Trading Metrics calculated at close of trading on 28-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2004 |
28-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,828.00 |
10,776.10 |
-51.90 |
-0.5% |
10,652.10 |
High |
10,868.10 |
10,859.00 |
-9.10 |
-0.1% |
10,864.70 |
Low |
10,776.10 |
10,773.90 |
-2.20 |
0.0% |
10,652.10 |
Close |
10,776.10 |
10,854.50 |
78.40 |
0.7% |
10,827.10 |
Range |
92.00 |
85.10 |
-6.90 |
-7.5% |
212.60 |
ATR |
86.47 |
86.37 |
-0.10 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,084.43 |
11,054.57 |
10,901.31 |
|
R3 |
10,999.33 |
10,969.47 |
10,877.90 |
|
R2 |
10,914.23 |
10,914.23 |
10,870.10 |
|
R1 |
10,884.37 |
10,884.37 |
10,862.30 |
10,899.30 |
PP |
10,829.13 |
10,829.13 |
10,829.13 |
10,836.60 |
S1 |
10,799.27 |
10,799.27 |
10,846.70 |
10,814.20 |
S2 |
10,744.03 |
10,744.03 |
10,838.90 |
|
S3 |
10,658.93 |
10,714.17 |
10,831.10 |
|
S4 |
10,573.83 |
10,629.07 |
10,807.70 |
|
|
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 |
10,661.90 |
206.20 |
1.9% |
83.84 |
0.8% |
93% |
False |
False |
|
10 |
10,868.10 |
10,621.00 |
247.10 |
2.3% |
80.88 |
0.7% |
94% |
False |
False |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.1% |
87.57 |
0.8% |
97% |
False |
False |
|
40 |
10,868.10 |
10,010.20 |
857.90 |
7.9% |
88.43 |
0.8% |
98% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
93.02 |
0.9% |
99% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.78 |
0.8% |
99% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
91.81 |
0.8% |
99% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
93.57 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,220.68 |
2.618 |
11,081.79 |
1.618 |
10,996.69 |
1.000 |
10,944.10 |
0.618 |
10,911.59 |
HIGH |
10,859.00 |
0.618 |
10,826.49 |
0.500 |
10,816.45 |
0.382 |
10,806.41 |
LOW |
10,773.90 |
0.618 |
10,721.31 |
1.000 |
10,688.80 |
1.618 |
10,636.21 |
2.618 |
10,551.11 |
4.250 |
10,412.23 |
|
|
Fisher Pivots for day following 28-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,841.82 |
10,843.33 |
PP |
10,829.13 |
10,832.17 |
S1 |
10,816.45 |
10,821.00 |
|