| Trading Metrics calculated at close of trading on 18-Jan-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2005 |
18-Jan-2005 |
Change |
Change % |
Previous Week |
| Open |
10,506.70 |
10,554.20 |
47.50 |
0.5% |
10,603.40 |
| High |
10,567.00 |
10,628.90 |
61.90 |
0.6% |
10,663.70 |
| Low |
10,503.80 |
10,500.60 |
-3.20 |
0.0% |
10,485.70 |
| Close |
10,558.00 |
10,628.80 |
70.80 |
0.7% |
10,558.00 |
| Range |
63.20 |
128.30 |
65.10 |
103.0% |
178.00 |
| ATR |
91.93 |
94.52 |
2.60 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,971.00 |
10,928.20 |
10,699.37 |
|
| R3 |
10,842.70 |
10,799.90 |
10,664.08 |
|
| R2 |
10,714.40 |
10,714.40 |
10,652.32 |
|
| R1 |
10,671.60 |
10,671.60 |
10,640.56 |
10,693.00 |
| PP |
10,586.10 |
10,586.10 |
10,586.10 |
10,596.80 |
| S1 |
10,543.30 |
10,543.30 |
10,617.04 |
10,564.70 |
| S2 |
10,457.80 |
10,457.80 |
10,605.28 |
|
| S3 |
10,329.50 |
10,415.00 |
10,593.52 |
|
| S4 |
10,201.20 |
10,286.70 |
10,558.24 |
|
|
| Weekly Pivots for week ending 14-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,103.13 |
11,008.57 |
10,655.90 |
|
| R3 |
10,925.13 |
10,830.57 |
10,606.95 |
|
| R2 |
10,747.13 |
10,747.13 |
10,590.63 |
|
| R1 |
10,652.57 |
10,652.57 |
10,574.32 |
10,610.85 |
| PP |
10,569.13 |
10,569.13 |
10,569.13 |
10,548.28 |
| S1 |
10,474.57 |
10,474.57 |
10,541.68 |
10,432.85 |
| S2 |
10,391.13 |
10,391.13 |
10,525.37 |
|
| S3 |
10,213.13 |
10,296.57 |
10,509.05 |
|
| S4 |
10,035.13 |
10,118.57 |
10,460.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,628.90 |
10,485.70 |
143.20 |
1.3% |
107.14 |
1.0% |
100% |
True |
False |
|
| 10 |
10,769.60 |
10,485.70 |
283.90 |
2.7% |
102.79 |
1.0% |
50% |
False |
False |
|
| 20 |
10,868.10 |
10,485.70 |
382.40 |
3.6% |
92.39 |
0.9% |
37% |
False |
False |
|
| 40 |
10,868.10 |
10,417.10 |
451.00 |
4.2% |
90.16 |
0.8% |
47% |
False |
False |
|
| 60 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.39 |
0.9% |
79% |
False |
False |
|
| 80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
93.27 |
0.9% |
79% |
False |
False |
|
| 100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.21 |
0.8% |
79% |
False |
False |
|
| 120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
92.61 |
0.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,174.18 |
|
2.618 |
10,964.79 |
|
1.618 |
10,836.49 |
|
1.000 |
10,757.20 |
|
0.618 |
10,708.19 |
|
HIGH |
10,628.90 |
|
0.618 |
10,579.89 |
|
0.500 |
10,564.75 |
|
0.382 |
10,549.61 |
|
LOW |
10,500.60 |
|
0.618 |
10,421.31 |
|
1.000 |
10,372.30 |
|
1.618 |
10,293.01 |
|
2.618 |
10,164.71 |
|
4.250 |
9,955.33 |
|
|
| Fisher Pivots for day following 18-Jan-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,607.45 |
10,604.97 |
| PP |
10,586.10 |
10,581.13 |
| S1 |
10,564.75 |
10,557.30 |
|