Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
126.58 |
127.44 |
0.86 |
0.7% |
126.71 |
High |
127.16 |
127.74 |
0.58 |
0.5% |
127.83 |
Low |
126.20 |
126.95 |
0.75 |
0.6% |
126.15 |
Close |
126.98 |
127.43 |
0.45 |
0.4% |
127.14 |
Range |
0.96 |
0.79 |
-0.17 |
-17.7% |
1.68 |
ATR |
1.05 |
1.03 |
-0.02 |
-1.7% |
0.00 |
Volume |
122,198,298 |
110,183,265 |
-12,015,033 |
-9.8% |
688,050,239 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.74 |
129.38 |
127.86 |
|
R3 |
128.95 |
128.59 |
127.65 |
|
R2 |
128.16 |
128.16 |
127.57 |
|
R1 |
127.80 |
127.80 |
127.50 |
127.59 |
PP |
127.37 |
127.37 |
127.37 |
127.27 |
S1 |
127.01 |
127.01 |
127.36 |
126.80 |
S2 |
126.58 |
126.58 |
127.29 |
|
S3 |
125.79 |
126.22 |
127.21 |
|
S4 |
125.00 |
125.43 |
127.00 |
|
|
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% |
1.09 |
0.9% |
76% |
False |
False |
128,920,842 |
10 |
127.83 |
125.33 |
2.50 |
2.0% |
0.90 |
0.7% |
84% |
False |
False |
114,620,269 |
20 |
127.83 |
123.75 |
4.08 |
3.2% |
0.82 |
0.6% |
90% |
False |
False |
112,446,704 |
40 |
127.83 |
117.59 |
10.24 |
8.0% |
0.97 |
0.8% |
96% |
False |
False |
142,464,997 |
60 |
127.83 |
116.02 |
11.81 |
9.3% |
1.07 |
0.8% |
97% |
False |
False |
156,233,997 |
80 |
127.83 |
112.18 |
15.65 |
12.3% |
1.15 |
0.9% |
97% |
False |
False |
165,803,227 |
100 |
127.83 |
104.29 |
23.54 |
18.5% |
1.18 |
0.9% |
98% |
False |
False |
172,803,545 |
120 |
127.83 |
104.29 |
23.54 |
18.5% |
1.22 |
1.0% |
98% |
False |
False |
176,388,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.10 |
2.618 |
129.81 |
1.618 |
129.02 |
1.000 |
128.53 |
0.618 |
128.23 |
HIGH |
127.74 |
0.618 |
127.44 |
0.500 |
127.35 |
0.382 |
127.25 |
LOW |
126.95 |
0.618 |
126.46 |
1.000 |
126.16 |
1.618 |
125.67 |
2.618 |
124.88 |
4.250 |
123.59 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
127.40 |
127.27 |
PP |
127.37 |
127.12 |
S1 |
127.35 |
126.96 |
|