| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,481.62 |
2,495.08 |
13.46 |
0.5% |
2,437.06 |
| High |
2,497.31 |
2,504.16 |
6.85 |
0.3% |
2,479.31 |
| Low |
2,474.29 |
2,487.15 |
12.86 |
0.5% |
2,423.24 |
| Close |
2,488.18 |
2,495.83 |
7.65 |
0.3% |
2,461.77 |
| Range |
23.02 |
17.01 |
-6.01 |
-26.1% |
56.07 |
| ATR |
29.76 |
28.85 |
-0.91 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.74 |
2,538.30 |
2,505.19 |
|
| R3 |
2,529.73 |
2,521.29 |
2,500.51 |
|
| R2 |
2,512.72 |
2,512.72 |
2,498.95 |
|
| R1 |
2,504.28 |
2,504.28 |
2,497.39 |
2,508.50 |
| PP |
2,495.71 |
2,495.71 |
2,495.71 |
2,497.83 |
| S1 |
2,487.27 |
2,487.27 |
2,494.27 |
2,491.49 |
| S2 |
2,478.70 |
2,478.70 |
2,492.71 |
|
| S3 |
2,461.69 |
2,470.26 |
2,491.15 |
|
| S4 |
2,444.68 |
2,453.25 |
2,486.47 |
|
|
| 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 |
2,504.16 |
2,433.63 |
70.53 |
2.8% |
24.21 |
1.0% |
88% |
True |
False |
|
| 10 |
2,504.16 |
2,423.24 |
80.92 |
3.2% |
24.33 |
1.0% |
90% |
True |
False |
|
| 20 |
2,504.16 |
2,317.52 |
186.64 |
7.5% |
23.27 |
0.9% |
96% |
True |
False |
|
| 40 |
2,504.16 |
2,209.57 |
294.59 |
11.8% |
26.86 |
1.1% |
97% |
True |
False |
|
| 60 |
2,504.16 |
2,150.71 |
353.45 |
14.2% |
29.86 |
1.2% |
98% |
True |
False |
|
| 80 |
2,504.16 |
2,150.71 |
353.45 |
14.2% |
32.37 |
1.3% |
98% |
True |
False |
|
| 100 |
2,504.16 |
2,042.90 |
461.26 |
18.5% |
37.42 |
1.5% |
98% |
True |
False |
|
| 120 |
2,504.16 |
2,035.30 |
468.86 |
18.8% |
39.56 |
1.6% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.45 |
|
2.618 |
2,548.69 |
|
1.618 |
2,531.68 |
|
1.000 |
2,521.17 |
|
0.618 |
2,514.67 |
|
HIGH |
2,504.16 |
|
0.618 |
2,497.66 |
|
0.500 |
2,495.66 |
|
0.382 |
2,493.65 |
|
LOW |
2,487.15 |
|
0.618 |
2,476.64 |
|
1.000 |
2,470.14 |
|
1.618 |
2,459.63 |
|
2.618 |
2,442.62 |
|
4.250 |
2,414.86 |
|
|