| Trading Metrics calculated at close of trading on 20-Jan-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2005 |
20-Jan-2005 |
Change |
Change % |
Previous Week |
| Open |
10,626.00 |
10,538.90 |
-87.10 |
-0.8% |
10,603.40 |
| High |
10,626.30 |
10,546.80 |
-79.50 |
-0.7% |
10,663.70 |
| Low |
10,536.50 |
10,457.90 |
-78.60 |
-0.7% |
10,485.70 |
| Close |
10,540.00 |
10,471.50 |
-68.50 |
-0.6% |
10,558.00 |
| Range |
89.80 |
88.90 |
-0.90 |
-1.0% |
178.00 |
| ATR |
94.36 |
93.97 |
-0.39 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,758.77 |
10,704.03 |
10,520.40 |
|
| R3 |
10,669.87 |
10,615.13 |
10,495.95 |
|
| R2 |
10,580.97 |
10,580.97 |
10,487.80 |
|
| R1 |
10,526.23 |
10,526.23 |
10,479.65 |
10,509.15 |
| PP |
10,492.07 |
10,492.07 |
10,492.07 |
10,483.53 |
| S1 |
10,437.33 |
10,437.33 |
10,463.35 |
10,420.25 |
| S2 |
10,403.17 |
10,403.17 |
10,455.20 |
|
| S3 |
10,314.27 |
10,348.43 |
10,447.05 |
|
| S4 |
10,225.37 |
10,259.53 |
10,422.61 |
|
|
| 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 |
10,457.90 |
171.00 |
1.6% |
100.54 |
1.0% |
8% |
False |
True |
|
| 10 |
10,667.60 |
10,457.90 |
209.70 |
2.0% |
95.56 |
0.9% |
6% |
False |
True |
|
| 20 |
10,868.10 |
10,457.90 |
410.20 |
3.9% |
91.99 |
0.9% |
3% |
False |
True |
|
| 40 |
10,868.10 |
10,417.10 |
451.00 |
4.3% |
89.35 |
0.9% |
12% |
False |
False |
|
| 60 |
10,868.10 |
9,749.55 |
1,118.55 |
10.7% |
92.04 |
0.9% |
65% |
False |
False |
|
| 80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
94.16 |
0.9% |
66% |
False |
False |
|
| 100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.17 |
0.9% |
66% |
False |
False |
|
| 120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
92.92 |
0.9% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,924.63 |
|
2.618 |
10,779.54 |
|
1.618 |
10,690.64 |
|
1.000 |
10,635.70 |
|
0.618 |
10,601.74 |
|
HIGH |
10,546.80 |
|
0.618 |
10,512.84 |
|
0.500 |
10,502.35 |
|
0.382 |
10,491.86 |
|
LOW |
10,457.90 |
|
0.618 |
10,402.96 |
|
1.000 |
10,369.00 |
|
1.618 |
10,314.06 |
|
2.618 |
10,225.16 |
|
4.250 |
10,080.08 |
|
|
| Fisher Pivots for day following 20-Jan-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,502.35 |
10,543.40 |
| PP |
10,492.07 |
10,519.43 |
| S1 |
10,481.78 |
10,495.47 |
|