Trading Metrics calculated at close of trading on 27-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2005 |
27-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,463.20 |
10,498.10 |
34.90 |
0.3% |
10,554.20 |
High |
10,532.00 |
10,498.10 |
-33.90 |
-0.3% |
10,628.90 |
Low |
10,463.20 |
10,429.90 |
-33.30 |
-0.3% |
10,390.90 |
Close |
10,498.60 |
10,467.40 |
-31.20 |
-0.3% |
10,393.00 |
Range |
68.80 |
68.20 |
-0.60 |
-0.9% |
238.00 |
ATR |
95.77 |
93.84 |
-1.93 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,669.73 |
10,636.77 |
10,504.91 |
|
R3 |
10,601.53 |
10,568.57 |
10,486.16 |
|
R2 |
10,533.33 |
10,533.33 |
10,479.90 |
|
R1 |
10,500.37 |
10,500.37 |
10,473.65 |
10,482.75 |
PP |
10,465.13 |
10,465.13 |
10,465.13 |
10,456.33 |
S1 |
10,432.17 |
10,432.17 |
10,461.15 |
10,414.55 |
S2 |
10,396.93 |
10,396.93 |
10,454.90 |
|
S3 |
10,328.73 |
10,363.97 |
10,448.65 |
|
S4 |
10,260.53 |
10,295.77 |
10,429.89 |
|
|
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 |
10,532.00 |
10,368.60 |
163.40 |
1.6% |
94.60 |
0.9% |
60% |
False |
False |
|
10 |
10,628.90 |
10,368.60 |
260.30 |
2.5% |
97.57 |
0.9% |
38% |
False |
False |
|
20 |
10,867.40 |
10,368.60 |
498.80 |
4.8% |
96.95 |
0.9% |
20% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
92.33 |
0.9% |
20% |
False |
False |
|
60 |
10,868.10 |
10,011.20 |
856.90 |
8.2% |
91.13 |
0.9% |
53% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
93.74 |
0.9% |
65% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.18 |
0.9% |
65% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.75 |
0.9% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,787.95 |
2.618 |
10,676.65 |
1.618 |
10,608.45 |
1.000 |
10,566.30 |
0.618 |
10,540.25 |
HIGH |
10,498.10 |
0.618 |
10,472.05 |
0.500 |
10,464.00 |
0.382 |
10,455.95 |
LOW |
10,429.90 |
0.618 |
10,387.75 |
1.000 |
10,361.70 |
1.618 |
10,319.55 |
2.618 |
10,251.35 |
4.250 |
10,140.05 |
|
|
Fisher Pivots for day following 27-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,466.27 |
10,461.83 |
PP |
10,465.13 |
10,456.27 |
S1 |
10,464.00 |
10,450.70 |
|