Trading Metrics calculated at close of trading on 27-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2004 |
27-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,815.00 |
10,828.00 |
13.00 |
0.1% |
10,652.10 |
High |
10,864.70 |
10,868.10 |
3.40 |
0.0% |
10,864.70 |
Low |
10,809.50 |
10,776.10 |
-33.40 |
-0.3% |
10,652.10 |
Close |
10,827.10 |
10,776.10 |
-51.00 |
-0.5% |
10,827.10 |
Range |
55.20 |
92.00 |
36.80 |
66.7% |
212.60 |
ATR |
86.05 |
86.47 |
0.43 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,082.77 |
11,021.43 |
10,826.70 |
|
R3 |
10,990.77 |
10,929.43 |
10,801.40 |
|
R2 |
10,898.77 |
10,898.77 |
10,792.97 |
|
R1 |
10,837.43 |
10,837.43 |
10,784.53 |
10,822.10 |
PP |
10,806.77 |
10,806.77 |
10,806.77 |
10,799.10 |
S1 |
10,745.43 |
10,745.43 |
10,767.67 |
10,730.10 |
S2 |
10,714.77 |
10,714.77 |
10,759.23 |
|
S3 |
10,622.77 |
10,653.43 |
10,750.80 |
|
S4 |
10,530.77 |
10,561.43 |
10,725.50 |
|
|
Weekly Pivots for week ending 24-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,419.10 |
11,335.70 |
10,944.03 |
|
R3 |
11,206.50 |
11,123.10 |
10,885.57 |
|
R2 |
10,993.90 |
10,993.90 |
10,866.08 |
|
R1 |
10,910.50 |
10,910.50 |
10,846.59 |
10,952.20 |
PP |
10,781.30 |
10,781.30 |
10,781.30 |
10,802.15 |
S1 |
10,697.90 |
10,697.90 |
10,807.61 |
10,739.60 |
S2 |
10,568.70 |
10,568.70 |
10,788.12 |
|
S3 |
10,356.10 |
10,485.30 |
10,768.64 |
|
S4 |
10,143.50 |
10,272.70 |
10,710.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,868.10 |
10,652.10 |
216.00 |
2.0% |
83.46 |
0.8% |
57% |
True |
False |
|
10 |
10,868.10 |
10,543.20 |
324.90 |
3.0% |
82.30 |
0.8% |
72% |
True |
False |
|
20 |
10,868.10 |
10,417.10 |
451.00 |
4.2% |
90.33 |
0.8% |
80% |
True |
False |
|
40 |
10,868.10 |
9,990.83 |
877.27 |
8.1% |
87.64 |
0.8% |
90% |
True |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
93.54 |
0.9% |
92% |
True |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
90.46 |
0.8% |
92% |
True |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
92.69 |
0.9% |
92% |
True |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
93.67 |
0.9% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,259.10 |
2.618 |
11,108.96 |
1.618 |
11,016.96 |
1.000 |
10,960.10 |
0.618 |
10,924.96 |
HIGH |
10,868.10 |
0.618 |
10,832.96 |
0.500 |
10,822.10 |
0.382 |
10,811.24 |
LOW |
10,776.10 |
0.618 |
10,719.24 |
1.000 |
10,684.10 |
1.618 |
10,627.24 |
2.618 |
10,535.24 |
4.250 |
10,385.10 |
|
|
Fisher Pivots for day following 27-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,822.10 |
10,803.65 |
PP |
10,806.77 |
10,794.47 |
S1 |
10,791.43 |
10,785.28 |
|