Trading Metrics calculated at close of trading on 07-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2005 |
07-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,593.20 |
10,624.80 |
31.60 |
0.3% |
10,783.80 |
High |
10,667.60 |
10,653.30 |
-14.30 |
-0.1% |
10,867.40 |
Low |
10,589.30 |
10,571.70 |
-17.60 |
-0.2% |
10,571.70 |
Close |
10,622.90 |
10,604.00 |
-18.90 |
-0.2% |
10,604.00 |
Range |
78.30 |
81.60 |
3.30 |
4.2% |
295.70 |
ATR |
89.79 |
89.21 |
-0.59 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 07-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,854.47 |
10,810.83 |
10,648.88 |
|
R3 |
10,772.87 |
10,729.23 |
10,626.44 |
|
R2 |
10,691.27 |
10,691.27 |
10,618.96 |
|
R1 |
10,647.63 |
10,647.63 |
10,611.48 |
10,628.65 |
PP |
10,609.67 |
10,609.67 |
10,609.67 |
10,600.18 |
S1 |
10,566.03 |
10,566.03 |
10,596.52 |
10,547.05 |
S2 |
10,528.07 |
10,528.07 |
10,589.04 |
|
S3 |
10,446.47 |
10,484.43 |
10,581.56 |
|
S4 |
10,364.87 |
10,402.83 |
10,559.12 |
|
|
Weekly Pivots for week ending 07-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,568.13 |
11,381.77 |
10,766.64 |
|
R3 |
11,272.43 |
11,086.07 |
10,685.32 |
|
R2 |
10,976.73 |
10,976.73 |
10,658.21 |
|
R1 |
10,790.37 |
10,790.37 |
10,631.11 |
10,735.70 |
PP |
10,681.03 |
10,681.03 |
10,681.03 |
10,653.70 |
S1 |
10,494.67 |
10,494.67 |
10,576.89 |
10,440.00 |
S2 |
10,385.33 |
10,385.33 |
10,549.79 |
|
S3 |
10,089.63 |
10,198.97 |
10,522.68 |
|
S4 |
9,793.93 |
9,903.27 |
10,441.37 |
|
|
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 |
10,571.70 |
295.70 |
2.8% |
113.64 |
1.1% |
11% |
False |
True |
|
10 |
10,868.10 |
10,571.70 |
296.40 |
2.8% |
90.54 |
0.9% |
11% |
False |
True |
|
20 |
10,868.10 |
10,522.70 |
345.40 |
3.3% |
84.47 |
0.8% |
24% |
False |
False |
|
40 |
10,868.10 |
10,387.00 |
481.10 |
4.5% |
86.13 |
0.8% |
45% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.67 |
0.9% |
77% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.98 |
0.9% |
77% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.39 |
0.9% |
77% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
94.25 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,000.10 |
2.618 |
10,866.93 |
1.618 |
10,785.33 |
1.000 |
10,734.90 |
0.618 |
10,703.73 |
HIGH |
10,653.30 |
0.618 |
10,622.13 |
0.500 |
10,612.50 |
0.382 |
10,602.87 |
LOW |
10,571.70 |
0.618 |
10,521.27 |
1.000 |
10,490.10 |
1.618 |
10,439.67 |
2.618 |
10,358.07 |
4.250 |
10,224.90 |
|
|
Fisher Pivots for day following 07-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,612.50 |
10,628.05 |
PP |
10,609.67 |
10,620.03 |
S1 |
10,606.83 |
10,612.02 |
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