| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,324.18 |
2,340.44 |
16.26 |
0.7% |
2,274.22 |
| High |
2,338.65 |
2,360.82 |
22.17 |
0.9% |
2,338.65 |
| Low |
2,318.27 |
2,338.87 |
20.60 |
0.9% |
2,258.05 |
| Close |
2,338.20 |
2,349.20 |
11.00 |
0.5% |
2,338.20 |
| Range |
20.38 |
21.95 |
1.57 |
7.7% |
80.60 |
| ATR |
27.36 |
27.02 |
-0.34 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.48 |
2,404.29 |
2,361.27 |
|
| R3 |
2,393.53 |
2,382.34 |
2,355.24 |
|
| R2 |
2,371.58 |
2,371.58 |
2,353.22 |
|
| R1 |
2,360.39 |
2,360.39 |
2,351.21 |
2,365.99 |
| PP |
2,349.63 |
2,349.63 |
2,349.63 |
2,352.43 |
| S1 |
2,338.44 |
2,338.44 |
2,347.19 |
2,344.04 |
| S2 |
2,327.68 |
2,327.68 |
2,345.18 |
|
| S3 |
2,305.73 |
2,316.49 |
2,343.16 |
|
| S4 |
2,283.78 |
2,294.54 |
2,337.13 |
|
|
| 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 |
2,360.82 |
2,296.74 |
64.08 |
2.7% |
23.39 |
1.0% |
82% |
True |
False |
|
| 10 |
2,360.82 |
2,258.05 |
102.77 |
4.4% |
27.41 |
1.2% |
89% |
True |
False |
|
| 20 |
2,360.82 |
2,258.05 |
102.77 |
4.4% |
26.32 |
1.1% |
89% |
True |
False |
|
| 40 |
2,360.82 |
2,196.87 |
163.95 |
7.0% |
22.02 |
0.9% |
93% |
True |
False |
|
| 60 |
2,360.82 |
2,085.27 |
275.55 |
11.7% |
23.04 |
1.0% |
96% |
True |
False |
|
| 80 |
2,360.82 |
2,043.70 |
317.12 |
13.5% |
23.00 |
1.0% |
96% |
True |
False |
|
| 100 |
2,360.82 |
1,931.72 |
429.10 |
18.3% |
23.71 |
1.0% |
97% |
True |
False |
|
| 120 |
2,360.82 |
1,747.32 |
613.50 |
26.1% |
24.15 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.11 |
|
2.618 |
2,418.29 |
|
1.618 |
2,396.34 |
|
1.000 |
2,382.77 |
|
0.618 |
2,374.39 |
|
HIGH |
2,360.82 |
|
0.618 |
2,352.44 |
|
0.500 |
2,349.85 |
|
0.382 |
2,347.25 |
|
LOW |
2,338.87 |
|
0.618 |
2,325.30 |
|
1.000 |
2,316.92 |
|
1.618 |
2,303.35 |
|
2.618 |
2,281.40 |
|
4.250 |
2,245.58 |
|
|