Trading Metrics calculated at close of trading on 23-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2004 |
23-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,624.20 |
10,625.30 |
1.10 |
0.0% |
10,601.40 |
High |
10,660.90 |
10,643.50 |
-17.40 |
-0.2% |
10,660.90 |
Low |
10,607.40 |
10,523.90 |
-83.50 |
-0.8% |
10,491.00 |
Close |
10,623.20 |
10,568.30 |
-54.90 |
-0.5% |
10,568.30 |
Range |
53.50 |
119.60 |
66.10 |
123.6% |
169.90 |
ATR |
92.47 |
94.41 |
1.94 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,937.37 |
10,872.43 |
10,634.08 |
|
R3 |
10,817.77 |
10,752.83 |
10,601.19 |
|
R2 |
10,698.17 |
10,698.17 |
10,590.23 |
|
R1 |
10,633.23 |
10,633.23 |
10,579.26 |
10,605.90 |
PP |
10,578.57 |
10,578.57 |
10,578.57 |
10,564.90 |
S1 |
10,513.63 |
10,513.63 |
10,557.34 |
10,486.30 |
S2 |
10,458.97 |
10,458.97 |
10,546.37 |
|
S3 |
10,339.37 |
10,394.03 |
10,535.41 |
|
S4 |
10,219.77 |
10,274.43 |
10,502.52 |
|
|
Weekly Pivots for week ending 23-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,083.10 |
10,995.60 |
10,661.75 |
|
R3 |
10,913.20 |
10,825.70 |
10,615.02 |
|
R2 |
10,743.30 |
10,743.30 |
10,599.45 |
|
R1 |
10,655.80 |
10,655.80 |
10,583.87 |
10,614.60 |
PP |
10,573.40 |
10,573.40 |
10,573.40 |
10,552.80 |
S1 |
10,485.90 |
10,485.90 |
10,552.73 |
10,444.70 |
S2 |
10,403.50 |
10,403.50 |
10,537.15 |
|
S3 |
10,233.60 |
10,316.00 |
10,521.58 |
|
S4 |
10,063.70 |
10,146.10 |
10,474.86 |
|
|
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 |
10,491.00 |
169.90 |
1.6% |
96.26 |
0.9% |
45% |
False |
False |
|
10 |
10,660.90 |
10,367.40 |
293.50 |
2.8% |
104.71 |
1.0% |
68% |
False |
False |
|
20 |
10,660.90 |
10,304.80 |
356.10 |
3.4% |
90.79 |
0.9% |
74% |
False |
False |
|
40 |
10,660.90 |
9,706.01 |
954.89 |
9.0% |
87.79 |
0.8% |
90% |
False |
False |
|
60 |
10,660.90 |
9,585.50 |
1,075.40 |
10.2% |
90.24 |
0.9% |
91% |
False |
False |
|
80 |
10,660.90 |
9,230.47 |
1,430.43 |
13.5% |
93.50 |
0.9% |
94% |
False |
False |
|
100 |
10,660.90 |
9,230.47 |
1,430.43 |
13.5% |
94.87 |
0.9% |
94% |
False |
False |
|
120 |
10,660.90 |
8,997.11 |
1,663.79 |
15.7% |
95.84 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,151.80 |
2.618 |
10,956.61 |
1.618 |
10,837.01 |
1.000 |
10,763.10 |
0.618 |
10,717.41 |
HIGH |
10,643.50 |
0.618 |
10,597.81 |
0.500 |
10,583.70 |
0.382 |
10,569.59 |
LOW |
10,523.90 |
0.618 |
10,449.99 |
1.000 |
10,404.30 |
1.618 |
10,330.39 |
2.618 |
10,210.79 |
4.250 |
10,015.60 |
|
|
Fisher Pivots for day following 23-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,583.70 |
10,575.95 |
PP |
10,578.57 |
10,573.40 |
S1 |
10,573.43 |
10,570.85 |
|