| Trading Metrics calculated at close of trading on 17-Dec-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2004 |
17-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
10,691.70 |
10,704.80 |
13.10 |
0.1% |
10,543.40 |
| High |
10,726.90 |
10,739.30 |
12.40 |
0.1% |
10,739.30 |
| Low |
10,661.70 |
10,641.90 |
-19.80 |
-0.2% |
10,543.20 |
| Close |
10,705.60 |
10,649.90 |
-55.70 |
-0.5% |
10,649.90 |
| Range |
65.20 |
97.40 |
32.20 |
49.4% |
196.10 |
| ATR |
87.09 |
87.82 |
0.74 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,969.23 |
10,906.97 |
10,703.47 |
|
| R3 |
10,871.83 |
10,809.57 |
10,676.69 |
|
| R2 |
10,774.43 |
10,774.43 |
10,667.76 |
|
| R1 |
10,712.17 |
10,712.17 |
10,658.83 |
10,694.60 |
| PP |
10,677.03 |
10,677.03 |
10,677.03 |
10,668.25 |
| S1 |
10,614.77 |
10,614.77 |
10,640.97 |
10,597.20 |
| S2 |
10,579.63 |
10,579.63 |
10,632.04 |
|
| S3 |
10,482.23 |
10,517.37 |
10,623.12 |
|
| S4 |
10,384.83 |
10,419.97 |
10,596.33 |
|
|
| Weekly Pivots for week ending 17-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,232.43 |
11,137.27 |
10,757.76 |
|
| R3 |
11,036.33 |
10,941.17 |
10,703.83 |
|
| R2 |
10,840.23 |
10,840.23 |
10,685.85 |
|
| R1 |
10,745.07 |
10,745.07 |
10,667.88 |
10,792.65 |
| PP |
10,644.13 |
10,644.13 |
10,644.13 |
10,667.93 |
| S1 |
10,548.97 |
10,548.97 |
10,631.92 |
10,596.55 |
| S2 |
10,448.03 |
10,448.03 |
10,613.95 |
|
| S3 |
10,251.93 |
10,352.87 |
10,595.97 |
|
| S4 |
10,055.83 |
10,156.77 |
10,542.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,739.30 |
10,543.20 |
196.10 |
1.8% |
81.14 |
0.8% |
54% |
True |
False |
|
| 10 |
10,739.30 |
10,418.60 |
320.70 |
3.0% |
86.27 |
0.8% |
72% |
True |
False |
|
| 20 |
10,739.30 |
10,417.10 |
322.20 |
3.0% |
87.94 |
0.8% |
72% |
True |
False |
|
| 40 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
92.40 |
0.9% |
91% |
True |
False |
|
| 60 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
93.57 |
0.9% |
91% |
True |
False |
|
| 80 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
89.66 |
0.8% |
91% |
True |
False |
|
| 100 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
92.65 |
0.9% |
91% |
True |
False |
|
| 120 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
94.31 |
0.9% |
91% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,153.25 |
|
2.618 |
10,994.29 |
|
1.618 |
10,896.89 |
|
1.000 |
10,836.70 |
|
0.618 |
10,799.49 |
|
HIGH |
10,739.30 |
|
0.618 |
10,702.09 |
|
0.500 |
10,690.60 |
|
0.382 |
10,679.11 |
|
LOW |
10,641.90 |
|
0.618 |
10,581.71 |
|
1.000 |
10,544.50 |
|
1.618 |
10,484.31 |
|
2.618 |
10,386.91 |
|
4.250 |
10,227.95 |
|
|
| Fisher Pivots for day following 17-Dec-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,690.60 |
10,687.90 |
| PP |
10,677.03 |
10,675.23 |
| S1 |
10,663.47 |
10,662.57 |
|