Trading Metrics calculated at close of trading on 11-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2005 |
11-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,603.40 |
10,619.80 |
16.40 |
0.2% |
10,783.80 |
High |
10,663.70 |
10,619.80 |
-43.90 |
-0.4% |
10,867.40 |
Low |
10,582.40 |
10,531.50 |
-50.90 |
-0.5% |
10,571.70 |
Close |
10,621.00 |
10,556.20 |
-64.80 |
-0.6% |
10,604.00 |
Range |
81.30 |
88.30 |
7.00 |
8.6% |
295.70 |
ATR |
88.64 |
88.71 |
0.06 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,834.07 |
10,783.43 |
10,604.77 |
|
R3 |
10,745.77 |
10,695.13 |
10,580.48 |
|
R2 |
10,657.47 |
10,657.47 |
10,572.39 |
|
R1 |
10,606.83 |
10,606.83 |
10,564.29 |
10,588.00 |
PP |
10,569.17 |
10,569.17 |
10,569.17 |
10,559.75 |
S1 |
10,518.53 |
10,518.53 |
10,548.11 |
10,499.70 |
S2 |
10,480.87 |
10,480.87 |
10,540.01 |
|
S3 |
10,392.57 |
10,430.23 |
10,531.92 |
|
S4 |
10,304.27 |
10,341.93 |
10,507.64 |
|
|
Weekly Pivots for week ending 07-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,568.13 |
11,381.77 |
10,766.64 |
|
R3 |
11,272.43 |
11,086.07 |
10,685.32 |
|
R2 |
10,976.73 |
10,976.73 |
10,658.21 |
|
R1 |
10,790.37 |
10,790.37 |
10,631.11 |
10,735.70 |
PP |
10,681.03 |
10,681.03 |
10,681.03 |
10,653.70 |
S1 |
10,494.67 |
10,494.67 |
10,576.89 |
10,440.00 |
S2 |
10,385.33 |
10,385.33 |
10,549.79 |
|
S3 |
10,089.63 |
10,198.97 |
10,522.68 |
|
S4 |
9,793.93 |
9,903.27 |
10,441.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,684.40 |
10,531.50 |
152.90 |
1.4% |
83.22 |
0.8% |
16% |
False |
True |
|
10 |
10,867.40 |
10,531.50 |
335.90 |
3.2% |
89.79 |
0.9% |
7% |
False |
True |
|
20 |
10,868.10 |
10,531.50 |
336.60 |
3.2% |
85.34 |
0.8% |
7% |
False |
True |
|
40 |
10,868.10 |
10,417.10 |
451.00 |
4.3% |
85.90 |
0.8% |
31% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
91.90 |
0.9% |
73% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
92.57 |
0.9% |
73% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
89.67 |
0.8% |
73% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
93.01 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,995.08 |
2.618 |
10,850.97 |
1.618 |
10,762.67 |
1.000 |
10,708.10 |
0.618 |
10,674.37 |
HIGH |
10,619.80 |
0.618 |
10,586.07 |
0.500 |
10,575.65 |
0.382 |
10,565.23 |
LOW |
10,531.50 |
0.618 |
10,476.93 |
1.000 |
10,443.20 |
1.618 |
10,388.63 |
2.618 |
10,300.33 |
4.250 |
10,156.23 |
|
|
Fisher Pivots for day following 11-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,575.65 |
10,597.60 |
PP |
10,569.17 |
10,583.80 |
S1 |
10,562.68 |
10,570.00 |
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