Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
127.69 |
127.56 |
-0.13 |
-0.1% |
126.71 |
High |
127.83 |
127.77 |
-0.06 |
0.0% |
127.83 |
Low |
127.01 |
126.15 |
-0.86 |
-0.7% |
126.15 |
Close |
127.39 |
127.14 |
-0.25 |
-0.2% |
127.14 |
Range |
0.82 |
1.62 |
0.80 |
97.6% |
1.68 |
ATR |
1.01 |
1.05 |
0.04 |
4.3% |
0.00 |
Volume |
122,400,666 |
155,960,478 |
33,559,812 |
27.4% |
688,050,239 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.88 |
131.13 |
128.03 |
|
R3 |
130.26 |
129.51 |
127.59 |
|
R2 |
128.64 |
128.64 |
127.44 |
|
R1 |
127.89 |
127.89 |
127.29 |
127.46 |
PP |
127.02 |
127.02 |
127.02 |
126.80 |
S1 |
126.27 |
126.27 |
126.99 |
125.84 |
S2 |
125.40 |
125.40 |
126.84 |
|
S3 |
123.78 |
124.65 |
126.69 |
|
S4 |
122.16 |
123.03 |
126.25 |
|
|
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 |
127.83 |
126.15 |
1.68 |
1.3% |
1.17 |
0.9% |
59% |
False |
True |
137,610,047 |
10 |
127.83 |
125.04 |
2.79 |
2.2% |
0.84 |
0.7% |
75% |
False |
False |
102,714,369 |
20 |
127.83 |
123.73 |
4.10 |
3.2% |
0.81 |
0.6% |
83% |
False |
False |
113,381,614 |
40 |
127.83 |
117.59 |
10.24 |
8.1% |
0.99 |
0.8% |
93% |
False |
False |
146,570,236 |
60 |
127.83 |
116.02 |
11.81 |
9.3% |
1.09 |
0.9% |
94% |
False |
False |
160,042,240 |
80 |
127.83 |
112.18 |
15.65 |
12.3% |
1.15 |
0.9% |
96% |
False |
False |
167,842,589 |
100 |
127.83 |
104.29 |
23.54 |
18.5% |
1.20 |
0.9% |
97% |
False |
False |
174,963,070 |
120 |
127.83 |
104.29 |
23.54 |
18.5% |
1.24 |
1.0% |
97% |
False |
False |
178,942,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.66 |
2.618 |
132.01 |
1.618 |
130.39 |
1.000 |
129.39 |
0.618 |
128.77 |
HIGH |
127.77 |
0.618 |
127.15 |
0.500 |
126.96 |
0.382 |
126.77 |
LOW |
126.15 |
0.618 |
125.15 |
1.000 |
124.53 |
1.618 |
123.53 |
2.618 |
121.91 |
4.250 |
119.27 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
127.08 |
127.09 |
PP |
127.02 |
127.04 |
S1 |
126.96 |
126.99 |
|