Trading Metrics calculated at close of trading on 19-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2003 |
19-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,141.40 |
10,249.50 |
108.10 |
1.1% |
10,046.50 |
High |
10,254.10 |
10,293.20 |
39.10 |
0.4% |
10,293.20 |
Low |
10,137.30 |
10,230.10 |
92.80 |
0.9% |
10,021.60 |
Close |
10,248.10 |
10,278.20 |
30.10 |
0.3% |
10,278.20 |
Range |
116.80 |
63.10 |
-53.70 |
-46.0% |
271.60 |
ATR |
92.57 |
90.46 |
-2.10 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,456.47 |
10,430.43 |
10,312.91 |
|
R3 |
10,393.37 |
10,367.33 |
10,295.55 |
|
R2 |
10,330.27 |
10,330.27 |
10,289.77 |
|
R1 |
10,304.23 |
10,304.23 |
10,283.98 |
10,317.25 |
PP |
10,267.17 |
10,267.17 |
10,267.17 |
10,273.68 |
S1 |
10,241.13 |
10,241.13 |
10,272.42 |
10,254.15 |
S2 |
10,204.07 |
10,204.07 |
10,266.63 |
|
S3 |
10,140.97 |
10,178.03 |
10,260.85 |
|
S4 |
10,077.87 |
10,114.93 |
10,243.50 |
|
|
Weekly Pivots for week ending 19-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012.47 |
10,916.93 |
10,427.58 |
|
R3 |
10,740.87 |
10,645.33 |
10,352.89 |
|
R2 |
10,469.27 |
10,469.27 |
10,327.99 |
|
R1 |
10,373.73 |
10,373.73 |
10,303.10 |
10,421.50 |
PP |
10,197.67 |
10,197.67 |
10,197.67 |
10,221.55 |
S1 |
10,102.13 |
10,102.13 |
10,253.30 |
10,149.90 |
S2 |
9,926.07 |
9,926.07 |
10,228.41 |
|
S3 |
9,654.47 |
9,830.53 |
10,203.51 |
|
S4 |
9,382.87 |
9,558.93 |
10,128.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,293.20 |
10,021.60 |
271.60 |
2.6% |
92.76 |
0.9% |
94% |
True |
False |
|
10 |
10,293.20 |
9,859.57 |
433.63 |
4.2% |
91.74 |
0.9% |
97% |
True |
False |
|
20 |
10,293.20 |
9,585.50 |
707.70 |
6.9% |
85.89 |
0.8% |
98% |
True |
False |
|
40 |
10,293.20 |
9,497.72 |
795.48 |
7.7% |
90.46 |
0.9% |
98% |
True |
False |
|
60 |
10,293.20 |
9,230.47 |
1,062.73 |
10.3% |
94.31 |
0.9% |
99% |
True |
False |
|
80 |
10,293.20 |
9,230.47 |
1,062.73 |
10.3% |
96.39 |
0.9% |
99% |
True |
False |
|
100 |
10,293.20 |
8,997.11 |
1,296.09 |
12.6% |
97.80 |
1.0% |
99% |
True |
False |
|
120 |
10,293.20 |
8,996.76 |
1,296.44 |
12.6% |
102.32 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,561.38 |
2.618 |
10,458.40 |
1.618 |
10,395.30 |
1.000 |
10,356.30 |
0.618 |
10,332.20 |
HIGH |
10,293.20 |
0.618 |
10,269.10 |
0.500 |
10,261.65 |
0.382 |
10,254.20 |
LOW |
10,230.10 |
0.618 |
10,191.10 |
1.000 |
10,167.00 |
1.618 |
10,128.00 |
2.618 |
10,064.90 |
4.250 |
9,961.93 |
|
|
Fisher Pivots for day following 19-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,272.68 |
10,250.13 |
PP |
10,267.17 |
10,222.07 |
S1 |
10,261.65 |
10,194.00 |
|