Trading Metrics calculated at close of trading on 23-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2004 |
23-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,752.30 |
10,815.00 |
62.70 |
0.6% |
10,543.40 |
High |
10,822.70 |
10,864.70 |
42.00 |
0.4% |
10,739.30 |
Low |
10,739.20 |
10,809.50 |
70.30 |
0.7% |
10,543.20 |
Close |
10,815.90 |
10,827.10 |
11.20 |
0.1% |
10,649.90 |
Range |
83.50 |
55.20 |
-28.30 |
-33.9% |
196.10 |
ATR |
88.42 |
86.05 |
-2.37 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,999.37 |
10,968.43 |
10,857.46 |
|
R3 |
10,944.17 |
10,913.23 |
10,842.28 |
|
R2 |
10,888.97 |
10,888.97 |
10,837.22 |
|
R1 |
10,858.03 |
10,858.03 |
10,832.16 |
10,873.50 |
PP |
10,833.77 |
10,833.77 |
10,833.77 |
10,841.50 |
S1 |
10,802.83 |
10,802.83 |
10,822.04 |
10,818.30 |
S2 |
10,778.57 |
10,778.57 |
10,816.98 |
|
S3 |
10,723.37 |
10,747.63 |
10,811.92 |
|
S4 |
10,668.17 |
10,692.43 |
10,796.74 |
|
|
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 |
10,864.70 |
10,641.90 |
222.80 |
2.1% |
84.54 |
0.8% |
83% |
True |
False |
|
10 |
10,864.70 |
10,522.70 |
342.00 |
3.2% |
78.39 |
0.7% |
89% |
True |
False |
|
20 |
10,864.70 |
10,417.10 |
447.60 |
4.1% |
87.47 |
0.8% |
92% |
True |
False |
|
40 |
10,864.70 |
9,952.48 |
912.22 |
8.4% |
87.65 |
0.8% |
96% |
True |
False |
|
60 |
10,864.70 |
9,708.40 |
1,156.30 |
10.7% |
93.74 |
0.9% |
97% |
True |
False |
|
80 |
10,864.70 |
9,708.40 |
1,156.30 |
10.7% |
90.53 |
0.8% |
97% |
True |
False |
|
100 |
10,864.70 |
9,708.40 |
1,156.30 |
10.7% |
92.71 |
0.9% |
97% |
True |
False |
|
120 |
10,864.70 |
9,708.40 |
1,156.30 |
10.7% |
93.46 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,099.30 |
2.618 |
11,009.21 |
1.618 |
10,954.01 |
1.000 |
10,919.90 |
0.618 |
10,898.81 |
HIGH |
10,864.70 |
0.618 |
10,843.61 |
0.500 |
10,837.10 |
0.382 |
10,830.59 |
LOW |
10,809.50 |
0.618 |
10,775.39 |
1.000 |
10,754.30 |
1.618 |
10,720.19 |
2.618 |
10,664.99 |
4.250 |
10,574.90 |
|
|
Fisher Pivots for day following 23-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,837.10 |
10,805.83 |
PP |
10,833.77 |
10,784.57 |
S1 |
10,830.43 |
10,763.30 |
|