| Trading Metrics calculated at close of trading on 29-Jan-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2004 |
29-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
10,610.10 |
10,467.40 |
-142.70 |
-1.3% |
10,601.40 |
| High |
10,658.40 |
10,522.60 |
-135.80 |
-1.3% |
10,660.90 |
| Low |
10,437.80 |
10,417.90 |
-19.90 |
-0.2% |
10,491.00 |
| Close |
10,468.40 |
10,510.30 |
41.90 |
0.4% |
10,568.30 |
| Range |
220.60 |
104.70 |
-115.90 |
-52.5% |
169.90 |
| ATR |
106.31 |
106.20 |
-0.12 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,797.70 |
10,758.70 |
10,567.89 |
|
| R3 |
10,693.00 |
10,654.00 |
10,539.09 |
|
| R2 |
10,588.30 |
10,588.30 |
10,529.50 |
|
| R1 |
10,549.30 |
10,549.30 |
10,519.90 |
10,568.80 |
| PP |
10,483.60 |
10,483.60 |
10,483.60 |
10,493.35 |
| S1 |
10,444.60 |
10,444.60 |
10,500.70 |
10,464.10 |
| S2 |
10,378.90 |
10,378.90 |
10,491.11 |
|
| S3 |
10,274.20 |
10,339.90 |
10,481.51 |
|
| S4 |
10,169.50 |
10,235.20 |
10,452.72 |
|
|
| 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 |
10,417.90 |
287.30 |
2.7% |
136.02 |
1.3% |
32% |
False |
True |
|
| 10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
115.73 |
1.1% |
32% |
False |
True |
|
| 20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
106.15 |
1.0% |
42% |
False |
False |
|
| 40 |
10,705.20 |
9,837.27 |
867.93 |
8.3% |
93.88 |
0.9% |
78% |
False |
False |
|
| 60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
93.90 |
0.9% |
83% |
False |
False |
|
| 80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.5% |
92.99 |
0.9% |
84% |
False |
False |
|
| 100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.0% |
96.23 |
0.9% |
87% |
False |
False |
|
| 120 |
10,705.20 |
9,127.36 |
1,577.84 |
15.0% |
95.88 |
0.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,967.58 |
|
2.618 |
10,796.70 |
|
1.618 |
10,692.00 |
|
1.000 |
10,627.30 |
|
0.618 |
10,587.30 |
|
HIGH |
10,522.60 |
|
0.618 |
10,482.60 |
|
0.500 |
10,470.25 |
|
0.382 |
10,457.90 |
|
LOW |
10,417.90 |
|
0.618 |
10,353.20 |
|
1.000 |
10,313.20 |
|
1.618 |
10,248.50 |
|
2.618 |
10,143.80 |
|
4.250 |
9,972.93 |
|
|
| Fisher Pivots for day following 29-Jan-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,496.95 |
10,559.85 |
| PP |
10,483.60 |
10,543.33 |
| S1 |
10,470.25 |
10,526.82 |
|