| Trading Metrics calculated at close of trading on 20-Dec-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2004 |
20-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
10,704.80 |
10,652.10 |
-52.70 |
-0.5% |
10,543.40 |
| High |
10,739.30 |
10,735.30 |
-4.00 |
0.0% |
10,739.30 |
| Low |
10,641.90 |
10,652.10 |
10.20 |
0.1% |
10,543.20 |
| Close |
10,649.90 |
10,661.60 |
11.70 |
0.1% |
10,649.90 |
| Range |
97.40 |
83.20 |
-14.20 |
-14.6% |
196.10 |
| ATR |
87.82 |
87.65 |
-0.17 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,932.60 |
10,880.30 |
10,707.36 |
|
| R3 |
10,849.40 |
10,797.10 |
10,684.48 |
|
| R2 |
10,766.20 |
10,766.20 |
10,676.85 |
|
| R1 |
10,713.90 |
10,713.90 |
10,669.23 |
10,740.05 |
| PP |
10,683.00 |
10,683.00 |
10,683.00 |
10,696.08 |
| S1 |
10,630.70 |
10,630.70 |
10,653.97 |
10,656.85 |
| S2 |
10,599.80 |
10,599.80 |
10,646.35 |
|
| S3 |
10,516.60 |
10,547.50 |
10,638.72 |
|
| S4 |
10,433.40 |
10,464.30 |
10,615.84 |
|
|
| 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 |
10,621.00 |
118.30 |
1.1% |
77.92 |
0.7% |
34% |
False |
False |
|
| 10 |
10,739.30 |
10,418.60 |
320.70 |
3.0% |
88.07 |
0.8% |
76% |
False |
False |
|
| 20 |
10,739.30 |
10,417.10 |
322.20 |
3.0% |
85.35 |
0.8% |
76% |
False |
False |
|
| 40 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
91.22 |
0.9% |
92% |
False |
False |
|
| 60 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
94.18 |
0.9% |
92% |
False |
False |
|
| 80 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
90.23 |
0.8% |
92% |
False |
False |
|
| 100 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
92.70 |
0.9% |
92% |
False |
False |
|
| 120 |
10,739.30 |
9,708.40 |
1,030.90 |
9.7% |
94.21 |
0.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,088.90 |
|
2.618 |
10,953.12 |
|
1.618 |
10,869.92 |
|
1.000 |
10,818.50 |
|
0.618 |
10,786.72 |
|
HIGH |
10,735.30 |
|
0.618 |
10,703.52 |
|
0.500 |
10,693.70 |
|
0.382 |
10,683.88 |
|
LOW |
10,652.10 |
|
0.618 |
10,600.68 |
|
1.000 |
10,568.90 |
|
1.618 |
10,517.48 |
|
2.618 |
10,434.28 |
|
4.250 |
10,298.50 |
|
|
| Fisher Pivots for day following 20-Dec-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,693.70 |
10,690.60 |
| PP |
10,683.00 |
10,680.93 |
| S1 |
10,672.30 |
10,671.27 |
|