Trading Metrics calculated at close of trading on 30-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2004 |
30-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,853.70 |
10,829.10 |
-24.60 |
-0.2% |
10,652.10 |
High |
10,853.70 |
10,850.20 |
-3.50 |
0.0% |
10,864.70 |
Low |
10,795.60 |
10,799.70 |
4.10 |
0.0% |
10,652.10 |
Close |
10,829.20 |
10,800.30 |
-28.90 |
-0.3% |
10,827.10 |
Range |
58.10 |
50.50 |
-7.60 |
-13.1% |
212.60 |
ATR |
84.41 |
81.99 |
-2.42 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,968.23 |
10,934.77 |
10,828.08 |
|
R3 |
10,917.73 |
10,884.27 |
10,814.19 |
|
R2 |
10,867.23 |
10,867.23 |
10,809.56 |
|
R1 |
10,833.77 |
10,833.77 |
10,804.93 |
10,825.25 |
PP |
10,816.73 |
10,816.73 |
10,816.73 |
10,812.48 |
S1 |
10,783.27 |
10,783.27 |
10,795.67 |
10,774.75 |
S2 |
10,766.23 |
10,766.23 |
10,791.04 |
|
S3 |
10,715.73 |
10,732.77 |
10,786.41 |
|
S4 |
10,665.23 |
10,682.27 |
10,772.53 |
|
|
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 |
10,773.90 |
94.20 |
0.9% |
68.18 |
0.6% |
28% |
False |
False |
|
10 |
10,868.10 |
10,641.90 |
226.20 |
2.1% |
77.36 |
0.7% |
70% |
False |
False |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
82.03 |
0.8% |
85% |
False |
False |
|
40 |
10,868.10 |
10,037.40 |
830.70 |
7.7% |
86.44 |
0.8% |
92% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
92.46 |
0.9% |
94% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.09 |
0.8% |
94% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.74 |
0.8% |
94% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
93.13 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,064.83 |
2.618 |
10,982.41 |
1.618 |
10,931.91 |
1.000 |
10,900.70 |
0.618 |
10,881.41 |
HIGH |
10,850.20 |
0.618 |
10,830.91 |
0.500 |
10,824.95 |
0.382 |
10,818.99 |
LOW |
10,799.70 |
0.618 |
10,768.49 |
1.000 |
10,749.20 |
1.618 |
10,717.99 |
2.618 |
10,667.49 |
4.250 |
10,585.08 |
|
|
Fisher Pivots for day following 30-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,824.95 |
10,816.45 |
PP |
10,816.73 |
10,811.07 |
S1 |
10,808.52 |
10,805.68 |
|