Trading Metrics calculated at close of trading on 13-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2005 |
13-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,561.30 |
10,617.40 |
56.10 |
0.5% |
10,783.80 |
High |
10,622.90 |
10,618.20 |
-4.70 |
0.0% |
10,867.40 |
Low |
10,499.50 |
10,485.70 |
-13.80 |
-0.1% |
10,571.70 |
Close |
10,617.80 |
10,505.80 |
-112.00 |
-1.1% |
10,604.00 |
Range |
123.40 |
132.50 |
9.10 |
7.4% |
295.70 |
ATR |
91.18 |
94.13 |
2.95 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,934.07 |
10,852.43 |
10,578.68 |
|
R3 |
10,801.57 |
10,719.93 |
10,542.24 |
|
R2 |
10,669.07 |
10,669.07 |
10,530.09 |
|
R1 |
10,587.43 |
10,587.43 |
10,517.95 |
10,562.00 |
PP |
10,536.57 |
10,536.57 |
10,536.57 |
10,523.85 |
S1 |
10,454.93 |
10,454.93 |
10,493.65 |
10,429.50 |
S2 |
10,404.07 |
10,404.07 |
10,481.51 |
|
S3 |
10,271.57 |
10,322.43 |
10,469.36 |
|
S4 |
10,139.07 |
10,189.93 |
10,432.93 |
|
|
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 |
10,663.70 |
10,485.70 |
178.00 |
1.7% |
101.42 |
1.0% |
11% |
False |
True |
|
10 |
10,867.40 |
10,485.70 |
381.70 |
3.6% |
104.52 |
1.0% |
5% |
False |
True |
|
20 |
10,868.10 |
10,485.70 |
382.40 |
3.6% |
90.94 |
0.9% |
5% |
False |
True |
|
40 |
10,868.10 |
10,417.10 |
451.00 |
4.3% |
89.35 |
0.9% |
20% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
92.43 |
0.9% |
69% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
93.68 |
0.9% |
69% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
90.45 |
0.9% |
69% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
93.45 |
0.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,181.33 |
2.618 |
10,965.09 |
1.618 |
10,832.59 |
1.000 |
10,750.70 |
0.618 |
10,700.09 |
HIGH |
10,618.20 |
0.618 |
10,567.59 |
0.500 |
10,551.95 |
0.382 |
10,536.32 |
LOW |
10,485.70 |
0.618 |
10,403.82 |
1.000 |
10,353.20 |
1.618 |
10,271.32 |
2.618 |
10,138.82 |
4.250 |
9,922.58 |
|
|
Fisher Pivots for day following 13-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,551.95 |
10,554.30 |
PP |
10,536.57 |
10,538.13 |
S1 |
10,521.18 |
10,521.97 |
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