Trading Metrics calculated at close of trading on 19-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2005 |
19-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,554.20 |
10,626.00 |
71.80 |
0.7% |
10,603.40 |
High |
10,628.90 |
10,626.30 |
-2.60 |
0.0% |
10,663.70 |
Low |
10,500.60 |
10,536.50 |
35.90 |
0.3% |
10,485.70 |
Close |
10,628.80 |
10,540.00 |
-88.80 |
-0.8% |
10,558.00 |
Range |
128.30 |
89.80 |
-38.50 |
-30.0% |
178.00 |
ATR |
94.52 |
94.36 |
-0.16 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,837.00 |
10,778.30 |
10,589.39 |
|
R3 |
10,747.20 |
10,688.50 |
10,564.70 |
|
R2 |
10,657.40 |
10,657.40 |
10,556.46 |
|
R1 |
10,598.70 |
10,598.70 |
10,548.23 |
10,583.15 |
PP |
10,567.60 |
10,567.60 |
10,567.60 |
10,559.83 |
S1 |
10,508.90 |
10,508.90 |
10,531.77 |
10,493.35 |
S2 |
10,477.80 |
10,477.80 |
10,523.54 |
|
S3 |
10,388.00 |
10,419.10 |
10,515.31 |
|
S4 |
10,298.20 |
10,329.30 |
10,490.61 |
|
|
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 |
10,628.90 |
10,485.70 |
143.20 |
1.4% |
107.44 |
1.0% |
38% |
False |
False |
|
10 |
10,684.40 |
10,485.70 |
198.70 |
1.9% |
95.33 |
0.9% |
27% |
False |
False |
|
20 |
10,868.10 |
10,485.70 |
382.40 |
3.6% |
92.72 |
0.9% |
14% |
False |
False |
|
40 |
10,868.10 |
10,417.10 |
451.00 |
4.3% |
89.03 |
0.8% |
27% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
91.72 |
0.9% |
72% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
93.82 |
0.9% |
72% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
90.73 |
0.9% |
72% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
92.70 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,007.95 |
2.618 |
10,861.40 |
1.618 |
10,771.60 |
1.000 |
10,716.10 |
0.618 |
10,681.80 |
HIGH |
10,626.30 |
0.618 |
10,592.00 |
0.500 |
10,581.40 |
0.382 |
10,570.80 |
LOW |
10,536.50 |
0.618 |
10,481.00 |
1.000 |
10,446.70 |
1.618 |
10,391.20 |
2.618 |
10,301.40 |
4.250 |
10,154.85 |
|
|
Fisher Pivots for day following 19-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,581.40 |
10,564.75 |
PP |
10,567.60 |
10,556.50 |
S1 |
10,553.80 |
10,548.25 |
|