| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,348.53 |
2,359.81 |
11.28 |
0.5% |
2,274.22 |
| High |
2,363.76 |
2,367.19 |
3.43 |
0.1% |
2,338.65 |
| Low |
2,344.86 |
2,352.46 |
7.60 |
0.3% |
2,258.05 |
| Close |
2,363.61 |
2,360.95 |
-2.66 |
-0.1% |
2,338.20 |
| Range |
18.90 |
14.73 |
-4.17 |
-22.1% |
80.60 |
| ATR |
26.44 |
25.61 |
-0.84 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.39 |
2,397.40 |
2,369.05 |
|
| R3 |
2,389.66 |
2,382.67 |
2,365.00 |
|
| R2 |
2,374.93 |
2,374.93 |
2,363.65 |
|
| R1 |
2,367.94 |
2,367.94 |
2,362.30 |
2,371.44 |
| PP |
2,360.20 |
2,360.20 |
2,360.20 |
2,361.95 |
| S1 |
2,353.21 |
2,353.21 |
2,359.60 |
2,356.71 |
| S2 |
2,345.47 |
2,345.47 |
2,358.25 |
|
| S3 |
2,330.74 |
2,338.48 |
2,356.90 |
|
| S4 |
2,316.01 |
2,323.75 |
2,352.85 |
|
|
| 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 |
2,367.19 |
2,297.79 |
69.40 |
2.9% |
21.08 |
0.9% |
91% |
True |
False |
|
| 10 |
2,367.19 |
2,258.05 |
109.14 |
4.6% |
26.63 |
1.1% |
94% |
True |
False |
|
| 20 |
2,367.19 |
2,258.05 |
109.14 |
4.6% |
25.99 |
1.1% |
94% |
True |
False |
|
| 40 |
2,367.19 |
2,196.87 |
170.32 |
7.2% |
21.96 |
0.9% |
96% |
True |
False |
|
| 60 |
2,367.19 |
2,085.27 |
281.92 |
11.9% |
22.25 |
0.9% |
98% |
True |
False |
|
| 80 |
2,367.19 |
2,054.61 |
312.58 |
13.2% |
22.75 |
1.0% |
98% |
True |
False |
|
| 100 |
2,367.19 |
1,960.43 |
406.76 |
17.2% |
23.72 |
1.0% |
98% |
True |
False |
|
| 120 |
2,367.19 |
1,747.32 |
619.87 |
26.3% |
23.89 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.79 |
|
2.618 |
2,405.75 |
|
1.618 |
2,391.02 |
|
1.000 |
2,381.92 |
|
0.618 |
2,376.29 |
|
HIGH |
2,367.19 |
|
0.618 |
2,361.56 |
|
0.500 |
2,359.83 |
|
0.382 |
2,358.09 |
|
LOW |
2,352.46 |
|
0.618 |
2,343.36 |
|
1.000 |
2,337.73 |
|
1.618 |
2,328.63 |
|
2.618 |
2,313.90 |
|
4.250 |
2,289.86 |
|
|