Trading Metrics calculated at close of trading on 03-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2004 |
03-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,800.30 |
10,783.80 |
-16.50 |
-0.2% |
10,828.00 |
High |
10,832.50 |
10,867.40 |
34.90 |
0.3% |
10,868.10 |
Low |
10,781.00 |
10,710.10 |
-70.90 |
-0.7% |
10,773.90 |
Close |
10,783.00 |
10,729.40 |
-53.60 |
-0.5% |
10,783.00 |
Range |
51.50 |
157.30 |
105.80 |
205.4% |
94.20 |
ATR |
79.81 |
85.35 |
5.53 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,240.87 |
11,142.43 |
10,815.92 |
|
R3 |
11,083.57 |
10,985.13 |
10,772.66 |
|
R2 |
10,926.27 |
10,926.27 |
10,758.24 |
|
R1 |
10,827.83 |
10,827.83 |
10,743.82 |
10,798.40 |
PP |
10,768.97 |
10,768.97 |
10,768.97 |
10,754.25 |
S1 |
10,670.53 |
10,670.53 |
10,714.98 |
10,641.10 |
S2 |
10,611.67 |
10,611.67 |
10,700.56 |
|
S3 |
10,454.37 |
10,513.23 |
10,686.14 |
|
S4 |
10,297.07 |
10,355.93 |
10,642.89 |
|
|
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 |
10,867.40 |
10,710.10 |
157.30 |
1.5% |
80.50 |
0.8% |
12% |
True |
True |
|
10 |
10,868.10 |
10,652.10 |
216.00 |
2.0% |
81.98 |
0.8% |
36% |
False |
False |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
84.13 |
0.8% |
69% |
False |
False |
|
40 |
10,868.10 |
10,317.00 |
551.10 |
5.1% |
82.46 |
0.8% |
75% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
92.63 |
0.9% |
88% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
90.15 |
0.8% |
88% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
90.41 |
0.8% |
88% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
93.69 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,535.93 |
2.618 |
11,279.21 |
1.618 |
11,121.91 |
1.000 |
11,024.70 |
0.618 |
10,964.61 |
HIGH |
10,867.40 |
0.618 |
10,807.31 |
0.500 |
10,788.75 |
0.382 |
10,770.19 |
LOW |
10,710.10 |
0.618 |
10,612.89 |
1.000 |
10,552.80 |
1.618 |
10,455.59 |
2.618 |
10,298.29 |
4.250 |
10,041.58 |
|
|
Fisher Pivots for day following 03-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,788.75 |
10,788.75 |
PP |
10,768.97 |
10,768.97 |
S1 |
10,749.18 |
10,749.18 |
|