| Trading Metrics calculated at close of trading on 16-Dec-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2004 |
16-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
10,675.70 |
10,691.70 |
16.00 |
0.1% |
10,591.30 |
| High |
10,706.20 |
10,726.90 |
20.70 |
0.2% |
10,592.00 |
| Low |
10,636.50 |
10,661.70 |
25.20 |
0.2% |
10,418.60 |
| Close |
10,691.50 |
10,705.60 |
14.10 |
0.1% |
10,543.20 |
| Range |
69.70 |
65.20 |
-4.50 |
-6.5% |
173.40 |
| ATR |
88.77 |
87.09 |
-1.68 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,893.67 |
10,864.83 |
10,741.46 |
|
| R3 |
10,828.47 |
10,799.63 |
10,723.53 |
|
| R2 |
10,763.27 |
10,763.27 |
10,717.55 |
|
| R1 |
10,734.43 |
10,734.43 |
10,711.58 |
10,748.85 |
| PP |
10,698.07 |
10,698.07 |
10,698.07 |
10,705.28 |
| S1 |
10,669.23 |
10,669.23 |
10,699.62 |
10,683.65 |
| S2 |
10,632.87 |
10,632.87 |
10,693.65 |
|
| S3 |
10,567.67 |
10,604.03 |
10,687.67 |
|
| S4 |
10,502.47 |
10,538.83 |
10,669.74 |
|
|
| Weekly Pivots for week ending 10-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,038.13 |
10,964.07 |
10,638.57 |
|
| R3 |
10,864.73 |
10,790.67 |
10,590.89 |
|
| R2 |
10,691.33 |
10,691.33 |
10,574.99 |
|
| R1 |
10,617.27 |
10,617.27 |
10,559.10 |
10,567.60 |
| PP |
10,517.93 |
10,517.93 |
10,517.93 |
10,493.10 |
| S1 |
10,443.87 |
10,443.87 |
10,527.31 |
10,394.20 |
| S2 |
10,344.53 |
10,344.53 |
10,511.41 |
|
| S3 |
10,171.13 |
10,270.47 |
10,495.52 |
|
| S4 |
9,997.73 |
10,097.07 |
10,447.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,726.90 |
10,522.70 |
204.20 |
1.9% |
72.24 |
0.7% |
90% |
True |
False |
|
| 10 |
10,726.90 |
10,418.60 |
308.30 |
2.9% |
84.77 |
0.8% |
93% |
True |
False |
|
| 20 |
10,726.90 |
10,417.10 |
309.80 |
2.9% |
84.97 |
0.8% |
93% |
True |
False |
|
| 40 |
10,726.90 |
9,708.40 |
1,018.50 |
9.5% |
92.52 |
0.9% |
98% |
True |
False |
|
| 60 |
10,726.90 |
9,708.40 |
1,018.50 |
9.5% |
93.24 |
0.9% |
98% |
True |
False |
|
| 80 |
10,726.90 |
9,708.40 |
1,018.50 |
9.5% |
90.08 |
0.8% |
98% |
True |
False |
|
| 100 |
10,726.90 |
9,708.40 |
1,018.50 |
9.5% |
93.20 |
0.9% |
98% |
True |
False |
|
| 120 |
10,726.90 |
9,708.40 |
1,018.50 |
9.5% |
94.23 |
0.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,004.00 |
|
2.618 |
10,897.59 |
|
1.618 |
10,832.39 |
|
1.000 |
10,792.10 |
|
0.618 |
10,767.19 |
|
HIGH |
10,726.90 |
|
0.618 |
10,701.99 |
|
0.500 |
10,694.30 |
|
0.382 |
10,686.61 |
|
LOW |
10,661.70 |
|
0.618 |
10,621.41 |
|
1.000 |
10,596.50 |
|
1.618 |
10,556.21 |
|
2.618 |
10,491.01 |
|
4.250 |
10,384.60 |
|
|
| Fisher Pivots for day following 16-Dec-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,701.83 |
10,695.05 |
| PP |
10,698.07 |
10,684.50 |
| S1 |
10,694.30 |
10,673.95 |
|