Trading Metrics calculated at close of trading on 26-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2004 |
26-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,625.30 |
10,568.00 |
-57.30 |
-0.5% |
10,601.40 |
High |
10,643.50 |
10,705.20 |
61.70 |
0.6% |
10,660.90 |
Low |
10,523.90 |
10,561.90 |
38.00 |
0.4% |
10,491.00 |
Close |
10,568.30 |
10,702.50 |
134.20 |
1.3% |
10,568.30 |
Range |
119.60 |
143.30 |
23.70 |
19.8% |
169.90 |
ATR |
94.41 |
97.90 |
3.49 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,086.43 |
11,037.77 |
10,781.32 |
|
R3 |
10,943.13 |
10,894.47 |
10,741.91 |
|
R2 |
10,799.83 |
10,799.83 |
10,728.77 |
|
R1 |
10,751.17 |
10,751.17 |
10,715.64 |
10,775.50 |
PP |
10,656.53 |
10,656.53 |
10,656.53 |
10,668.70 |
S1 |
10,607.87 |
10,607.87 |
10,689.36 |
10,632.20 |
S2 |
10,513.23 |
10,513.23 |
10,676.23 |
|
S3 |
10,369.93 |
10,464.57 |
10,663.09 |
|
S4 |
10,226.63 |
10,321.27 |
10,623.69 |
|
|
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 |
10,705.20 |
10,491.00 |
214.20 |
2.0% |
113.28 |
1.1% |
99% |
True |
False |
|
10 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
104.98 |
1.0% |
99% |
True |
False |
|
20 |
10,705.20 |
10,304.80 |
400.40 |
3.7% |
96.14 |
0.9% |
99% |
True |
False |
|
40 |
10,705.20 |
9,706.01 |
999.19 |
9.3% |
89.59 |
0.8% |
100% |
True |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.5% |
90.29 |
0.8% |
100% |
True |
False |
|
80 |
10,705.20 |
9,276.80 |
1,428.40 |
13.3% |
93.45 |
0.9% |
100% |
True |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
13.8% |
94.84 |
0.9% |
100% |
True |
False |
|
120 |
10,705.20 |
8,997.11 |
1,708.09 |
16.0% |
95.69 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,314.23 |
2.618 |
11,080.36 |
1.618 |
10,937.06 |
1.000 |
10,848.50 |
0.618 |
10,793.76 |
HIGH |
10,705.20 |
0.618 |
10,650.46 |
0.500 |
10,633.55 |
0.382 |
10,616.64 |
LOW |
10,561.90 |
0.618 |
10,473.34 |
1.000 |
10,418.60 |
1.618 |
10,330.04 |
2.618 |
10,186.74 |
4.250 |
9,952.88 |
|
|
Fisher Pivots for day following 26-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,679.52 |
10,673.18 |
PP |
10,656.53 |
10,643.87 |
S1 |
10,633.55 |
10,614.55 |
|