| Trading Metrics calculated at close of trading on 22-Dec-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2003 |
22-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
10,249.50 |
10,276.50 |
27.00 |
0.3% |
10,046.50 |
| High |
10,293.20 |
10,338.00 |
44.80 |
0.4% |
10,293.20 |
| Low |
10,230.10 |
10,255.30 |
25.20 |
0.2% |
10,021.60 |
| Close |
10,278.20 |
10,338.00 |
59.80 |
0.6% |
10,278.20 |
| Range |
63.10 |
82.70 |
19.60 |
31.1% |
271.60 |
| ATR |
90.46 |
89.91 |
-0.55 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,558.53 |
10,530.97 |
10,383.49 |
|
| R3 |
10,475.83 |
10,448.27 |
10,360.74 |
|
| R2 |
10,393.13 |
10,393.13 |
10,353.16 |
|
| R1 |
10,365.57 |
10,365.57 |
10,345.58 |
10,379.35 |
| PP |
10,310.43 |
10,310.43 |
10,310.43 |
10,317.33 |
| S1 |
10,282.87 |
10,282.87 |
10,330.42 |
10,296.65 |
| S2 |
10,227.73 |
10,227.73 |
10,322.84 |
|
| S3 |
10,145.03 |
10,200.17 |
10,315.26 |
|
| S4 |
10,062.33 |
10,117.47 |
10,292.52 |
|
|
| 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 |
10,338.00 |
10,023.30 |
314.70 |
3.0% |
85.70 |
0.8% |
100% |
True |
False |
|
| 10 |
10,338.00 |
9,882.38 |
455.62 |
4.4% |
88.95 |
0.9% |
100% |
True |
False |
|
| 20 |
10,338.00 |
9,629.87 |
708.13 |
6.8% |
86.78 |
0.8% |
100% |
True |
False |
|
| 40 |
10,338.00 |
9,584.54 |
753.46 |
7.3% |
89.95 |
0.9% |
100% |
True |
False |
|
| 60 |
10,338.00 |
9,230.47 |
1,107.53 |
10.7% |
94.78 |
0.9% |
100% |
True |
False |
|
| 80 |
10,338.00 |
9,230.47 |
1,107.53 |
10.7% |
95.78 |
0.9% |
100% |
True |
False |
|
| 100 |
10,338.00 |
8,997.11 |
1,340.89 |
13.0% |
97.01 |
0.9% |
100% |
True |
False |
|
| 120 |
10,338.00 |
8,996.76 |
1,341.24 |
13.0% |
102.14 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,689.48 |
|
2.618 |
10,554.51 |
|
1.618 |
10,471.81 |
|
1.000 |
10,420.70 |
|
0.618 |
10,389.11 |
|
HIGH |
10,338.00 |
|
0.618 |
10,306.41 |
|
0.500 |
10,296.65 |
|
0.382 |
10,286.89 |
|
LOW |
10,255.30 |
|
0.618 |
10,204.19 |
|
1.000 |
10,172.60 |
|
1.618 |
10,121.49 |
|
2.618 |
10,038.79 |
|
4.250 |
9,903.83 |
|
|
| Fisher Pivots for day following 22-Dec-2003 |
| Pivot |
1 day |
3 day |
| R1 |
10,324.22 |
10,304.55 |
| PP |
10,310.43 |
10,271.10 |
| S1 |
10,296.65 |
10,237.65 |
|