Trading Metrics calculated at close of trading on 27-Jan-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2004 |
27-Jan-2004 |
Change |
Change % |
Previous Week |
Open |
10,568.00 |
10,701.10 |
133.10 |
1.3% |
10,601.40 |
High |
10,705.20 |
10,701.80 |
-3.40 |
0.0% |
10,660.90 |
Low |
10,561.90 |
10,609.90 |
48.00 |
0.5% |
10,491.00 |
Close |
10,702.50 |
10,609.90 |
-92.60 |
-0.9% |
10,568.30 |
Range |
143.30 |
91.90 |
-51.40 |
-35.9% |
169.90 |
ATR |
97.90 |
97.52 |
-0.38 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,916.23 |
10,854.97 |
10,660.45 |
|
R3 |
10,824.33 |
10,763.07 |
10,635.17 |
|
R2 |
10,732.43 |
10,732.43 |
10,626.75 |
|
R1 |
10,671.17 |
10,671.17 |
10,618.32 |
10,655.85 |
PP |
10,640.53 |
10,640.53 |
10,640.53 |
10,632.88 |
S1 |
10,579.27 |
10,579.27 |
10,601.48 |
10,563.95 |
S2 |
10,548.63 |
10,548.63 |
10,593.05 |
|
S3 |
10,456.73 |
10,487.37 |
10,584.63 |
|
S4 |
10,364.83 |
10,395.47 |
10,559.36 |
|
|
Weekly Pivots for week ending 23-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,083.10 |
10,995.60 |
10,661.75 |
|
R3 |
10,913.20 |
10,825.70 |
10,615.02 |
|
R2 |
10,743.30 |
10,743.30 |
10,599.45 |
|
R1 |
10,655.80 |
10,655.80 |
10,583.87 |
10,614.60 |
PP |
10,573.40 |
10,573.40 |
10,573.40 |
10,552.80 |
S1 |
10,485.90 |
10,485.90 |
10,552.73 |
10,444.70 |
S2 |
10,403.50 |
10,403.50 |
10,537.15 |
|
S3 |
10,233.60 |
10,316.00 |
10,521.58 |
|
S4 |
10,063.70 |
10,146.10 |
10,474.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,705.20 |
10,491.00 |
214.20 |
2.0% |
112.16 |
1.1% |
56% |
False |
False |
|
10 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
109.43 |
1.0% |
72% |
False |
False |
|
20 |
10,705.20 |
10,321.40 |
383.80 |
3.6% |
98.82 |
0.9% |
75% |
False |
False |
|
40 |
10,705.20 |
9,764.83 |
940.37 |
8.9% |
89.67 |
0.8% |
90% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.6% |
90.78 |
0.9% |
91% |
False |
False |
|
80 |
10,705.20 |
9,427.65 |
1,277.55 |
12.0% |
92.15 |
0.9% |
93% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
94.93 |
0.9% |
94% |
False |
False |
|
120 |
10,705.20 |
8,997.11 |
1,708.09 |
16.1% |
95.18 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,092.38 |
2.618 |
10,942.39 |
1.618 |
10,850.49 |
1.000 |
10,793.70 |
0.618 |
10,758.59 |
HIGH |
10,701.80 |
0.618 |
10,666.69 |
0.500 |
10,655.85 |
0.382 |
10,645.01 |
LOW |
10,609.90 |
0.618 |
10,553.11 |
1.000 |
10,518.00 |
1.618 |
10,461.21 |
2.618 |
10,369.31 |
4.250 |
10,219.33 |
|
|
Fisher Pivots for day following 27-Jan-2004 |
Pivot |
1 day |
3 day |
R1 |
10,655.85 |
10,614.55 |
PP |
10,640.53 |
10,613.00 |
S1 |
10,625.22 |
10,611.45 |
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