Trading Metrics calculated at close of trading on 04-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2005 |
04-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,783.80 |
10,727.80 |
-56.00 |
-0.5% |
10,828.00 |
High |
10,867.40 |
10,769.60 |
-97.80 |
-0.9% |
10,868.10 |
Low |
10,710.10 |
10,605.20 |
-104.90 |
-1.0% |
10,773.90 |
Close |
10,729.40 |
10,630.80 |
-98.60 |
-0.9% |
10,783.00 |
Range |
157.30 |
164.40 |
7.10 |
4.5% |
94.20 |
ATR |
85.35 |
90.99 |
5.65 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,161.73 |
11,060.67 |
10,721.22 |
|
R3 |
10,997.33 |
10,896.27 |
10,676.01 |
|
R2 |
10,832.93 |
10,832.93 |
10,660.94 |
|
R1 |
10,731.87 |
10,731.87 |
10,645.87 |
10,700.20 |
PP |
10,668.53 |
10,668.53 |
10,668.53 |
10,652.70 |
S1 |
10,567.47 |
10,567.47 |
10,615.73 |
10,535.80 |
S2 |
10,504.13 |
10,504.13 |
10,600.66 |
|
S3 |
10,339.73 |
10,403.07 |
10,585.59 |
|
S4 |
10,175.33 |
10,238.67 |
10,540.38 |
|
|
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 |
10,605.20 |
262.20 |
2.5% |
96.36 |
0.9% |
10% |
False |
True |
|
10 |
10,868.10 |
10,605.20 |
262.90 |
2.5% |
90.10 |
0.8% |
10% |
False |
True |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
89.09 |
0.8% |
47% |
False |
False |
|
40 |
10,868.10 |
10,361.40 |
506.70 |
4.8% |
84.07 |
0.8% |
53% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
93.51 |
0.9% |
80% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.16 |
0.9% |
80% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.77 |
0.9% |
80% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
94.46 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,468.30 |
2.618 |
11,200.00 |
1.618 |
11,035.60 |
1.000 |
10,934.00 |
0.618 |
10,871.20 |
HIGH |
10,769.60 |
0.618 |
10,706.80 |
0.500 |
10,687.40 |
0.382 |
10,668.00 |
LOW |
10,605.20 |
0.618 |
10,503.60 |
1.000 |
10,440.80 |
1.618 |
10,339.20 |
2.618 |
10,174.80 |
4.250 |
9,906.50 |
|
|
Fisher Pivots for day following 04-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,687.40 |
10,736.30 |
PP |
10,668.53 |
10,701.13 |
S1 |
10,649.67 |
10,665.97 |
|