| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,298.37 |
2,317.88 |
19.51 |
0.8% |
2,271.73 |
| High |
2,329.34 |
2,328.80 |
-0.54 |
0.0% |
2,336.04 |
| Low |
2,296.74 |
2,316.22 |
19.48 |
0.8% |
2,260.60 |
| Close |
2,324.95 |
2,321.09 |
-3.86 |
-0.2% |
2,270.51 |
| Range |
32.60 |
12.58 |
-20.02 |
-61.4% |
75.44 |
| ATR |
28.95 |
27.78 |
-1.17 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.78 |
2,353.01 |
2,328.01 |
|
| R3 |
2,347.20 |
2,340.43 |
2,324.55 |
|
| R2 |
2,334.62 |
2,334.62 |
2,323.40 |
|
| R1 |
2,327.85 |
2,327.85 |
2,322.24 |
2,331.24 |
| PP |
2,322.04 |
2,322.04 |
2,322.04 |
2,323.73 |
| S1 |
2,315.27 |
2,315.27 |
2,319.94 |
2,318.66 |
| S2 |
2,309.46 |
2,309.46 |
2,318.78 |
|
| S3 |
2,296.88 |
2,302.69 |
2,317.63 |
|
| S4 |
2,284.30 |
2,290.11 |
2,314.17 |
|
|
| 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% |
32.18 |
1.4% |
81% |
False |
False |
|
| 10 |
2,336.04 |
2,258.05 |
77.99 |
3.4% |
29.45 |
1.3% |
81% |
False |
False |
|
| 20 |
2,336.04 |
2,243.87 |
92.17 |
4.0% |
26.07 |
1.1% |
84% |
False |
False |
|
| 40 |
2,336.04 |
2,182.99 |
153.05 |
6.6% |
21.83 |
0.9% |
90% |
False |
False |
|
| 60 |
2,336.04 |
2,085.27 |
250.77 |
10.8% |
23.09 |
1.0% |
94% |
False |
False |
|
| 80 |
2,336.04 |
2,007.13 |
328.91 |
14.2% |
23.01 |
1.0% |
95% |
False |
False |
|
| 100 |
2,336.04 |
1,908.41 |
427.63 |
18.4% |
23.64 |
1.0% |
97% |
False |
False |
|
| 120 |
2,336.04 |
1,747.32 |
588.72 |
25.4% |
24.18 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.27 |
|
2.618 |
2,361.73 |
|
1.618 |
2,349.15 |
|
1.000 |
2,341.38 |
|
0.618 |
2,336.57 |
|
HIGH |
2,328.80 |
|
0.618 |
2,323.99 |
|
0.500 |
2,322.51 |
|
0.382 |
2,321.03 |
|
LOW |
2,316.22 |
|
0.618 |
2,308.45 |
|
1.000 |
2,303.64 |
|
1.618 |
2,295.87 |
|
2.618 |
2,283.29 |
|
4.250 |
2,262.76 |
|
|