Trading Metrics calculated at close of trading on 26-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2005 |
26-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,369.40 |
10,463.20 |
93.80 |
0.9% |
10,554.20 |
High |
10,509.80 |
10,532.00 |
22.20 |
0.2% |
10,628.90 |
Low |
10,369.40 |
10,463.20 |
93.80 |
0.9% |
10,390.90 |
Close |
10,461.60 |
10,498.60 |
37.00 |
0.4% |
10,393.00 |
Range |
140.40 |
68.80 |
-71.60 |
-51.0% |
238.00 |
ATR |
97.73 |
95.77 |
-1.95 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,704.33 |
10,670.27 |
10,536.44 |
|
R3 |
10,635.53 |
10,601.47 |
10,517.52 |
|
R2 |
10,566.73 |
10,566.73 |
10,511.21 |
|
R1 |
10,532.67 |
10,532.67 |
10,504.91 |
10,549.70 |
PP |
10,497.93 |
10,497.93 |
10,497.93 |
10,506.45 |
S1 |
10,463.87 |
10,463.87 |
10,492.29 |
10,480.90 |
S2 |
10,429.13 |
10,429.13 |
10,485.99 |
|
S3 |
10,360.33 |
10,395.07 |
10,479.68 |
|
S4 |
10,291.53 |
10,326.27 |
10,460.76 |
|
|
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 |
10,546.80 |
10,368.60 |
178.20 |
1.7% |
98.74 |
0.9% |
73% |
False |
False |
|
10 |
10,628.90 |
10,368.60 |
260.30 |
2.5% |
103.09 |
1.0% |
50% |
False |
False |
|
20 |
10,867.40 |
10,368.60 |
498.80 |
4.8% |
96.44 |
0.9% |
26% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
92.01 |
0.9% |
26% |
False |
False |
|
60 |
10,868.10 |
10,010.20 |
857.90 |
8.2% |
91.10 |
0.9% |
57% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
93.87 |
0.9% |
68% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
91.11 |
0.9% |
68% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
92.58 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,824.40 |
2.618 |
10,712.12 |
1.618 |
10,643.32 |
1.000 |
10,600.80 |
0.618 |
10,574.52 |
HIGH |
10,532.00 |
0.618 |
10,505.72 |
0.500 |
10,497.60 |
0.382 |
10,489.48 |
LOW |
10,463.20 |
0.618 |
10,420.68 |
1.000 |
10,394.40 |
1.618 |
10,351.88 |
2.618 |
10,283.08 |
4.250 |
10,170.80 |
|
|
Fisher Pivots for day following 26-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,498.27 |
10,482.50 |
PP |
10,497.93 |
10,466.40 |
S1 |
10,497.60 |
10,450.30 |
|