| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,495.08 |
2,518.86 |
23.78 |
1.0% |
2,438.52 |
| High |
2,504.16 |
2,532.26 |
28.10 |
1.1% |
2,532.26 |
| Low |
2,487.15 |
2,514.99 |
27.84 |
1.1% |
2,433.63 |
| Close |
2,495.83 |
2,529.17 |
33.34 |
1.3% |
2,529.17 |
| Range |
17.01 |
17.27 |
0.26 |
1.5% |
98.63 |
| ATR |
28.85 |
29.39 |
0.54 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.28 |
2,570.50 |
2,538.67 |
|
| R3 |
2,560.01 |
2,553.23 |
2,533.92 |
|
| R2 |
2,542.74 |
2,542.74 |
2,532.34 |
|
| R1 |
2,535.96 |
2,535.96 |
2,530.75 |
2,539.35 |
| PP |
2,525.47 |
2,525.47 |
2,525.47 |
2,527.17 |
| S1 |
2,518.69 |
2,518.69 |
2,527.59 |
2,522.08 |
| S2 |
2,508.20 |
2,508.20 |
2,526.00 |
|
| S3 |
2,490.93 |
2,501.42 |
2,524.42 |
|
| S4 |
2,473.66 |
2,484.15 |
2,519.67 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.24 |
2,760.34 |
2,583.42 |
|
| R3 |
2,695.61 |
2,661.71 |
2,556.29 |
|
| R2 |
2,596.98 |
2,596.98 |
2,547.25 |
|
| R1 |
2,563.08 |
2,563.08 |
2,538.21 |
2,580.03 |
| PP |
2,498.35 |
2,498.35 |
2,498.35 |
2,506.83 |
| S1 |
2,464.45 |
2,464.45 |
2,520.13 |
2,481.40 |
| S2 |
2,399.72 |
2,399.72 |
2,511.09 |
|
| S3 |
2,301.09 |
2,365.82 |
2,502.05 |
|
| S4 |
2,202.46 |
2,267.19 |
2,474.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,532.26 |
2,433.63 |
98.63 |
3.9% |
24.14 |
1.0% |
97% |
True |
False |
|
| 10 |
2,532.26 |
2,423.24 |
109.02 |
4.3% |
25.07 |
1.0% |
97% |
True |
False |
|
| 20 |
2,532.26 |
2,341.64 |
190.62 |
7.5% |
22.43 |
0.9% |
98% |
True |
False |
|
| 40 |
2,532.26 |
2,209.57 |
322.69 |
12.8% |
26.74 |
1.1% |
99% |
True |
False |
|
| 60 |
2,532.26 |
2,150.71 |
381.55 |
15.1% |
29.43 |
1.2% |
99% |
True |
False |
|
| 80 |
2,532.26 |
2,150.71 |
381.55 |
15.1% |
32.07 |
1.3% |
99% |
True |
False |
|
| 100 |
2,532.26 |
2,042.90 |
489.36 |
19.3% |
37.06 |
1.5% |
99% |
True |
False |
|
| 120 |
2,532.26 |
2,035.30 |
496.96 |
19.6% |
39.36 |
1.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.66 |
|
2.618 |
2,577.47 |
|
1.618 |
2,560.20 |
|
1.000 |
2,549.53 |
|
0.618 |
2,542.93 |
|
HIGH |
2,532.26 |
|
0.618 |
2,525.66 |
|
0.500 |
2,523.63 |
|
0.382 |
2,521.59 |
|
LOW |
2,514.99 |
|
0.618 |
2,504.32 |
|
1.000 |
2,497.72 |
|
1.618 |
2,487.05 |
|
2.618 |
2,469.78 |
|
4.250 |
2,441.59 |
|
|