| Trading Metrics calculated at close of trading on 21-Dec-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2004 |
21-Dec-2004 |
Change |
Change % |
Previous Week |
| Open |
10,652.10 |
10,661.90 |
9.80 |
0.1% |
10,543.40 |
| High |
10,735.30 |
10,765.30 |
30.00 |
0.3% |
10,739.30 |
| Low |
10,652.10 |
10,661.90 |
9.80 |
0.1% |
10,543.20 |
| Close |
10,661.60 |
10,759.40 |
97.80 |
0.9% |
10,649.90 |
| Range |
83.20 |
103.40 |
20.20 |
24.3% |
196.10 |
| ATR |
87.65 |
88.80 |
1.15 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,039.07 |
11,002.63 |
10,816.27 |
|
| R3 |
10,935.67 |
10,899.23 |
10,787.84 |
|
| R2 |
10,832.27 |
10,832.27 |
10,778.36 |
|
| R1 |
10,795.83 |
10,795.83 |
10,768.88 |
10,814.05 |
| PP |
10,728.87 |
10,728.87 |
10,728.87 |
10,737.98 |
| S1 |
10,692.43 |
10,692.43 |
10,749.92 |
10,710.65 |
| S2 |
10,625.47 |
10,625.47 |
10,740.44 |
|
| S3 |
10,522.07 |
10,589.03 |
10,730.97 |
|
| S4 |
10,418.67 |
10,485.63 |
10,702.53 |
|
|
| 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 |
10,765.30 |
10,636.50 |
128.80 |
1.2% |
83.78 |
0.8% |
95% |
True |
False |
|
| 10 |
10,765.30 |
10,418.60 |
346.70 |
3.2% |
85.73 |
0.8% |
98% |
True |
False |
|
| 20 |
10,765.30 |
10,417.10 |
348.20 |
3.2% |
86.72 |
0.8% |
98% |
True |
False |
|
| 40 |
10,765.30 |
9,749.55 |
1,015.75 |
9.4% |
92.07 |
0.9% |
99% |
True |
False |
|
| 60 |
10,765.30 |
9,708.40 |
1,056.90 |
9.8% |
94.89 |
0.9% |
99% |
True |
False |
|
| 80 |
10,765.30 |
9,708.40 |
1,056.90 |
9.8% |
90.97 |
0.8% |
99% |
True |
False |
|
| 100 |
10,765.30 |
9,708.40 |
1,056.90 |
9.8% |
93.10 |
0.9% |
99% |
True |
False |
|
| 120 |
10,765.30 |
9,708.40 |
1,056.90 |
9.8% |
93.62 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,204.75 |
|
2.618 |
11,036.00 |
|
1.618 |
10,932.60 |
|
1.000 |
10,868.70 |
|
0.618 |
10,829.20 |
|
HIGH |
10,765.30 |
|
0.618 |
10,725.80 |
|
0.500 |
10,713.60 |
|
0.382 |
10,701.40 |
|
LOW |
10,661.90 |
|
0.618 |
10,598.00 |
|
1.000 |
10,558.50 |
|
1.618 |
10,494.60 |
|
2.618 |
10,391.20 |
|
4.250 |
10,222.45 |
|
|
| Fisher Pivots for day following 21-Dec-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,744.13 |
10,740.80 |
| PP |
10,728.87 |
10,722.20 |
| S1 |
10,713.60 |
10,703.60 |
|