| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,476.65 |
2,481.62 |
4.97 |
0.2% |
2,437.06 |
| High |
2,481.51 |
2,497.31 |
15.80 |
0.6% |
2,479.31 |
| Low |
2,453.05 |
2,474.29 |
21.24 |
0.9% |
2,423.24 |
| Close |
2,467.95 |
2,488.18 |
20.23 |
0.8% |
2,461.77 |
| Range |
28.46 |
23.02 |
-5.44 |
-19.1% |
56.07 |
| ATR |
29.79 |
29.76 |
-0.03 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,555.65 |
2,544.94 |
2,500.84 |
|
| R3 |
2,532.63 |
2,521.92 |
2,494.51 |
|
| R2 |
2,509.61 |
2,509.61 |
2,492.40 |
|
| R1 |
2,498.90 |
2,498.90 |
2,490.29 |
2,504.26 |
| PP |
2,486.59 |
2,486.59 |
2,486.59 |
2,489.27 |
| S1 |
2,475.88 |
2,475.88 |
2,486.07 |
2,481.24 |
| S2 |
2,463.57 |
2,463.57 |
2,483.96 |
|
| S3 |
2,440.55 |
2,452.86 |
2,481.85 |
|
| S4 |
2,417.53 |
2,429.84 |
2,475.52 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.98 |
2,598.45 |
2,492.61 |
|
| R3 |
2,566.91 |
2,542.38 |
2,477.19 |
|
| R2 |
2,510.84 |
2,510.84 |
2,472.05 |
|
| R1 |
2,486.31 |
2,486.31 |
2,466.91 |
2,498.58 |
| PP |
2,454.77 |
2,454.77 |
2,454.77 |
2,460.91 |
| S1 |
2,430.24 |
2,430.24 |
2,456.63 |
2,442.51 |
| S2 |
2,398.70 |
2,398.70 |
2,451.49 |
|
| S3 |
2,342.63 |
2,374.17 |
2,446.35 |
|
| S4 |
2,286.56 |
2,318.10 |
2,430.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,497.31 |
2,433.63 |
63.68 |
2.6% |
27.71 |
1.1% |
86% |
True |
False |
|
| 10 |
2,497.31 |
2,423.24 |
74.07 |
3.0% |
23.89 |
1.0% |
88% |
True |
False |
|
| 20 |
2,497.31 |
2,307.56 |
189.75 |
7.6% |
23.70 |
1.0% |
95% |
True |
False |
|
| 40 |
2,497.31 |
2,209.57 |
287.74 |
11.6% |
27.13 |
1.1% |
97% |
True |
False |
|
| 60 |
2,497.31 |
2,150.71 |
346.60 |
13.9% |
30.12 |
1.2% |
97% |
True |
False |
|
| 80 |
2,497.31 |
2,150.71 |
346.60 |
13.9% |
32.63 |
1.3% |
97% |
True |
False |
|
| 100 |
2,497.31 |
2,042.90 |
454.41 |
18.3% |
37.80 |
1.5% |
98% |
True |
False |
|
| 120 |
2,497.31 |
2,035.30 |
462.01 |
18.6% |
40.21 |
1.6% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,595.15 |
|
2.618 |
2,557.58 |
|
1.618 |
2,534.56 |
|
1.000 |
2,520.33 |
|
0.618 |
2,511.54 |
|
HIGH |
2,497.31 |
|
0.618 |
2,488.52 |
|
0.500 |
2,485.80 |
|
0.382 |
2,483.08 |
|
LOW |
2,474.29 |
|
0.618 |
2,460.06 |
|
1.000 |
2,451.27 |
|
1.618 |
2,437.04 |
|
2.618 |
2,414.02 |
|
4.250 |
2,376.46 |
|
|