| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,274.22 |
2,298.37 |
24.15 |
1.1% |
2,271.73 |
| High |
2,287.50 |
2,329.34 |
41.84 |
1.8% |
2,336.04 |
| Low |
2,258.05 |
2,296.74 |
38.69 |
1.7% |
2,260.60 |
| Close |
2,281.90 |
2,324.95 |
43.05 |
1.9% |
2,270.51 |
| Range |
29.45 |
32.60 |
3.15 |
10.7% |
75.44 |
| ATR |
27.52 |
28.95 |
1.42 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.81 |
2,402.48 |
2,342.88 |
|
| R3 |
2,382.21 |
2,369.88 |
2,333.92 |
|
| R2 |
2,349.61 |
2,349.61 |
2,330.93 |
|
| R1 |
2,337.28 |
2,337.28 |
2,327.94 |
2,343.45 |
| PP |
2,317.01 |
2,317.01 |
2,317.01 |
2,320.09 |
| S1 |
2,304.68 |
2,304.68 |
2,321.96 |
2,310.85 |
| S2 |
2,284.41 |
2,284.41 |
2,318.97 |
|
| S3 |
2,251.81 |
2,272.08 |
2,315.99 |
|
| S4 |
2,219.21 |
2,239.48 |
2,307.02 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.37 |
2,468.38 |
2,312.00 |
|
| R3 |
2,439.93 |
2,392.94 |
2,291.26 |
|
| R2 |
2,364.49 |
2,364.49 |
2,284.34 |
|
| R1 |
2,317.50 |
2,317.50 |
2,277.43 |
2,303.28 |
| PP |
2,289.05 |
2,289.05 |
2,289.05 |
2,281.94 |
| S1 |
2,242.06 |
2,242.06 |
2,263.59 |
2,227.84 |
| S2 |
2,213.61 |
2,213.61 |
2,256.68 |
|
| S3 |
2,138.17 |
2,166.62 |
2,249.76 |
|
| S4 |
2,062.73 |
2,091.18 |
2,229.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,336.04 |
2,258.05 |
77.99 |
3.4% |
33.89 |
1.5% |
86% |
False |
False |
|
| 10 |
2,336.04 |
2,258.05 |
77.99 |
3.4% |
31.86 |
1.4% |
86% |
False |
False |
|
| 20 |
2,336.04 |
2,237.73 |
98.31 |
4.2% |
26.70 |
1.1% |
89% |
False |
False |
|
| 40 |
2,336.04 |
2,182.99 |
153.05 |
6.6% |
21.78 |
0.9% |
93% |
False |
False |
|
| 60 |
2,336.04 |
2,085.27 |
250.77 |
10.8% |
23.07 |
1.0% |
96% |
False |
False |
|
| 80 |
2,336.04 |
1,999.89 |
336.15 |
14.5% |
23.24 |
1.0% |
97% |
False |
False |
|
| 100 |
2,336.04 |
1,879.71 |
456.33 |
19.6% |
23.68 |
1.0% |
98% |
False |
False |
|
| 120 |
2,336.04 |
1,747.32 |
588.72 |
25.3% |
24.34 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.89 |
|
2.618 |
2,414.69 |
|
1.618 |
2,382.09 |
|
1.000 |
2,361.94 |
|
0.618 |
2,349.49 |
|
HIGH |
2,329.34 |
|
0.618 |
2,316.89 |
|
0.500 |
2,313.04 |
|
0.382 |
2,309.19 |
|
LOW |
2,296.74 |
|
0.618 |
2,276.59 |
|
1.000 |
2,264.14 |
|
1.618 |
2,243.99 |
|
2.618 |
2,211.39 |
|
4.250 |
2,158.19 |
|
|