| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
127.01 |
128.20 |
1.19 |
0.9% |
127.76 |
| High |
128.23 |
128.22 |
-0.01 |
0.0% |
128.38 |
| Low |
126.43 |
127.29 |
0.86 |
0.7% |
126.43 |
| Close |
128.04 |
127.71 |
-0.33 |
-0.3% |
127.71 |
| Range |
1.80 |
0.93 |
-0.87 |
-48.3% |
1.95 |
| ATR |
1.96 |
1.88 |
-0.07 |
-3.7% |
0.00 |
| Volume |
173,658,250 |
147,959,406 |
-25,698,844 |
-14.8% |
642,095,367 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.53 |
130.05 |
128.22 |
|
| R3 |
129.60 |
129.12 |
127.97 |
|
| R2 |
128.67 |
128.67 |
127.88 |
|
| R1 |
128.19 |
128.19 |
127.80 |
127.97 |
| PP |
127.74 |
127.74 |
127.74 |
127.63 |
| S1 |
127.26 |
127.26 |
127.62 |
127.04 |
| S2 |
126.81 |
126.81 |
127.54 |
|
| S3 |
125.88 |
126.33 |
127.45 |
|
| S4 |
124.95 |
125.40 |
127.20 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.36 |
132.48 |
128.78 |
|
| R3 |
131.41 |
130.53 |
128.25 |
|
| R2 |
129.46 |
129.46 |
128.07 |
|
| R1 |
128.58 |
128.58 |
127.89 |
128.05 |
| PP |
127.51 |
127.51 |
127.51 |
127.24 |
| S1 |
126.63 |
126.63 |
127.53 |
126.10 |
| S2 |
125.56 |
125.56 |
127.35 |
|
| S3 |
123.61 |
124.68 |
127.17 |
|
| S4 |
121.66 |
122.73 |
126.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.38 |
125.50 |
2.88 |
2.3% |
1.12 |
0.9% |
77% |
False |
False |
147,505,282 |
| 10 |
128.38 |
124.23 |
4.15 |
3.2% |
1.18 |
0.9% |
84% |
False |
False |
127,710,641 |
| 20 |
128.38 |
120.03 |
8.35 |
6.5% |
1.66 |
1.3% |
92% |
False |
False |
172,327,275 |
| 40 |
128.38 |
116.20 |
12.18 |
9.5% |
1.86 |
1.5% |
94% |
False |
False |
196,752,997 |
| 60 |
129.42 |
116.20 |
13.22 |
10.4% |
2.01 |
1.6% |
87% |
False |
False |
218,061,221 |
| 80 |
129.42 |
107.43 |
21.99 |
17.2% |
2.23 |
1.7% |
92% |
False |
False |
239,653,713 |
| 100 |
129.42 |
107.43 |
21.99 |
17.2% |
2.41 |
1.9% |
92% |
False |
False |
250,536,697 |
| 120 |
134.82 |
107.43 |
27.39 |
21.4% |
2.53 |
2.0% |
74% |
False |
False |
265,878,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.17 |
|
2.618 |
130.65 |
|
1.618 |
129.72 |
|
1.000 |
129.15 |
|
0.618 |
128.79 |
|
HIGH |
128.22 |
|
0.618 |
127.86 |
|
0.500 |
127.76 |
|
0.382 |
127.65 |
|
LOW |
127.29 |
|
0.618 |
126.72 |
|
1.000 |
126.36 |
|
1.618 |
125.79 |
|
2.618 |
124.86 |
|
4.250 |
123.34 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
127.76 |
127.58 |
| PP |
127.74 |
127.46 |
| S1 |
127.73 |
127.33 |
|