Trading Metrics calculated at close of trading on 24-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2005 |
24-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,472.00 |
10,393.60 |
-78.40 |
-0.7% |
10,554.20 |
High |
10,512.20 |
10,442.90 |
-69.30 |
-0.7% |
10,628.90 |
Low |
10,390.90 |
10,368.60 |
-22.30 |
-0.2% |
10,390.90 |
Close |
10,393.00 |
10,368.60 |
-24.40 |
-0.2% |
10,393.00 |
Range |
121.30 |
74.30 |
-47.00 |
-38.7% |
238.00 |
ATR |
95.93 |
94.38 |
-1.54 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,616.27 |
10,566.73 |
10,409.47 |
|
R3 |
10,541.97 |
10,492.43 |
10,389.03 |
|
R2 |
10,467.67 |
10,467.67 |
10,382.22 |
|
R1 |
10,418.13 |
10,418.13 |
10,375.41 |
10,405.75 |
PP |
10,393.37 |
10,393.37 |
10,393.37 |
10,387.18 |
S1 |
10,343.83 |
10,343.83 |
10,361.79 |
10,331.45 |
S2 |
10,319.07 |
10,319.07 |
10,354.98 |
|
S3 |
10,244.77 |
10,269.53 |
10,348.17 |
|
S4 |
10,170.47 |
10,195.23 |
10,327.74 |
|
|
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 |
10,368.60 |
260.30 |
2.5% |
100.52 |
1.0% |
0% |
False |
True |
|
10 |
10,663.70 |
10,368.60 |
295.10 |
2.8% |
99.13 |
1.0% |
0% |
False |
True |
|
20 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
94.84 |
0.9% |
0% |
False |
True |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
91.15 |
0.9% |
0% |
False |
True |
|
60 |
10,868.10 |
9,952.48 |
915.62 |
8.8% |
90.04 |
0.9% |
45% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.2% |
94.02 |
0.9% |
57% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.2% |
91.39 |
0.9% |
57% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.2% |
93.07 |
0.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,758.68 |
2.618 |
10,637.42 |
1.618 |
10,563.12 |
1.000 |
10,517.20 |
0.618 |
10,488.82 |
HIGH |
10,442.90 |
0.618 |
10,414.52 |
0.500 |
10,405.75 |
0.382 |
10,396.98 |
LOW |
10,368.60 |
0.618 |
10,322.68 |
1.000 |
10,294.30 |
1.618 |
10,248.38 |
2.618 |
10,174.08 |
4.250 |
10,052.83 |
|
|
Fisher Pivots for day following 24-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,405.75 |
10,457.70 |
PP |
10,393.37 |
10,428.00 |
S1 |
10,380.98 |
10,398.30 |
|