Trading Metrics calculated at close of trading on 25-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2005 |
25-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,393.60 |
10,369.40 |
-24.20 |
-0.2% |
10,554.20 |
High |
10,442.90 |
10,509.80 |
66.90 |
0.6% |
10,628.90 |
Low |
10,368.60 |
10,369.40 |
0.80 |
0.0% |
10,390.90 |
Close |
10,368.60 |
10,461.60 |
93.00 |
0.9% |
10,393.00 |
Range |
74.30 |
140.40 |
66.10 |
89.0% |
238.00 |
ATR |
94.38 |
97.73 |
3.34 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,868.13 |
10,805.27 |
10,538.82 |
|
R3 |
10,727.73 |
10,664.87 |
10,500.21 |
|
R2 |
10,587.33 |
10,587.33 |
10,487.34 |
|
R1 |
10,524.47 |
10,524.47 |
10,474.47 |
10,555.90 |
PP |
10,446.93 |
10,446.93 |
10,446.93 |
10,462.65 |
S1 |
10,384.07 |
10,384.07 |
10,448.73 |
10,415.50 |
S2 |
10,306.53 |
10,306.53 |
10,435.86 |
|
S3 |
10,166.13 |
10,243.67 |
10,422.99 |
|
S4 |
10,025.73 |
10,103.27 |
10,384.38 |
|
|
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 |
10,626.30 |
10,368.60 |
257.70 |
2.5% |
102.94 |
1.0% |
36% |
False |
False |
|
10 |
10,628.90 |
10,368.60 |
260.30 |
2.5% |
105.04 |
1.0% |
36% |
False |
False |
|
20 |
10,867.40 |
10,368.60 |
498.80 |
4.8% |
97.26 |
0.9% |
19% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
93.79 |
0.9% |
19% |
False |
False |
|
60 |
10,868.10 |
9,990.83 |
877.27 |
8.4% |
90.84 |
0.9% |
54% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
94.47 |
0.9% |
65% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.82 |
0.9% |
65% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
93.45 |
0.9% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,106.50 |
2.618 |
10,877.37 |
1.618 |
10,736.97 |
1.000 |
10,650.20 |
0.618 |
10,596.57 |
HIGH |
10,509.80 |
0.618 |
10,456.17 |
0.500 |
10,439.60 |
0.382 |
10,423.03 |
LOW |
10,369.40 |
0.618 |
10,282.63 |
1.000 |
10,229.00 |
1.618 |
10,142.23 |
2.618 |
10,001.83 |
4.250 |
9,772.70 |
|
|
Fisher Pivots for day following 25-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,454.27 |
10,454.53 |
PP |
10,446.93 |
10,447.47 |
S1 |
10,439.60 |
10,440.40 |
|