Trading Metrics calculated at close of trading on 30-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2003 |
30-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,321.40 |
10,449.70 |
128.30 |
1.2% |
10,276.50 |
High |
10,450.00 |
10,456.10 |
6.10 |
0.1% |
10,375.90 |
Low |
10,321.40 |
10,405.90 |
84.50 |
0.8% |
10,255.30 |
Close |
10,450.00 |
10,425.00 |
-25.00 |
-0.2% |
10,324.70 |
Range |
128.60 |
50.20 |
-78.40 |
-61.0% |
120.60 |
ATR |
85.36 |
82.85 |
-2.51 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,579.60 |
10,552.50 |
10,452.61 |
|
R3 |
10,529.40 |
10,502.30 |
10,438.81 |
|
R2 |
10,479.20 |
10,479.20 |
10,434.20 |
|
R1 |
10,452.10 |
10,452.10 |
10,429.60 |
10,440.55 |
PP |
10,429.00 |
10,429.00 |
10,429.00 |
10,423.23 |
S1 |
10,401.90 |
10,401.90 |
10,420.40 |
10,390.35 |
S2 |
10,378.80 |
10,378.80 |
10,415.80 |
|
S3 |
10,328.60 |
10,351.70 |
10,411.20 |
|
S4 |
10,278.40 |
10,301.50 |
10,397.39 |
|
|
Weekly Pivots for week ending 26-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,680.43 |
10,623.17 |
10,391.03 |
|
R3 |
10,559.83 |
10,502.57 |
10,357.87 |
|
R2 |
10,439.23 |
10,439.23 |
10,346.81 |
|
R1 |
10,381.97 |
10,381.97 |
10,335.76 |
10,410.60 |
PP |
10,318.63 |
10,318.63 |
10,318.63 |
10,332.95 |
S1 |
10,261.37 |
10,261.37 |
10,313.65 |
10,290.00 |
S2 |
10,198.03 |
10,198.03 |
10,302.59 |
|
S3 |
10,077.43 |
10,140.77 |
10,291.54 |
|
S4 |
9,956.83 |
10,020.17 |
10,258.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,456.10 |
10,296.20 |
159.90 |
1.5% |
66.62 |
0.6% |
81% |
True |
False |
|
10 |
10,456.10 |
10,023.30 |
432.80 |
4.2% |
76.16 |
0.7% |
93% |
True |
False |
|
20 |
10,456.10 |
9,837.27 |
618.83 |
5.9% |
81.61 |
0.8% |
95% |
True |
False |
|
40 |
10,456.10 |
9,585.50 |
870.60 |
8.4% |
87.78 |
0.8% |
96% |
True |
False |
|
60 |
10,456.10 |
9,497.72 |
958.38 |
9.2% |
88.61 |
0.8% |
97% |
True |
False |
|
80 |
10,456.10 |
9,230.47 |
1,225.63 |
11.8% |
93.75 |
0.9% |
97% |
True |
False |
|
100 |
10,456.10 |
9,127.36 |
1,328.74 |
12.7% |
93.83 |
0.9% |
98% |
True |
False |
|
120 |
10,456.10 |
8,997.11 |
1,458.99 |
14.0% |
99.47 |
1.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,669.45 |
2.618 |
10,587.52 |
1.618 |
10,537.32 |
1.000 |
10,506.30 |
0.618 |
10,487.12 |
HIGH |
10,456.10 |
0.618 |
10,436.92 |
0.500 |
10,431.00 |
0.382 |
10,425.08 |
LOW |
10,405.90 |
0.618 |
10,374.88 |
1.000 |
10,355.70 |
1.618 |
10,324.68 |
2.618 |
10,274.48 |
4.250 |
10,192.55 |
|
|
Fisher Pivots for day following 30-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,431.00 |
10,410.15 |
PP |
10,429.00 |
10,395.30 |
S1 |
10,427.00 |
10,380.45 |
|