Trading Metrics calculated at close of trading on 12-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2005 |
12-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,619.80 |
10,561.30 |
-58.50 |
-0.6% |
10,783.80 |
High |
10,619.80 |
10,622.90 |
3.10 |
0.0% |
10,867.40 |
Low |
10,531.50 |
10,499.50 |
-32.00 |
-0.3% |
10,571.70 |
Close |
10,556.20 |
10,617.80 |
61.60 |
0.6% |
10,604.00 |
Range |
88.30 |
123.40 |
35.10 |
39.8% |
295.70 |
ATR |
88.71 |
91.18 |
2.48 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,950.27 |
10,907.43 |
10,685.67 |
|
R3 |
10,826.87 |
10,784.03 |
10,651.74 |
|
R2 |
10,703.47 |
10,703.47 |
10,640.42 |
|
R1 |
10,660.63 |
10,660.63 |
10,629.11 |
10,682.05 |
PP |
10,580.07 |
10,580.07 |
10,580.07 |
10,590.78 |
S1 |
10,537.23 |
10,537.23 |
10,606.49 |
10,558.65 |
S2 |
10,456.67 |
10,456.67 |
10,595.18 |
|
S3 |
10,333.27 |
10,413.83 |
10,583.87 |
|
S4 |
10,209.87 |
10,290.43 |
10,549.93 |
|
|
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 |
10,667.60 |
10,499.50 |
168.10 |
1.6% |
90.58 |
0.9% |
70% |
False |
True |
|
10 |
10,867.40 |
10,499.50 |
367.90 |
3.5% |
96.32 |
0.9% |
32% |
False |
True |
|
20 |
10,868.10 |
10,499.50 |
368.60 |
3.5% |
87.80 |
0.8% |
32% |
False |
True |
|
40 |
10,868.10 |
10,417.10 |
451.00 |
4.2% |
87.83 |
0.8% |
45% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.32 |
0.9% |
78% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.90 |
0.9% |
78% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
89.76 |
0.8% |
78% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
93.09 |
0.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,147.35 |
2.618 |
10,945.96 |
1.618 |
10,822.56 |
1.000 |
10,746.30 |
0.618 |
10,699.16 |
HIGH |
10,622.90 |
0.618 |
10,575.76 |
0.500 |
10,561.20 |
0.382 |
10,546.64 |
LOW |
10,499.50 |
0.618 |
10,423.24 |
1.000 |
10,376.10 |
1.618 |
10,299.84 |
2.618 |
10,176.44 |
4.250 |
9,975.05 |
|
|
Fisher Pivots for day following 12-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,598.93 |
10,605.73 |
PP |
10,580.07 |
10,593.67 |
S1 |
10,561.20 |
10,581.60 |
|