| Trading Metrics calculated at close of trading on 05-Jan-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2005 |
05-Jan-2005 |
Change |
Change % |
Previous Week |
| Open |
10,727.80 |
10,629.50 |
-98.30 |
-0.9% |
10,828.00 |
| High |
10,769.60 |
10,684.40 |
-85.20 |
-0.8% |
10,868.10 |
| Low |
10,605.20 |
10,597.80 |
-7.40 |
-0.1% |
10,773.90 |
| Close |
10,630.80 |
10,597.80 |
-33.00 |
-0.3% |
10,783.00 |
| Range |
164.40 |
86.60 |
-77.80 |
-47.3% |
94.20 |
| ATR |
90.99 |
90.68 |
-0.31 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,886.47 |
10,828.73 |
10,645.43 |
|
| R3 |
10,799.87 |
10,742.13 |
10,621.62 |
|
| R2 |
10,713.27 |
10,713.27 |
10,613.68 |
|
| R1 |
10,655.53 |
10,655.53 |
10,605.74 |
10,641.10 |
| PP |
10,626.67 |
10,626.67 |
10,626.67 |
10,619.45 |
| S1 |
10,568.93 |
10,568.93 |
10,589.86 |
10,554.50 |
| S2 |
10,540.07 |
10,540.07 |
10,581.92 |
|
| S3 |
10,453.47 |
10,482.33 |
10,573.99 |
|
| S4 |
10,366.87 |
10,395.73 |
10,550.17 |
|
|
| Weekly Pivots for week ending 31-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,090.93 |
11,031.17 |
10,834.81 |
|
| R3 |
10,996.73 |
10,936.97 |
10,808.91 |
|
| R2 |
10,902.53 |
10,902.53 |
10,800.27 |
|
| R1 |
10,842.77 |
10,842.77 |
10,791.64 |
10,825.55 |
| PP |
10,808.33 |
10,808.33 |
10,808.33 |
10,799.73 |
| S1 |
10,748.57 |
10,748.57 |
10,774.37 |
10,731.35 |
| S2 |
10,714.13 |
10,714.13 |
10,765.73 |
|
| S3 |
10,619.93 |
10,654.37 |
10,757.10 |
|
| S4 |
10,525.73 |
10,560.17 |
10,731.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,867.40 |
10,597.80 |
269.60 |
2.5% |
102.06 |
1.0% |
0% |
False |
True |
|
| 10 |
10,868.10 |
10,597.80 |
270.30 |
2.6% |
88.42 |
0.8% |
0% |
False |
True |
|
| 20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
87.08 |
0.8% |
40% |
False |
False |
|
| 40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
85.13 |
0.8% |
46% |
False |
False |
|
| 60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
94.24 |
0.9% |
77% |
False |
False |
|
| 80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.54 |
0.9% |
77% |
False |
False |
|
| 100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.93 |
0.9% |
77% |
False |
False |
|
| 120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
94.32 |
0.9% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,052.45 |
|
2.618 |
10,911.12 |
|
1.618 |
10,824.52 |
|
1.000 |
10,771.00 |
|
0.618 |
10,737.92 |
|
HIGH |
10,684.40 |
|
0.618 |
10,651.32 |
|
0.500 |
10,641.10 |
|
0.382 |
10,630.88 |
|
LOW |
10,597.80 |
|
0.618 |
10,544.28 |
|
1.000 |
10,511.20 |
|
1.618 |
10,457.68 |
|
2.618 |
10,371.08 |
|
4.250 |
10,229.75 |
|
|
| Fisher Pivots for day following 05-Jan-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,641.10 |
10,732.60 |
| PP |
10,626.67 |
10,687.67 |
| S1 |
10,612.23 |
10,642.73 |
|