Trading Metrics calculated at close of trading on 29-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2004 |
29-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,776.10 |
10,853.70 |
77.60 |
0.7% |
10,652.10 |
High |
10,859.00 |
10,853.70 |
-5.30 |
0.0% |
10,864.70 |
Low |
10,773.90 |
10,795.60 |
21.70 |
0.2% |
10,652.10 |
Close |
10,854.50 |
10,829.20 |
-25.30 |
-0.2% |
10,827.10 |
Range |
85.10 |
58.10 |
-27.00 |
-31.7% |
212.60 |
ATR |
86.37 |
84.41 |
-1.96 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,000.47 |
10,972.93 |
10,861.16 |
|
R3 |
10,942.37 |
10,914.83 |
10,845.18 |
|
R2 |
10,884.27 |
10,884.27 |
10,839.85 |
|
R1 |
10,856.73 |
10,856.73 |
10,834.53 |
10,841.45 |
PP |
10,826.17 |
10,826.17 |
10,826.17 |
10,818.53 |
S1 |
10,798.63 |
10,798.63 |
10,823.87 |
10,783.35 |
S2 |
10,768.07 |
10,768.07 |
10,818.55 |
|
S3 |
10,709.97 |
10,740.53 |
10,813.22 |
|
S4 |
10,651.87 |
10,682.43 |
10,797.25 |
|
|
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 |
10,739.20 |
128.90 |
1.2% |
74.78 |
0.7% |
70% |
False |
False |
|
10 |
10,868.10 |
10,636.50 |
231.60 |
2.1% |
79.28 |
0.7% |
83% |
False |
False |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
87.72 |
0.8% |
91% |
False |
False |
|
40 |
10,868.10 |
10,011.20 |
856.90 |
7.9% |
88.23 |
0.8% |
95% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
92.67 |
0.9% |
97% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.73 |
0.8% |
97% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.71 |
0.8% |
97% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
93.50 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,100.63 |
2.618 |
11,005.81 |
1.618 |
10,947.71 |
1.000 |
10,911.80 |
0.618 |
10,889.61 |
HIGH |
10,853.70 |
0.618 |
10,831.51 |
0.500 |
10,824.65 |
0.382 |
10,817.79 |
LOW |
10,795.60 |
0.618 |
10,759.69 |
1.000 |
10,737.50 |
1.618 |
10,701.59 |
2.618 |
10,643.49 |
4.250 |
10,548.68 |
|
|
Fisher Pivots for day following 29-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,827.68 |
10,826.47 |
PP |
10,826.17 |
10,823.73 |
S1 |
10,824.65 |
10,821.00 |
|