| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
126.58 |
127.69 |
1.11 |
0.9% |
125.13 |
| High |
127.73 |
127.83 |
0.11 |
0.1% |
126.20 |
| Low |
126.46 |
127.01 |
0.55 |
0.4% |
125.04 |
| Close |
127.64 |
127.39 |
-0.25 |
-0.2% |
125.75 |
| Range |
1.27 |
0.82 |
-0.45 |
-35.2% |
1.16 |
| ATR |
1.02 |
1.01 |
-0.01 |
-1.4% |
0.00 |
| Volume |
133,861,504 |
122,400,666 |
-11,460,838 |
-8.6% |
339,093,457 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.87 |
129.45 |
127.84 |
|
| R3 |
129.05 |
128.63 |
127.62 |
|
| R2 |
128.23 |
128.23 |
127.54 |
|
| R1 |
127.81 |
127.81 |
127.47 |
127.61 |
| PP |
127.41 |
127.41 |
127.41 |
127.31 |
| S1 |
126.99 |
126.99 |
127.31 |
126.79 |
| S2 |
126.59 |
126.59 |
127.24 |
|
| S3 |
125.77 |
126.17 |
127.16 |
|
| S4 |
124.95 |
125.35 |
126.94 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.14 |
128.61 |
126.39 |
|
| R3 |
127.98 |
127.45 |
126.07 |
|
| R2 |
126.82 |
126.82 |
125.96 |
|
| R1 |
126.29 |
126.29 |
125.86 |
126.56 |
| PP |
125.66 |
125.66 |
125.66 |
125.80 |
| S1 |
125.13 |
125.13 |
125.64 |
125.40 |
| S2 |
124.50 |
124.50 |
125.54 |
|
| S3 |
123.34 |
123.97 |
125.43 |
|
| S4 |
122.18 |
122.81 |
125.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.83 |
125.33 |
2.50 |
2.0% |
0.95 |
0.7% |
82% |
True |
False |
124,659,479 |
| 10 |
127.83 |
125.04 |
2.79 |
2.2% |
0.73 |
0.6% |
84% |
True |
False |
94,123,587 |
| 20 |
127.83 |
123.15 |
4.68 |
3.7% |
0.77 |
0.6% |
91% |
True |
False |
111,740,161 |
| 40 |
127.83 |
117.59 |
10.24 |
8.0% |
0.99 |
0.8% |
96% |
True |
False |
148,186,120 |
| 60 |
127.83 |
116.02 |
11.81 |
9.3% |
1.08 |
0.8% |
96% |
True |
False |
160,674,801 |
| 80 |
127.83 |
111.98 |
15.85 |
12.4% |
1.14 |
0.9% |
97% |
True |
False |
167,998,545 |
| 100 |
127.83 |
104.29 |
23.54 |
18.5% |
1.20 |
0.9% |
98% |
True |
False |
175,124,693 |
| 120 |
127.83 |
104.29 |
23.54 |
18.5% |
1.25 |
1.0% |
98% |
True |
False |
179,791,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.32 |
|
2.618 |
129.98 |
|
1.618 |
129.16 |
|
1.000 |
128.65 |
|
0.618 |
128.34 |
|
HIGH |
127.83 |
|
0.618 |
127.52 |
|
0.500 |
127.42 |
|
0.382 |
127.32 |
|
LOW |
127.01 |
|
0.618 |
126.50 |
|
1.000 |
126.19 |
|
1.618 |
125.68 |
|
2.618 |
124.86 |
|
4.250 |
123.53 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.42 |
127.26 |
| PP |
127.41 |
127.14 |
| S1 |
127.40 |
127.01 |
|