| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,316.67 |
2,324.18 |
7.51 |
0.3% |
2,274.22 |
| High |
2,327.24 |
2,338.65 |
11.41 |
0.5% |
2,338.65 |
| Low |
2,297.79 |
2,318.27 |
20.48 |
0.9% |
2,258.05 |
| Close |
2,323.07 |
2,338.20 |
15.13 |
0.7% |
2,338.20 |
| Range |
29.45 |
20.38 |
-9.07 |
-30.8% |
80.60 |
| ATR |
27.90 |
27.36 |
-0.54 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.85 |
2,385.90 |
2,349.41 |
|
| R3 |
2,372.47 |
2,365.52 |
2,343.80 |
|
| R2 |
2,352.09 |
2,352.09 |
2,341.94 |
|
| R1 |
2,345.14 |
2,345.14 |
2,340.07 |
2,348.62 |
| PP |
2,331.71 |
2,331.71 |
2,331.71 |
2,333.44 |
| S1 |
2,324.76 |
2,324.76 |
2,336.33 |
2,328.24 |
| S2 |
2,311.33 |
2,311.33 |
2,334.46 |
|
| S3 |
2,290.95 |
2,304.38 |
2,332.60 |
|
| S4 |
2,270.57 |
2,284.00 |
2,326.99 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.43 |
2,526.42 |
2,382.53 |
|
| R3 |
2,472.83 |
2,445.82 |
2,360.37 |
|
| R2 |
2,392.23 |
2,392.23 |
2,352.98 |
|
| R1 |
2,365.22 |
2,365.22 |
2,345.59 |
2,378.73 |
| PP |
2,311.63 |
2,311.63 |
2,311.63 |
2,318.39 |
| S1 |
2,284.62 |
2,284.62 |
2,330.81 |
2,298.13 |
| S2 |
2,231.03 |
2,231.03 |
2,323.42 |
|
| S3 |
2,150.43 |
2,204.02 |
2,316.04 |
|
| S4 |
2,069.83 |
2,123.42 |
2,293.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,338.65 |
2,258.05 |
80.60 |
3.4% |
24.89 |
1.1% |
99% |
True |
False |
|
| 10 |
2,338.65 |
2,258.05 |
80.60 |
3.4% |
28.38 |
1.2% |
99% |
True |
False |
|
| 20 |
2,338.65 |
2,254.22 |
84.43 |
3.6% |
26.66 |
1.1% |
99% |
True |
False |
|
| 40 |
2,338.65 |
2,193.92 |
144.73 |
6.2% |
21.95 |
0.9% |
100% |
True |
False |
|
| 60 |
2,338.65 |
2,085.27 |
253.38 |
10.8% |
23.12 |
1.0% |
100% |
True |
False |
|
| 80 |
2,338.65 |
2,043.70 |
294.95 |
12.6% |
22.96 |
1.0% |
100% |
True |
False |
|
| 100 |
2,338.65 |
1,918.10 |
420.55 |
18.0% |
23.74 |
1.0% |
100% |
True |
False |
|
| 120 |
2,338.65 |
1,747.32 |
591.33 |
25.3% |
24.21 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.27 |
|
2.618 |
2,392.00 |
|
1.618 |
2,371.62 |
|
1.000 |
2,359.03 |
|
0.618 |
2,351.24 |
|
HIGH |
2,338.65 |
|
0.618 |
2,330.86 |
|
0.500 |
2,328.46 |
|
0.382 |
2,326.06 |
|
LOW |
2,318.27 |
|
0.618 |
2,305.68 |
|
1.000 |
2,297.89 |
|
1.618 |
2,285.30 |
|
2.618 |
2,264.92 |
|
4.250 |
2,231.66 |
|
|