Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
128.21 |
128.63 |
0.42 |
0.3% |
126.71 |
High |
128.72 |
128.69 |
-0.03 |
0.0% |
127.83 |
Low |
127.99 |
128.05 |
0.06 |
0.0% |
126.15 |
Close |
128.58 |
128.37 |
-0.21 |
-0.2% |
127.14 |
Range |
0.73 |
0.64 |
-0.09 |
-12.3% |
1.68 |
ATR |
1.05 |
1.02 |
-0.03 |
-2.8% |
0.00 |
Volume |
107,344,690 |
128,975,422 |
21,630,732 |
20.2% |
688,050,239 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.29 |
129.97 |
128.72 |
|
R3 |
129.65 |
129.33 |
128.54 |
|
R2 |
129.01 |
129.01 |
128.48 |
|
R1 |
128.69 |
128.69 |
128.43 |
128.53 |
PP |
128.37 |
128.37 |
128.37 |
128.29 |
S1 |
128.05 |
128.05 |
128.31 |
127.89 |
S2 |
127.73 |
127.73 |
128.25 |
|
S3 |
127.09 |
127.41 |
128.19 |
|
S4 |
126.45 |
126.77 |
128.02 |
|
|
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 |
128.72 |
126.15 |
2.57 |
2.0% |
0.95 |
0.7% |
86% |
False |
False |
124,932,430 |
10 |
128.72 |
125.33 |
3.39 |
2.6% |
0.95 |
0.7% |
90% |
False |
False |
124,795,954 |
20 |
128.72 |
123.75 |
4.97 |
3.9% |
0.79 |
0.6% |
93% |
False |
False |
108,894,750 |
40 |
128.72 |
117.74 |
10.98 |
8.6% |
0.93 |
0.7% |
97% |
False |
False |
136,787,663 |
60 |
128.72 |
116.87 |
11.85 |
9.2% |
1.04 |
0.8% |
97% |
False |
False |
153,148,197 |
80 |
128.72 |
112.18 |
16.54 |
12.9% |
1.12 |
0.9% |
98% |
False |
False |
162,720,814 |
100 |
128.72 |
104.29 |
24.43 |
19.0% |
1.17 |
0.9% |
99% |
False |
False |
171,440,091 |
120 |
128.72 |
104.29 |
24.43 |
19.0% |
1.21 |
0.9% |
99% |
False |
False |
174,991,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.41 |
2.618 |
130.37 |
1.618 |
129.73 |
1.000 |
129.33 |
0.618 |
129.09 |
HIGH |
128.69 |
0.618 |
128.45 |
0.500 |
128.37 |
0.382 |
128.29 |
LOW |
128.05 |
0.618 |
127.65 |
1.000 |
127.41 |
1.618 |
127.01 |
2.618 |
126.37 |
4.250 |
125.33 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
128.37 |
128.19 |
PP |
128.37 |
128.01 |
S1 |
128.37 |
127.84 |
|