| Trading Metrics calculated at close of trading on 15-Jan-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2004 |
15-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
10,428.70 |
10,534.50 |
105.80 |
1.0% |
10,411.90 |
| High |
10,548.50 |
10,592.70 |
44.20 |
0.4% |
10,592.60 |
| Low |
10,428.70 |
10,477.20 |
48.50 |
0.5% |
10,411.90 |
| Close |
10,538.40 |
10,553.90 |
15.50 |
0.1% |
10,458.90 |
| Range |
119.80 |
115.50 |
-4.30 |
-3.6% |
180.70 |
| ATR |
91.36 |
93.08 |
1.72 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,887.77 |
10,836.33 |
10,617.43 |
|
| R3 |
10,772.27 |
10,720.83 |
10,585.66 |
|
| R2 |
10,656.77 |
10,656.77 |
10,575.08 |
|
| R1 |
10,605.33 |
10,605.33 |
10,564.49 |
10,631.05 |
| PP |
10,541.27 |
10,541.27 |
10,541.27 |
10,554.13 |
| S1 |
10,489.83 |
10,489.83 |
10,543.31 |
10,515.55 |
| S2 |
10,425.77 |
10,425.77 |
10,532.73 |
|
| S3 |
10,310.27 |
10,374.33 |
10,522.14 |
|
| S4 |
10,194.77 |
10,258.83 |
10,490.38 |
|
|
| Weekly Pivots for week ending 09-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,029.90 |
10,925.10 |
10,558.29 |
|
| R3 |
10,849.20 |
10,744.40 |
10,508.59 |
|
| R2 |
10,668.50 |
10,668.50 |
10,492.03 |
|
| R1 |
10,563.70 |
10,563.70 |
10,475.46 |
10,616.10 |
| PP |
10,487.80 |
10,487.80 |
10,487.80 |
10,514.00 |
| S1 |
10,383.00 |
10,383.00 |
10,442.34 |
10,435.40 |
| S2 |
10,307.10 |
10,307.10 |
10,425.77 |
|
| S3 |
10,126.40 |
10,202.30 |
10,409.21 |
|
| S4 |
9,945.70 |
10,021.60 |
10,359.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,592.70 |
10,367.40 |
225.30 |
2.1% |
113.16 |
1.1% |
83% |
True |
False |
|
| 10 |
10,592.70 |
10,367.40 |
225.30 |
2.1% |
102.57 |
1.0% |
83% |
True |
False |
|
| 20 |
10,592.70 |
10,094.80 |
497.90 |
4.7% |
86.42 |
0.8% |
92% |
True |
False |
|
| 40 |
10,592.70 |
9,585.50 |
1,007.20 |
9.5% |
88.71 |
0.8% |
96% |
True |
False |
|
| 60 |
10,592.70 |
9,497.72 |
1,094.98 |
10.4% |
89.92 |
0.9% |
96% |
True |
False |
|
| 80 |
10,592.70 |
9,230.47 |
1,362.23 |
12.9% |
93.90 |
0.9% |
97% |
True |
False |
|
| 100 |
10,592.70 |
9,230.47 |
1,362.23 |
12.9% |
94.39 |
0.9% |
97% |
True |
False |
|
| 120 |
10,592.70 |
8,997.11 |
1,595.59 |
15.1% |
96.16 |
0.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,083.58 |
|
2.618 |
10,895.08 |
|
1.618 |
10,779.58 |
|
1.000 |
10,708.20 |
|
0.618 |
10,664.08 |
|
HIGH |
10,592.70 |
|
0.618 |
10,548.58 |
|
0.500 |
10,534.95 |
|
0.382 |
10,521.32 |
|
LOW |
10,477.20 |
|
0.618 |
10,405.82 |
|
1.000 |
10,361.70 |
|
1.618 |
10,290.32 |
|
2.618 |
10,174.82 |
|
4.250 |
9,986.33 |
|
|
| Fisher Pivots for day following 15-Jan-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,547.58 |
10,529.28 |
| PP |
10,541.27 |
10,504.67 |
| S1 |
10,534.95 |
10,480.05 |
|