Trading Metrics calculated at close of trading on 28-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2004 |
28-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,701.10 |
10,610.10 |
-91.00 |
-0.9% |
10,601.40 |
High |
10,701.80 |
10,658.40 |
-43.40 |
-0.4% |
10,660.90 |
Low |
10,609.90 |
10,437.80 |
-172.10 |
-1.6% |
10,491.00 |
Close |
10,609.90 |
10,468.40 |
-141.50 |
-1.3% |
10,568.30 |
Range |
91.90 |
220.60 |
128.70 |
140.0% |
169.90 |
ATR |
97.52 |
106.31 |
8.79 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,183.33 |
11,046.47 |
10,589.73 |
|
R3 |
10,962.73 |
10,825.87 |
10,529.07 |
|
R2 |
10,742.13 |
10,742.13 |
10,508.84 |
|
R1 |
10,605.27 |
10,605.27 |
10,488.62 |
10,563.40 |
PP |
10,521.53 |
10,521.53 |
10,521.53 |
10,500.60 |
S1 |
10,384.67 |
10,384.67 |
10,448.18 |
10,342.80 |
S2 |
10,300.93 |
10,300.93 |
10,427.96 |
|
S3 |
10,080.33 |
10,164.07 |
10,407.74 |
|
S4 |
9,859.73 |
9,943.47 |
10,347.07 |
|
|
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 |
10,437.80 |
267.40 |
2.6% |
125.78 |
1.2% |
11% |
False |
True |
|
10 |
10,705.20 |
10,428.70 |
276.50 |
2.6% |
117.24 |
1.1% |
14% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
103.42 |
1.0% |
30% |
False |
False |
|
40 |
10,705.20 |
9,785.35 |
919.85 |
8.8% |
94.18 |
0.9% |
74% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
93.04 |
0.9% |
79% |
False |
False |
|
80 |
10,705.20 |
9,492.54 |
1,212.66 |
11.6% |
93.86 |
0.9% |
80% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.1% |
96.46 |
0.9% |
84% |
False |
False |
|
120 |
10,705.20 |
9,031.14 |
1,674.06 |
16.0% |
95.88 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,595.95 |
2.618 |
11,235.93 |
1.618 |
11,015.33 |
1.000 |
10,879.00 |
0.618 |
10,794.73 |
HIGH |
10,658.40 |
0.618 |
10,574.13 |
0.500 |
10,548.10 |
0.382 |
10,522.07 |
LOW |
10,437.80 |
0.618 |
10,301.47 |
1.000 |
10,217.20 |
1.618 |
10,080.87 |
2.618 |
9,860.27 |
4.250 |
9,500.25 |
|
|
Fisher Pivots for day following 28-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,548.10 |
10,571.50 |
PP |
10,521.53 |
10,537.13 |
S1 |
10,494.97 |
10,502.77 |
|