Trading Metrics calculated at close of trading on 22-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2004 |
22-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,661.90 |
10,752.30 |
90.40 |
0.8% |
10,543.40 |
High |
10,765.30 |
10,822.70 |
57.40 |
0.5% |
10,739.30 |
Low |
10,661.90 |
10,739.20 |
77.30 |
0.7% |
10,543.20 |
Close |
10,759.40 |
10,815.90 |
56.50 |
0.5% |
10,649.90 |
Range |
103.40 |
83.50 |
-19.90 |
-19.2% |
196.10 |
ATR |
88.80 |
88.42 |
-0.38 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,043.10 |
11,013.00 |
10,861.83 |
|
R3 |
10,959.60 |
10,929.50 |
10,838.86 |
|
R2 |
10,876.10 |
10,876.10 |
10,831.21 |
|
R1 |
10,846.00 |
10,846.00 |
10,823.55 |
10,861.05 |
PP |
10,792.60 |
10,792.60 |
10,792.60 |
10,800.13 |
S1 |
10,762.50 |
10,762.50 |
10,808.25 |
10,777.55 |
S2 |
10,709.10 |
10,709.10 |
10,800.59 |
|
S3 |
10,625.60 |
10,679.00 |
10,792.94 |
|
S4 |
10,542.10 |
10,595.50 |
10,769.98 |
|
|
Weekly Pivots for week ending 17-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,232.43 |
11,137.27 |
10,757.76 |
|
R3 |
11,036.33 |
10,941.17 |
10,703.83 |
|
R2 |
10,840.23 |
10,840.23 |
10,685.85 |
|
R1 |
10,745.07 |
10,745.07 |
10,667.88 |
10,792.65 |
PP |
10,644.13 |
10,644.13 |
10,644.13 |
10,667.93 |
S1 |
10,548.97 |
10,548.97 |
10,631.92 |
10,596.55 |
S2 |
10,448.03 |
10,448.03 |
10,613.95 |
|
S3 |
10,251.93 |
10,352.87 |
10,595.97 |
|
S4 |
10,055.83 |
10,156.77 |
10,542.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,822.70 |
10,641.90 |
180.80 |
1.7% |
86.54 |
0.8% |
96% |
True |
False |
|
10 |
10,822.70 |
10,418.60 |
404.10 |
3.7% |
87.26 |
0.8% |
98% |
True |
False |
|
20 |
10,822.70 |
10,417.10 |
405.60 |
3.8% |
86.96 |
0.8% |
98% |
True |
False |
|
40 |
10,822.70 |
9,841.95 |
980.75 |
9.1% |
90.68 |
0.8% |
99% |
True |
False |
|
60 |
10,822.70 |
9,708.40 |
1,114.30 |
10.3% |
94.25 |
0.9% |
99% |
True |
False |
|
80 |
10,822.70 |
9,708.40 |
1,114.30 |
10.3% |
91.08 |
0.8% |
99% |
True |
False |
|
100 |
10,822.70 |
9,708.40 |
1,114.30 |
10.3% |
92.91 |
0.9% |
99% |
True |
False |
|
120 |
10,822.70 |
9,708.40 |
1,114.30 |
10.3% |
93.74 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,177.58 |
2.618 |
11,041.30 |
1.618 |
10,957.80 |
1.000 |
10,906.20 |
0.618 |
10,874.30 |
HIGH |
10,822.70 |
0.618 |
10,790.80 |
0.500 |
10,780.95 |
0.382 |
10,771.10 |
LOW |
10,739.20 |
0.618 |
10,687.60 |
1.000 |
10,655.70 |
1.618 |
10,604.10 |
2.618 |
10,520.60 |
4.250 |
10,384.33 |
|
|
Fisher Pivots for day following 22-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,804.25 |
10,789.73 |
PP |
10,792.60 |
10,763.57 |
S1 |
10,780.95 |
10,737.40 |
|