Trading Metrics calculated at close of trading on 28-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2005 |
28-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,498.10 |
10,470.60 |
-27.50 |
-0.3% |
10,393.60 |
High |
10,498.10 |
10,488.40 |
-9.70 |
-0.1% |
10,532.00 |
Low |
10,429.90 |
10,386.60 |
-43.30 |
-0.4% |
10,368.60 |
Close |
10,467.40 |
10,427.20 |
-40.20 |
-0.4% |
10,427.20 |
Range |
68.20 |
101.80 |
33.60 |
49.3% |
163.40 |
ATR |
93.84 |
94.41 |
0.57 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,739.47 |
10,685.13 |
10,483.19 |
|
R3 |
10,637.67 |
10,583.33 |
10,455.20 |
|
R2 |
10,535.87 |
10,535.87 |
10,445.86 |
|
R1 |
10,481.53 |
10,481.53 |
10,436.53 |
10,457.80 |
PP |
10,434.07 |
10,434.07 |
10,434.07 |
10,422.20 |
S1 |
10,379.73 |
10,379.73 |
10,417.87 |
10,356.00 |
S2 |
10,332.27 |
10,332.27 |
10,408.54 |
|
S3 |
10,230.47 |
10,277.93 |
10,399.21 |
|
S4 |
10,128.67 |
10,176.13 |
10,371.21 |
|
|
Weekly Pivots for week ending 28-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,932.80 |
10,843.40 |
10,517.07 |
|
R3 |
10,769.40 |
10,680.00 |
10,472.14 |
|
R2 |
10,606.00 |
10,606.00 |
10,457.16 |
|
R1 |
10,516.60 |
10,516.60 |
10,442.18 |
10,561.30 |
PP |
10,442.60 |
10,442.60 |
10,442.60 |
10,464.95 |
S1 |
10,353.20 |
10,353.20 |
10,412.22 |
10,397.90 |
S2 |
10,279.20 |
10,279.20 |
10,397.24 |
|
S3 |
10,115.80 |
10,189.80 |
10,382.27 |
|
S4 |
9,952.40 |
10,026.40 |
10,337.33 |
|
|
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% |
90.70 |
0.9% |
36% |
False |
False |
|
10 |
10,628.90 |
10,368.60 |
260.30 |
2.5% |
94.50 |
0.9% |
23% |
False |
False |
|
20 |
10,867.40 |
10,368.60 |
498.80 |
4.8% |
99.51 |
1.0% |
12% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
90.77 |
0.9% |
12% |
False |
False |
|
60 |
10,868.10 |
10,037.40 |
830.70 |
8.0% |
90.80 |
0.9% |
47% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
94.22 |
0.9% |
62% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.17 |
0.9% |
62% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
92.20 |
0.9% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,921.05 |
2.618 |
10,754.91 |
1.618 |
10,653.11 |
1.000 |
10,590.20 |
0.618 |
10,551.31 |
HIGH |
10,488.40 |
0.618 |
10,449.51 |
0.500 |
10,437.50 |
0.382 |
10,425.49 |
LOW |
10,386.60 |
0.618 |
10,323.69 |
1.000 |
10,284.80 |
1.618 |
10,221.89 |
2.618 |
10,120.09 |
4.250 |
9,953.95 |
|
|
Fisher Pivots for day following 28-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,437.50 |
10,459.30 |
PP |
10,434.07 |
10,448.60 |
S1 |
10,430.63 |
10,437.90 |
|