| Trading Metrics calculated at close of trading on 30-Jan-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2004 |
30-Jan-2004 |
Change |
Change % |
Previous Week |
| Open |
10,467.40 |
10,510.20 |
42.80 |
0.4% |
10,568.00 |
| High |
10,522.60 |
10,510.80 |
-11.80 |
-0.1% |
10,705.20 |
| Low |
10,417.90 |
10,439.00 |
21.10 |
0.2% |
10,417.90 |
| Close |
10,510.30 |
10,488.10 |
-22.20 |
-0.2% |
10,488.10 |
| Range |
104.70 |
71.80 |
-32.90 |
-31.4% |
287.30 |
| ATR |
106.20 |
103.74 |
-2.46 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,694.70 |
10,663.20 |
10,527.59 |
|
| R3 |
10,622.90 |
10,591.40 |
10,507.85 |
|
| R2 |
10,551.10 |
10,551.10 |
10,501.26 |
|
| R1 |
10,519.60 |
10,519.60 |
10,494.68 |
10,499.45 |
| PP |
10,479.30 |
10,479.30 |
10,479.30 |
10,469.23 |
| S1 |
10,447.80 |
10,447.80 |
10,481.52 |
10,427.65 |
| S2 |
10,407.50 |
10,407.50 |
10,474.94 |
|
| S3 |
10,335.70 |
10,376.00 |
10,468.36 |
|
| S4 |
10,263.90 |
10,304.20 |
10,448.61 |
|
|
| Weekly Pivots for week ending 30-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,398.97 |
11,230.83 |
10,646.12 |
|
| R3 |
11,111.67 |
10,943.53 |
10,567.11 |
|
| R2 |
10,824.37 |
10,824.37 |
10,540.77 |
|
| R1 |
10,656.23 |
10,656.23 |
10,514.44 |
10,596.65 |
| PP |
10,537.07 |
10,537.07 |
10,537.07 |
10,507.28 |
| S1 |
10,368.93 |
10,368.93 |
10,461.76 |
10,309.35 |
| S2 |
10,249.77 |
10,249.77 |
10,435.43 |
|
| S3 |
9,962.47 |
10,081.63 |
10,409.09 |
|
| S4 |
9,675.17 |
9,794.33 |
10,330.09 |
|
|
| 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% |
126.46 |
1.2% |
24% |
False |
False |
|
| 10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
111.36 |
1.1% |
24% |
False |
False |
|
| 20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
106.97 |
1.0% |
36% |
False |
False |
|
| 40 |
10,705.20 |
9,846.31 |
858.89 |
8.2% |
94.09 |
0.9% |
75% |
False |
False |
|
| 60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
93.53 |
0.9% |
81% |
False |
False |
|
| 80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.5% |
93.11 |
0.9% |
82% |
False |
False |
|
| 100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.1% |
95.99 |
0.9% |
85% |
False |
False |
|
| 120 |
10,705.20 |
9,146.62 |
1,558.58 |
14.9% |
95.95 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,815.95 |
|
2.618 |
10,698.77 |
|
1.618 |
10,626.97 |
|
1.000 |
10,582.60 |
|
0.618 |
10,555.17 |
|
HIGH |
10,510.80 |
|
0.618 |
10,483.37 |
|
0.500 |
10,474.90 |
|
0.382 |
10,466.43 |
|
LOW |
10,439.00 |
|
0.618 |
10,394.63 |
|
1.000 |
10,367.20 |
|
1.618 |
10,322.83 |
|
2.618 |
10,251.03 |
|
4.250 |
10,133.85 |
|
|
| Fisher Pivots for day following 30-Jan-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,483.70 |
10,538.15 |
| PP |
10,479.30 |
10,521.47 |
| S1 |
10,474.90 |
10,504.78 |
|