Trading Metrics calculated at close of trading on 06-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2005 |
06-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,629.50 |
10,593.20 |
-36.30 |
-0.3% |
10,828.00 |
High |
10,684.40 |
10,667.60 |
-16.80 |
-0.2% |
10,868.10 |
Low |
10,597.80 |
10,589.30 |
-8.50 |
-0.1% |
10,773.90 |
Close |
10,597.80 |
10,622.90 |
25.10 |
0.2% |
10,783.00 |
Range |
86.60 |
78.30 |
-8.30 |
-9.6% |
94.20 |
ATR |
90.68 |
89.79 |
-0.88 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,861.50 |
10,820.50 |
10,665.97 |
|
R3 |
10,783.20 |
10,742.20 |
10,644.43 |
|
R2 |
10,704.90 |
10,704.90 |
10,637.26 |
|
R1 |
10,663.90 |
10,663.90 |
10,630.08 |
10,684.40 |
PP |
10,626.60 |
10,626.60 |
10,626.60 |
10,636.85 |
S1 |
10,585.60 |
10,585.60 |
10,615.72 |
10,606.10 |
S2 |
10,548.30 |
10,548.30 |
10,608.55 |
|
S3 |
10,470.00 |
10,507.30 |
10,601.37 |
|
S4 |
10,391.70 |
10,429.00 |
10,579.84 |
|
|
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 |
10,589.30 |
278.10 |
2.6% |
107.62 |
1.0% |
12% |
False |
True |
|
10 |
10,868.10 |
10,589.30 |
278.80 |
2.6% |
87.90 |
0.8% |
12% |
False |
True |
|
20 |
10,868.10 |
10,418.60 |
449.50 |
4.2% |
87.58 |
0.8% |
45% |
False |
False |
|
40 |
10,868.10 |
10,378.60 |
489.50 |
4.6% |
85.61 |
0.8% |
50% |
False |
False |
|
60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
94.13 |
0.9% |
79% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.06 |
0.9% |
79% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.29 |
0.8% |
79% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
94.26 |
0.9% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,000.38 |
2.618 |
10,872.59 |
1.618 |
10,794.29 |
1.000 |
10,745.90 |
0.618 |
10,715.99 |
HIGH |
10,667.60 |
0.618 |
10,637.69 |
0.500 |
10,628.45 |
0.382 |
10,619.21 |
LOW |
10,589.30 |
0.618 |
10,540.91 |
1.000 |
10,511.00 |
1.618 |
10,462.61 |
2.618 |
10,384.31 |
4.250 |
10,256.53 |
|
|
Fisher Pivots for day following 06-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,628.45 |
10,679.45 |
PP |
10,626.60 |
10,660.60 |
S1 |
10,624.75 |
10,641.75 |
|