Trading Metrics calculated at close of trading on 10-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2005 |
10-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,624.80 |
10,603.40 |
-21.40 |
-0.2% |
10,783.80 |
High |
10,653.30 |
10,663.70 |
10.40 |
0.1% |
10,867.40 |
Low |
10,571.70 |
10,582.40 |
10.70 |
0.1% |
10,571.70 |
Close |
10,604.00 |
10,621.00 |
17.00 |
0.2% |
10,604.00 |
Range |
81.60 |
81.30 |
-0.30 |
-0.4% |
295.70 |
ATR |
89.21 |
88.64 |
-0.56 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,866.27 |
10,824.93 |
10,665.72 |
|
R3 |
10,784.97 |
10,743.63 |
10,643.36 |
|
R2 |
10,703.67 |
10,703.67 |
10,635.91 |
|
R1 |
10,662.33 |
10,662.33 |
10,628.45 |
10,683.00 |
PP |
10,622.37 |
10,622.37 |
10,622.37 |
10,632.70 |
S1 |
10,581.03 |
10,581.03 |
10,613.55 |
10,601.70 |
S2 |
10,541.07 |
10,541.07 |
10,606.10 |
|
S3 |
10,459.77 |
10,499.73 |
10,598.64 |
|
S4 |
10,378.47 |
10,418.43 |
10,576.29 |
|
|
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 |
10,769.60 |
10,571.70 |
197.90 |
1.9% |
98.44 |
0.9% |
25% |
False |
False |
|
10 |
10,867.40 |
10,571.70 |
295.70 |
2.8% |
89.47 |
0.8% |
17% |
False |
False |
|
20 |
10,868.10 |
10,543.20 |
324.90 |
3.1% |
85.89 |
0.8% |
24% |
False |
False |
|
40 |
10,868.10 |
10,417.10 |
451.00 |
4.2% |
85.67 |
0.8% |
45% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.88 |
0.9% |
79% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.33 |
0.9% |
79% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
89.71 |
0.8% |
79% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
93.33 |
0.9% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,009.23 |
2.618 |
10,876.54 |
1.618 |
10,795.24 |
1.000 |
10,745.00 |
0.618 |
10,713.94 |
HIGH |
10,663.70 |
0.618 |
10,632.64 |
0.500 |
10,623.05 |
0.382 |
10,613.46 |
LOW |
10,582.40 |
0.618 |
10,532.16 |
1.000 |
10,501.10 |
1.618 |
10,450.86 |
2.618 |
10,369.56 |
4.250 |
10,236.88 |
|
|
Fisher Pivots for day following 10-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,623.05 |
10,620.55 |
PP |
10,622.37 |
10,620.10 |
S1 |
10,621.68 |
10,619.65 |
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