Trading Metrics calculated at close of trading on 14-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2005 |
14-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,617.40 |
10,506.70 |
-110.70 |
-1.0% |
10,603.40 |
High |
10,618.20 |
10,567.00 |
-51.20 |
-0.5% |
10,663.70 |
Low |
10,485.70 |
10,503.80 |
18.10 |
0.2% |
10,485.70 |
Close |
10,505.80 |
10,558.00 |
52.20 |
0.5% |
10,558.00 |
Range |
132.50 |
63.20 |
-69.30 |
-52.3% |
178.00 |
ATR |
94.13 |
91.93 |
-2.21 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,732.53 |
10,708.47 |
10,592.76 |
|
R3 |
10,669.33 |
10,645.27 |
10,575.38 |
|
R2 |
10,606.13 |
10,606.13 |
10,569.59 |
|
R1 |
10,582.07 |
10,582.07 |
10,563.79 |
10,594.10 |
PP |
10,542.93 |
10,542.93 |
10,542.93 |
10,548.95 |
S1 |
10,518.87 |
10,518.87 |
10,552.21 |
10,530.90 |
S2 |
10,479.73 |
10,479.73 |
10,546.41 |
|
S3 |
10,416.53 |
10,455.67 |
10,540.62 |
|
S4 |
10,353.33 |
10,392.47 |
10,523.24 |
|
|
Weekly Pivots for week ending 14-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,103.13 |
11,008.57 |
10,655.90 |
|
R3 |
10,925.13 |
10,830.57 |
10,606.95 |
|
R2 |
10,747.13 |
10,747.13 |
10,590.63 |
|
R1 |
10,652.57 |
10,652.57 |
10,574.32 |
10,610.85 |
PP |
10,569.13 |
10,569.13 |
10,569.13 |
10,548.28 |
S1 |
10,474.57 |
10,474.57 |
10,541.68 |
10,432.85 |
S2 |
10,391.13 |
10,391.13 |
10,525.37 |
|
S3 |
10,213.13 |
10,296.57 |
10,509.05 |
|
S4 |
10,035.13 |
10,118.57 |
10,460.10 |
|
|
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% |
97.74 |
0.9% |
41% |
False |
False |
|
10 |
10,867.40 |
10,485.70 |
381.70 |
3.6% |
105.69 |
1.0% |
19% |
False |
False |
|
20 |
10,868.10 |
10,485.70 |
382.40 |
3.6% |
90.84 |
0.9% |
19% |
False |
False |
|
40 |
10,868.10 |
10,417.10 |
451.00 |
4.3% |
87.90 |
0.8% |
31% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
91.96 |
0.9% |
73% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
92.64 |
0.9% |
73% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
90.24 |
0.9% |
73% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
92.81 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,835.60 |
2.618 |
10,732.46 |
1.618 |
10,669.26 |
1.000 |
10,630.20 |
0.618 |
10,606.06 |
HIGH |
10,567.00 |
0.618 |
10,542.86 |
0.500 |
10,535.40 |
0.382 |
10,527.94 |
LOW |
10,503.80 |
0.618 |
10,464.74 |
1.000 |
10,440.60 |
1.618 |
10,401.54 |
2.618 |
10,338.34 |
4.250 |
10,235.20 |
|
|
Fisher Pivots for day following 14-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,550.47 |
10,556.77 |
PP |
10,542.93 |
10,555.53 |
S1 |
10,535.40 |
10,554.30 |
|