Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
127.44 |
128.21 |
0.77 |
0.6% |
126.71 |
High |
127.74 |
128.72 |
0.98 |
0.8% |
127.83 |
Low |
126.95 |
127.99 |
1.04 |
0.8% |
126.15 |
Close |
127.43 |
128.58 |
1.15 |
0.9% |
127.14 |
Range |
0.79 |
0.73 |
-0.06 |
-7.6% |
1.68 |
ATR |
1.03 |
1.05 |
0.02 |
1.8% |
0.00 |
Volume |
110,183,265 |
107,344,690 |
-2,838,575 |
-2.6% |
688,050,239 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.62 |
130.33 |
128.98 |
|
R3 |
129.89 |
129.60 |
128.78 |
|
R2 |
129.16 |
129.16 |
128.71 |
|
R1 |
128.87 |
128.87 |
128.65 |
129.02 |
PP |
128.43 |
128.43 |
128.43 |
128.50 |
S1 |
128.14 |
128.14 |
128.51 |
128.29 |
S2 |
127.70 |
127.70 |
128.45 |
|
S3 |
126.97 |
127.41 |
128.38 |
|
S4 |
126.24 |
126.68 |
128.18 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.08 |
131.29 |
128.06 |
|
R3 |
130.40 |
129.61 |
127.60 |
|
R2 |
128.72 |
128.72 |
127.45 |
|
R1 |
127.93 |
127.93 |
127.29 |
128.33 |
PP |
127.04 |
127.04 |
127.04 |
127.24 |
S1 |
126.25 |
126.25 |
126.99 |
126.65 |
S2 |
125.36 |
125.36 |
126.83 |
|
S3 |
123.68 |
124.57 |
126.68 |
|
S4 |
122.00 |
122.89 |
126.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128.72 |
126.15 |
2.57 |
2.0% |
0.98 |
0.8% |
95% |
True |
False |
123,617,479 |
10 |
128.72 |
125.33 |
3.39 |
2.6% |
0.94 |
0.7% |
96% |
True |
False |
119,557,664 |
20 |
128.72 |
123.75 |
4.97 |
3.9% |
0.81 |
0.6% |
97% |
True |
False |
110,463,700 |
40 |
128.72 |
117.59 |
11.13 |
8.7% |
0.96 |
0.7% |
99% |
True |
False |
141,057,099 |
60 |
128.72 |
116.02 |
12.70 |
9.9% |
1.06 |
0.8% |
99% |
True |
False |
155,670,805 |
80 |
128.72 |
112.18 |
16.54 |
12.9% |
1.13 |
0.9% |
99% |
True |
False |
164,463,238 |
100 |
128.72 |
104.29 |
24.43 |
19.0% |
1.18 |
0.9% |
99% |
True |
False |
171,781,370 |
120 |
128.72 |
104.29 |
24.43 |
19.0% |
1.21 |
0.9% |
99% |
True |
False |
175,433,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.82 |
2.618 |
130.63 |
1.618 |
129.90 |
1.000 |
129.45 |
0.618 |
129.17 |
HIGH |
128.72 |
0.618 |
128.44 |
0.500 |
128.36 |
0.382 |
128.27 |
LOW |
127.99 |
0.618 |
127.54 |
1.000 |
127.26 |
1.618 |
126.81 |
2.618 |
126.08 |
4.250 |
124.89 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
128.51 |
128.21 |
PP |
128.43 |
127.83 |
S1 |
128.36 |
127.46 |
|