| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
128.20 |
127.99 |
-0.21 |
-0.2% |
127.76 |
| High |
128.22 |
128.18 |
-0.04 |
0.0% |
128.38 |
| Low |
127.29 |
127.41 |
0.12 |
0.1% |
126.43 |
| Close |
127.71 |
128.02 |
0.31 |
0.2% |
127.71 |
| Range |
0.93 |
0.77 |
-0.16 |
-17.2% |
1.95 |
| ATR |
1.88 |
1.80 |
-0.08 |
-4.2% |
0.00 |
| Volume |
147,959,406 |
99,309,484 |
-48,649,922 |
-32.9% |
642,095,367 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.18 |
129.87 |
128.44 |
|
| R3 |
129.41 |
129.10 |
128.23 |
|
| R2 |
128.64 |
128.64 |
128.16 |
|
| R1 |
128.33 |
128.33 |
128.09 |
128.49 |
| PP |
127.87 |
127.87 |
127.87 |
127.95 |
| S1 |
127.56 |
127.56 |
127.95 |
127.72 |
| S2 |
127.10 |
127.10 |
127.88 |
|
| S3 |
126.33 |
126.79 |
127.81 |
|
| S4 |
125.56 |
126.02 |
127.60 |
|
|
| 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 |
126.43 |
1.95 |
1.5% |
1.11 |
0.9% |
82% |
False |
False |
148,280,970 |
| 10 |
128.38 |
124.73 |
3.65 |
2.9% |
1.14 |
0.9% |
90% |
False |
False |
125,724,937 |
| 20 |
128.38 |
120.03 |
8.35 |
6.5% |
1.58 |
1.2% |
96% |
False |
False |
165,263,262 |
| 40 |
128.38 |
116.20 |
12.18 |
9.5% |
1.80 |
1.4% |
97% |
False |
False |
190,798,134 |
| 60 |
129.42 |
116.20 |
13.22 |
10.3% |
2.00 |
1.6% |
89% |
False |
False |
215,026,647 |
| 80 |
129.42 |
107.43 |
21.99 |
17.2% |
2.19 |
1.7% |
94% |
False |
False |
236,904,418 |
| 100 |
129.42 |
107.43 |
21.99 |
17.2% |
2.39 |
1.9% |
94% |
False |
False |
248,590,021 |
| 120 |
134.82 |
107.43 |
27.39 |
21.4% |
2.53 |
2.0% |
75% |
False |
False |
265,318,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.45 |
|
2.618 |
130.20 |
|
1.618 |
129.43 |
|
1.000 |
128.95 |
|
0.618 |
128.66 |
|
HIGH |
128.18 |
|
0.618 |
127.89 |
|
0.500 |
127.80 |
|
0.382 |
127.70 |
|
LOW |
127.41 |
|
0.618 |
126.93 |
|
1.000 |
126.64 |
|
1.618 |
126.16 |
|
2.618 |
125.39 |
|
4.250 |
124.14 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
127.95 |
127.79 |
| PP |
127.87 |
127.56 |
| S1 |
127.80 |
127.33 |
|