| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,518.86 |
2,519.33 |
0.47 |
0.0% |
2,438.52 |
| High |
2,532.26 |
2,528.30 |
-3.96 |
-0.2% |
2,532.26 |
| Low |
2,514.99 |
2,513.51 |
-1.48 |
-0.1% |
2,433.63 |
| Close |
2,529.17 |
2,528.30 |
-0.87 |
0.0% |
2,529.17 |
| Range |
17.27 |
14.79 |
-2.48 |
-14.4% |
98.63 |
| ATR |
29.39 |
28.41 |
-0.98 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.74 |
2,562.81 |
2,536.43 |
|
| R3 |
2,552.95 |
2,548.02 |
2,532.37 |
|
| R2 |
2,538.16 |
2,538.16 |
2,531.01 |
|
| R1 |
2,533.23 |
2,533.23 |
2,529.66 |
2,535.70 |
| PP |
2,523.37 |
2,523.37 |
2,523.37 |
2,524.60 |
| S1 |
2,518.44 |
2,518.44 |
2,526.94 |
2,520.91 |
| S2 |
2,508.58 |
2,508.58 |
2,525.59 |
|
| S3 |
2,493.79 |
2,503.65 |
2,524.23 |
|
| S4 |
2,479.00 |
2,488.86 |
2,520.17 |
|
|
| 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 |
2,453.05 |
79.21 |
3.1% |
20.11 |
0.8% |
95% |
False |
False |
|
| 10 |
2,532.26 |
2,423.24 |
109.02 |
4.3% |
23.46 |
0.9% |
96% |
False |
False |
|
| 20 |
2,532.26 |
2,342.34 |
189.92 |
7.5% |
22.13 |
0.9% |
98% |
False |
False |
|
| 40 |
2,532.26 |
2,209.57 |
322.69 |
12.8% |
26.12 |
1.0% |
99% |
False |
False |
|
| 60 |
2,532.26 |
2,150.71 |
381.55 |
15.1% |
29.01 |
1.1% |
99% |
False |
False |
|
| 80 |
2,532.26 |
2,150.71 |
381.55 |
15.1% |
31.87 |
1.3% |
99% |
False |
False |
|
| 100 |
2,532.26 |
2,042.90 |
489.36 |
19.4% |
36.86 |
1.5% |
99% |
False |
False |
|
| 120 |
2,532.26 |
2,035.30 |
496.96 |
19.7% |
39.21 |
1.6% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,591.16 |
|
2.618 |
2,567.02 |
|
1.618 |
2,552.23 |
|
1.000 |
2,543.09 |
|
0.618 |
2,537.44 |
|
HIGH |
2,528.30 |
|
0.618 |
2,522.65 |
|
0.500 |
2,520.91 |
|
0.382 |
2,519.16 |
|
LOW |
2,513.51 |
|
0.618 |
2,504.37 |
|
1.000 |
2,498.72 |
|
1.618 |
2,489.58 |
|
2.618 |
2,474.79 |
|
4.250 |
2,450.65 |
|
|