Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
129.32 |
131.21 |
1.89 |
1.5% |
127.99 |
High |
130.84 |
131.57 |
0.73 |
0.6% |
129.70 |
Low |
129.08 |
130.80 |
1.72 |
1.3% |
127.41 |
Close |
130.77 |
131.46 |
0.69 |
0.5% |
128.84 |
Range |
1.76 |
0.77 |
-0.99 |
-56.3% |
2.29 |
ATR |
1.68 |
1.62 |
-0.06 |
-3.7% |
0.00 |
Volume |
163,036,578 |
126,190,203 |
-36,846,375 |
-22.6% |
624,111,118 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.59 |
133.29 |
131.88 |
|
R3 |
132.82 |
132.52 |
131.67 |
|
R2 |
132.05 |
132.05 |
131.60 |
|
R1 |
131.75 |
131.75 |
131.53 |
131.90 |
PP |
131.28 |
131.28 |
131.28 |
131.35 |
S1 |
130.98 |
130.98 |
131.39 |
131.13 |
S2 |
130.51 |
130.51 |
131.32 |
|
S3 |
129.74 |
130.21 |
131.25 |
|
S4 |
128.97 |
129.44 |
131.04 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.52 |
134.47 |
130.10 |
|
R3 |
133.23 |
132.18 |
129.47 |
|
R2 |
130.94 |
130.94 |
129.26 |
|
R1 |
129.89 |
129.89 |
129.05 |
130.42 |
PP |
128.65 |
128.65 |
128.65 |
128.91 |
S1 |
127.60 |
127.60 |
128.63 |
128.13 |
S2 |
126.36 |
126.36 |
128.42 |
|
S3 |
124.07 |
125.31 |
128.21 |
|
S4 |
121.78 |
123.02 |
127.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.57 |
127.72 |
3.85 |
2.9% |
1.29 |
1.0% |
97% |
True |
False |
143,938,754 |
10 |
131.57 |
126.43 |
5.14 |
3.9% |
1.15 |
0.9% |
98% |
True |
False |
136,699,280 |
20 |
131.57 |
120.37 |
11.20 |
8.5% |
1.29 |
1.0% |
99% |
True |
False |
137,091,935 |
40 |
131.57 |
116.20 |
15.37 |
11.7% |
1.64 |
1.2% |
99% |
True |
False |
175,794,957 |
60 |
131.57 |
116.20 |
15.37 |
11.7% |
1.86 |
1.4% |
99% |
True |
False |
202,266,704 |
80 |
131.57 |
107.43 |
24.14 |
18.4% |
2.08 |
1.6% |
100% |
True |
False |
221,137,217 |
100 |
131.57 |
107.43 |
24.14 |
18.4% |
2.22 |
1.7% |
100% |
True |
False |
234,732,331 |
120 |
131.57 |
107.43 |
24.14 |
18.4% |
2.51 |
1.9% |
100% |
True |
False |
262,915,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.84 |
2.618 |
133.59 |
1.618 |
132.82 |
1.000 |
132.34 |
0.618 |
132.05 |
HIGH |
131.57 |
0.618 |
131.28 |
0.500 |
131.19 |
0.382 |
131.09 |
LOW |
130.80 |
0.618 |
130.32 |
1.000 |
130.03 |
1.618 |
129.55 |
2.618 |
128.78 |
4.250 |
127.53 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
131.37 |
131.05 |
PP |
131.28 |
130.64 |
S1 |
131.19 |
130.24 |
|