Trading Metrics calculated at close of trading on 15-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2003 |
15-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,008.80 |
10,046.50 |
37.70 |
0.4% |
9,862.01 |
High |
10,052.10 |
10,139.60 |
87.50 |
0.9% |
10,052.10 |
Low |
9,976.79 |
10,021.60 |
44.81 |
0.4% |
9,859.57 |
Close |
10,042.20 |
10,022.80 |
-19.40 |
-0.2% |
10,042.20 |
Range |
75.31 |
118.00 |
42.69 |
56.7% |
192.53 |
ATR |
90.10 |
92.09 |
1.99 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,415.33 |
10,337.07 |
10,087.70 |
|
R3 |
10,297.33 |
10,219.07 |
10,055.25 |
|
R2 |
10,179.33 |
10,179.33 |
10,044.43 |
|
R1 |
10,101.07 |
10,101.07 |
10,033.62 |
10,081.20 |
PP |
10,061.33 |
10,061.33 |
10,061.33 |
10,051.40 |
S1 |
9,983.07 |
9,983.07 |
10,011.98 |
9,963.20 |
S2 |
9,943.33 |
9,943.33 |
10,001.17 |
|
S3 |
9,825.33 |
9,865.07 |
9,990.35 |
|
S4 |
9,707.33 |
9,747.07 |
9,957.90 |
|
|
Weekly Pivots for week ending 12-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,562.21 |
10,494.74 |
10,148.09 |
|
R3 |
10,369.68 |
10,302.21 |
10,095.15 |
|
R2 |
10,177.15 |
10,177.15 |
10,077.50 |
|
R1 |
10,109.68 |
10,109.68 |
10,059.85 |
10,143.42 |
PP |
9,984.62 |
9,984.62 |
9,984.62 |
10,001.49 |
S1 |
9,917.15 |
9,917.15 |
10,024.55 |
9,950.89 |
S2 |
9,792.09 |
9,792.09 |
10,006.90 |
|
S3 |
9,599.56 |
9,724.62 |
9,989.25 |
|
S4 |
9,407.03 |
9,532.09 |
9,936.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,139.60 |
9,882.38 |
257.22 |
2.6% |
92.21 |
0.9% |
55% |
True |
False |
|
10 |
10,139.60 |
9,837.27 |
302.33 |
3.0% |
87.06 |
0.9% |
61% |
True |
False |
|
20 |
10,139.60 |
9,585.50 |
554.10 |
5.5% |
92.08 |
0.9% |
79% |
True |
False |
|
40 |
10,139.60 |
9,497.72 |
641.88 |
6.4% |
90.62 |
0.9% |
82% |
True |
False |
|
60 |
10,139.60 |
9,230.47 |
909.13 |
9.1% |
96.82 |
1.0% |
87% |
True |
False |
|
80 |
10,139.60 |
9,230.47 |
909.13 |
9.1% |
96.88 |
1.0% |
87% |
True |
False |
|
100 |
10,139.60 |
8,997.11 |
1,142.49 |
11.4% |
98.96 |
1.0% |
90% |
True |
False |
|
120 |
10,139.60 |
8,871.20 |
1,268.40 |
12.7% |
103.75 |
1.0% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,641.10 |
2.618 |
10,448.52 |
1.618 |
10,330.52 |
1.000 |
10,257.60 |
0.618 |
10,212.52 |
HIGH |
10,139.60 |
0.618 |
10,094.52 |
0.500 |
10,080.60 |
0.382 |
10,066.68 |
LOW |
10,021.60 |
0.618 |
9,948.68 |
1.000 |
9,903.60 |
1.618 |
9,830.68 |
2.618 |
9,712.68 |
4.250 |
9,520.10 |
|
|
Fisher Pivots for day following 15-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,080.60 |
10,030.29 |
PP |
10,061.33 |
10,027.79 |
S1 |
10,042.07 |
10,025.30 |
|