Trading Metrics calculated at close of trading on 24-Dec-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2003 |
24-Dec-2003 |
Change |
Change % |
Previous Week |
Open |
10,337.60 |
10,341.40 |
3.80 |
0.0% |
10,046.50 |
High |
10,375.90 |
10,341.50 |
-34.40 |
-0.3% |
10,293.20 |
Low |
10,296.20 |
10,305.10 |
8.90 |
0.1% |
10,021.60 |
Close |
10,341.30 |
10,305.20 |
-36.10 |
-0.3% |
10,278.20 |
Range |
79.70 |
36.40 |
-43.30 |
-54.3% |
271.60 |
ATR |
89.18 |
85.41 |
-3.77 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,426.47 |
10,402.23 |
10,325.22 |
|
R3 |
10,390.07 |
10,365.83 |
10,315.21 |
|
R2 |
10,353.67 |
10,353.67 |
10,311.87 |
|
R1 |
10,329.43 |
10,329.43 |
10,308.54 |
10,323.35 |
PP |
10,317.27 |
10,317.27 |
10,317.27 |
10,314.23 |
S1 |
10,293.03 |
10,293.03 |
10,301.86 |
10,286.95 |
S2 |
10,280.87 |
10,280.87 |
10,298.53 |
|
S3 |
10,244.47 |
10,256.63 |
10,295.19 |
|
S4 |
10,208.07 |
10,220.23 |
10,285.18 |
|
|
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 |
10,375.90 |
10,137.30 |
238.60 |
2.3% |
75.74 |
0.7% |
70% |
False |
False |
|
10 |
10,375.90 |
9,920.97 |
454.93 |
4.4% |
84.34 |
0.8% |
84% |
False |
False |
|
20 |
10,375.90 |
9,706.01 |
669.89 |
6.5% |
83.04 |
0.8% |
89% |
False |
False |
|
40 |
10,375.90 |
9,585.50 |
790.40 |
7.7% |
87.36 |
0.8% |
91% |
False |
False |
|
60 |
10,375.90 |
9,276.80 |
1,099.10 |
10.7% |
92.55 |
0.9% |
94% |
False |
False |
|
80 |
10,375.90 |
9,230.47 |
1,145.43 |
11.1% |
94.52 |
0.9% |
94% |
False |
False |
|
100 |
10,375.90 |
8,997.11 |
1,378.79 |
13.4% |
95.60 |
0.9% |
95% |
False |
False |
|
120 |
10,375.90 |
8,996.76 |
1,379.14 |
13.4% |
100.59 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,496.20 |
2.618 |
10,436.80 |
1.618 |
10,400.40 |
1.000 |
10,377.90 |
0.618 |
10,364.00 |
HIGH |
10,341.50 |
0.618 |
10,327.60 |
0.500 |
10,323.30 |
0.382 |
10,319.00 |
LOW |
10,305.10 |
0.618 |
10,282.60 |
1.000 |
10,268.70 |
1.618 |
10,246.20 |
2.618 |
10,209.80 |
4.250 |
10,150.40 |
|
|
Fisher Pivots for day following 24-Dec-2003 |
Pivot |
1 day |
3 day |
R1 |
10,323.30 |
10,315.60 |
PP |
10,317.27 |
10,312.13 |
S1 |
10,311.23 |
10,308.67 |
|