Trading Metrics calculated at close of trading on 31-Dec-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2004 |
31-Dec-2004 |
Change |
Change % |
Previous Week |
Open |
10,829.10 |
10,800.30 |
-28.80 |
-0.3% |
10,828.00 |
High |
10,850.20 |
10,832.50 |
-17.70 |
-0.2% |
10,868.10 |
Low |
10,799.70 |
10,781.00 |
-18.70 |
-0.2% |
10,773.90 |
Close |
10,800.30 |
10,783.00 |
-17.30 |
-0.2% |
10,783.00 |
Range |
50.50 |
51.50 |
1.00 |
2.0% |
94.20 |
ATR |
81.99 |
79.81 |
-2.18 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,953.33 |
10,919.67 |
10,811.33 |
|
R3 |
10,901.83 |
10,868.17 |
10,797.16 |
|
R2 |
10,850.33 |
10,850.33 |
10,792.44 |
|
R1 |
10,816.67 |
10,816.67 |
10,787.72 |
10,807.75 |
PP |
10,798.83 |
10,798.83 |
10,798.83 |
10,794.38 |
S1 |
10,765.17 |
10,765.17 |
10,778.28 |
10,756.25 |
S2 |
10,747.33 |
10,747.33 |
10,773.56 |
|
S3 |
10,695.83 |
10,713.67 |
10,768.84 |
|
S4 |
10,644.33 |
10,662.17 |
10,754.68 |
|
|
Weekly Pivots for week ending 31-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,090.93 |
11,031.17 |
10,834.81 |
|
R3 |
10,996.73 |
10,936.97 |
10,808.91 |
|
R2 |
10,902.53 |
10,902.53 |
10,800.27 |
|
R1 |
10,842.77 |
10,842.77 |
10,791.64 |
10,825.55 |
PP |
10,808.33 |
10,808.33 |
10,808.33 |
10,799.73 |
S1 |
10,748.57 |
10,748.57 |
10,774.37 |
10,731.35 |
S2 |
10,714.13 |
10,714.13 |
10,765.73 |
|
S3 |
10,619.93 |
10,654.37 |
10,757.10 |
|
S4 |
10,525.73 |
10,560.17 |
10,731.19 |
|
|
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% |
67.44 |
0.6% |
10% |
False |
False |
|
10 |
10,868.10 |
10,641.90 |
226.20 |
2.1% |
75.99 |
0.7% |
62% |
False |
False |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
80.38 |
0.7% |
81% |
False |
False |
|
40 |
10,868.10 |
10,128.00 |
740.10 |
6.9% |
83.28 |
0.8% |
89% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.95 |
0.9% |
93% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.03 |
0.8% |
93% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.96 |
0.8% |
93% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
93.34 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,051.38 |
2.618 |
10,967.33 |
1.618 |
10,915.83 |
1.000 |
10,884.00 |
0.618 |
10,864.33 |
HIGH |
10,832.50 |
0.618 |
10,812.83 |
0.500 |
10,806.75 |
0.382 |
10,800.67 |
LOW |
10,781.00 |
0.618 |
10,749.17 |
1.000 |
10,729.50 |
1.618 |
10,697.67 |
2.618 |
10,646.17 |
4.250 |
10,562.13 |
|
|
Fisher Pivots for day following 31-Dec-2004 |
Pivot |
1 day |
3 day |
R1 |
10,806.75 |
10,817.35 |
PP |
10,798.83 |
10,805.90 |
S1 |
10,790.92 |
10,794.45 |
|