Trading Metrics calculated at close of trading on 21-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2005 |
21-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,538.90 |
10,472.00 |
-66.90 |
-0.6% |
10,554.20 |
High |
10,546.80 |
10,512.20 |
-34.60 |
-0.3% |
10,628.90 |
Low |
10,457.90 |
10,390.90 |
-67.00 |
-0.6% |
10,390.90 |
Close |
10,471.50 |
10,393.00 |
-78.50 |
-0.7% |
10,393.00 |
Range |
88.90 |
121.30 |
32.40 |
36.4% |
238.00 |
ATR |
93.97 |
95.93 |
1.95 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,795.93 |
10,715.77 |
10,459.72 |
|
R3 |
10,674.63 |
10,594.47 |
10,426.36 |
|
R2 |
10,553.33 |
10,553.33 |
10,415.24 |
|
R1 |
10,473.17 |
10,473.17 |
10,404.12 |
10,452.60 |
PP |
10,432.03 |
10,432.03 |
10,432.03 |
10,421.75 |
S1 |
10,351.87 |
10,351.87 |
10,381.88 |
10,331.30 |
S2 |
10,310.73 |
10,310.73 |
10,370.76 |
|
S3 |
10,189.43 |
10,230.57 |
10,359.64 |
|
S4 |
10,068.13 |
10,109.27 |
10,326.29 |
|
|
Weekly Pivots for week ending 21-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,184.93 |
11,026.97 |
10,523.90 |
|
R3 |
10,946.93 |
10,788.97 |
10,458.45 |
|
R2 |
10,708.93 |
10,708.93 |
10,436.63 |
|
R1 |
10,550.97 |
10,550.97 |
10,414.82 |
10,510.95 |
PP |
10,470.93 |
10,470.93 |
10,470.93 |
10,450.93 |
S1 |
10,312.97 |
10,312.97 |
10,371.18 |
10,272.95 |
S2 |
10,232.93 |
10,232.93 |
10,349.37 |
|
S3 |
9,994.93 |
10,074.97 |
10,327.55 |
|
S4 |
9,756.93 |
9,836.97 |
10,262.10 |
|
|
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 |
10,390.90 |
238.00 |
2.3% |
98.30 |
0.9% |
1% |
False |
True |
|
10 |
10,663.70 |
10,390.90 |
272.80 |
2.6% |
99.86 |
1.0% |
1% |
False |
True |
|
20 |
10,868.10 |
10,390.90 |
477.20 |
4.6% |
93.88 |
0.9% |
0% |
False |
True |
|
40 |
10,868.10 |
10,390.90 |
477.20 |
4.6% |
90.42 |
0.9% |
0% |
False |
True |
|
60 |
10,868.10 |
9,841.95 |
1,026.15 |
9.9% |
91.75 |
0.9% |
54% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.2% |
94.16 |
0.9% |
59% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.2% |
91.64 |
0.9% |
59% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.2% |
93.08 |
0.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,027.73 |
2.618 |
10,829.76 |
1.618 |
10,708.46 |
1.000 |
10,633.50 |
0.618 |
10,587.16 |
HIGH |
10,512.20 |
0.618 |
10,465.86 |
0.500 |
10,451.55 |
0.382 |
10,437.24 |
LOW |
10,390.90 |
0.618 |
10,315.94 |
1.000 |
10,269.60 |
1.618 |
10,194.64 |
2.618 |
10,073.34 |
4.250 |
9,875.38 |
|
|
Fisher Pivots for day following 21-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,451.55 |
10,508.60 |
PP |
10,432.03 |
10,470.07 |
S1 |
10,412.52 |
10,431.53 |
|