.00 |
0.9% |
87% |
True |
False |
|
20 |
10,660.90 |
10,296.20 |
364.70 |
3.4% |
88.80 |
0.8% |
90% |
True |
False |
|
40 |
10,660.90 |
9,629.87 |
1,031.03 |
9.7% |
87.79 |
0.8% |
96% |
True |
False |
|
60 |
10,660.90 |
9,584.54 |
1,076.36 |
10.1% |
89.56 |
0.8% |
96% |
True |
False |
|
80 |
10,660.90 |
9,230.47 |
1,430.43 |
13.5% |
93.28 |
0.9% |
97% |
True |
False |
|
100 |
10,660.90 |
9,230.47 |
1,430.43 |
13.5% |
94.39 |
0.9% |
97% |
True |
False |
|
120 |
10,660.90 |
8,997.11 |
1,663.79 |
15.7% |
95.64 |
0.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,888.28 |
2.618 |
10,800.96 |
1.618 |
10,747.46 |
1.000 |
10,714.40 |
0.618 |
10,693.96 |
HIGH |
10,660.90 |
0.618 |
10,640.46 |
0.500 |
10,634.15 |
0.382 |
10,627.84 |
LOW |
10,607.40 |
0.618 |
10,574.34 |
1.000 |
10,553.90 |
1.618 |
10,520.84 |
2.618 |
10,467.34 |
4.250 |
10,380.03 |
|
|
Fisher Pivots for day following 22-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,634.15 |
10,607.45 |
PP |
10,630.50 |
10,591.70 |
S1 |
10,626.85 |
10,575.95 |
|