Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
130.09 |
129.32 |
-0.77 |
-0.6% |
127.99 |
High |
130.32 |
130.84 |
0.52 |
0.4% |
129.70 |
Low |
128.90 |
129.08 |
0.18 |
0.1% |
127.41 |
Close |
129.34 |
130.77 |
1.43 |
1.1% |
128.84 |
Range |
1.42 |
1.76 |
0.34 |
23.9% |
2.29 |
ATR |
1.68 |
1.68 |
0.01 |
0.4% |
0.00 |
Volume |
132,037,250 |
163,036,578 |
30,999,328 |
23.5% |
624,111,118 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.51 |
134.90 |
131.74 |
|
R3 |
133.75 |
133.14 |
131.25 |
|
R2 |
131.99 |
131.99 |
131.09 |
|
R1 |
131.38 |
131.38 |
130.93 |
131.69 |
PP |
130.23 |
130.23 |
130.23 |
130.38 |
S1 |
129.62 |
129.62 |
130.61 |
129.93 |
S2 |
128.47 |
128.47 |
130.45 |
|
S3 |
126.71 |
127.86 |
130.29 |
|
S4 |
124.95 |
126.10 |
129.80 |
|
|
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 |
130.84 |
127.72 |
3.12 |
2.4% |
1.30 |
1.0% |
98% |
True |
False |
140,954,725 |
10 |
130.84 |
126.43 |
4.41 |
3.4% |
1.18 |
0.9% |
98% |
True |
False |
136,772,870 |
20 |
130.84 |
120.03 |
10.81 |
8.3% |
1.37 |
1.0% |
99% |
True |
False |
139,930,392 |
40 |
130.84 |
116.20 |
14.64 |
11.2% |
1.66 |
1.3% |
100% |
True |
False |
178,023,380 |
60 |
130.84 |
116.20 |
14.64 |
11.2% |
1.87 |
1.4% |
100% |
True |
False |
204,811,932 |
80 |
130.84 |
107.43 |
23.41 |
17.9% |
2.10 |
1.6% |
100% |
True |
False |
223,399,824 |
100 |
130.84 |
107.43 |
23.41 |
17.9% |
2.25 |
1.7% |
100% |
True |
False |
236,589,366 |
120 |
131.77 |
107.43 |
24.34 |
18.6% |
2.52 |
1.9% |
96% |
False |
False |
263,587,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.32 |
2.618 |
135.45 |
1.618 |
133.69 |
1.000 |
132.60 |
0.618 |
131.93 |
HIGH |
130.84 |
0.618 |
130.17 |
0.500 |
129.96 |
0.382 |
129.75 |
LOW |
129.08 |
0.618 |
127.99 |
1.000 |
127.32 |
1.618 |
126.23 |
2.618 |
124.47 |
4.250 |
121.60 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
130.50 |
130.27 |
PP |
130.23 |
129.78 |
S1 |
129.96 |
129.28 |
|