| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,343.79 |
2,357.77 |
13.98 |
0.6% |
2,340.44 |
| High |
2,366.28 |
2,381.39 |
15.11 |
0.6% |
2,381.39 |
| Low |
2,341.81 |
2,353.28 |
11.47 |
0.5% |
2,338.87 |
| Close |
2,364.35 |
2,379.14 |
14.79 |
0.6% |
2,379.14 |
| Range |
24.47 |
28.11 |
3.64 |
14.9% |
42.52 |
| ATR |
25.52 |
25.71 |
0.18 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.60 |
2,445.48 |
2,394.60 |
|
| R3 |
2,427.49 |
2,417.37 |
2,386.87 |
|
| R2 |
2,399.38 |
2,399.38 |
2,384.29 |
|
| R1 |
2,389.26 |
2,389.26 |
2,381.72 |
2,394.32 |
| PP |
2,371.27 |
2,371.27 |
2,371.27 |
2,373.80 |
| S1 |
2,361.15 |
2,361.15 |
2,376.56 |
2,366.21 |
| S2 |
2,343.16 |
2,343.16 |
2,373.99 |
|
| S3 |
2,315.05 |
2,333.04 |
2,371.41 |
|
| S4 |
2,286.94 |
2,304.93 |
2,363.68 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.03 |
2,479.10 |
2,402.53 |
|
| R3 |
2,451.51 |
2,436.58 |
2,390.83 |
|
| R2 |
2,408.99 |
2,408.99 |
2,386.94 |
|
| R1 |
2,394.06 |
2,394.06 |
2,383.04 |
2,401.53 |
| PP |
2,366.47 |
2,366.47 |
2,366.47 |
2,370.20 |
| S1 |
2,351.54 |
2,351.54 |
2,375.24 |
2,359.01 |
| S2 |
2,323.95 |
2,323.95 |
2,371.34 |
|
| S3 |
2,281.43 |
2,309.02 |
2,367.45 |
|
| S4 |
2,238.91 |
2,266.50 |
2,355.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,381.39 |
2,338.87 |
42.52 |
1.8% |
21.63 |
0.9% |
95% |
True |
False |
|
| 10 |
2,381.39 |
2,258.05 |
123.34 |
5.2% |
23.26 |
1.0% |
98% |
True |
False |
|
| 20 |
2,381.39 |
2,258.05 |
123.34 |
5.2% |
27.22 |
1.1% |
98% |
True |
False |
|
| 40 |
2,381.39 |
2,198.86 |
182.53 |
7.7% |
22.23 |
0.9% |
99% |
True |
False |
|
| 60 |
2,381.39 |
2,090.34 |
291.05 |
12.2% |
22.06 |
0.9% |
99% |
True |
False |
|
| 80 |
2,381.39 |
2,069.45 |
311.94 |
13.1% |
22.83 |
1.0% |
99% |
True |
False |
|
| 100 |
2,381.39 |
1,963.68 |
417.71 |
17.6% |
23.70 |
1.0% |
99% |
True |
False |
|
| 120 |
2,381.39 |
1,747.32 |
634.07 |
26.7% |
23.88 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.86 |
|
2.618 |
2,454.98 |
|
1.618 |
2,426.87 |
|
1.000 |
2,409.50 |
|
0.618 |
2,398.76 |
|
HIGH |
2,381.39 |
|
0.618 |
2,370.65 |
|
0.500 |
2,367.34 |
|
0.382 |
2,364.02 |
|
LOW |
2,353.28 |
|
0.618 |
2,335.91 |
|
1.000 |
2,325.17 |
|
1.618 |
2,307.80 |
|
2.618 |
2,279.69 |
|
4.250 |
2,233.81 |
|
|