| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,519.33 |
2,522.79 |
3.46 |
0.1% |
2,438.52 |
| High |
2,528.30 |
2,537.64 |
9.34 |
0.4% |
2,532.26 |
| Low |
2,513.51 |
2,514.90 |
1.39 |
0.1% |
2,433.63 |
| Close |
2,528.30 |
2,532.06 |
3.76 |
0.1% |
2,529.17 |
| Range |
14.79 |
22.74 |
7.95 |
53.8% |
98.63 |
| ATR |
28.41 |
28.01 |
-0.41 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,596.42 |
2,586.98 |
2,544.57 |
|
| R3 |
2,573.68 |
2,564.24 |
2,538.31 |
|
| R2 |
2,550.94 |
2,550.94 |
2,536.23 |
|
| R1 |
2,541.50 |
2,541.50 |
2,534.14 |
2,546.22 |
| PP |
2,528.20 |
2,528.20 |
2,528.20 |
2,530.56 |
| S1 |
2,518.76 |
2,518.76 |
2,529.98 |
2,523.48 |
| S2 |
2,505.46 |
2,505.46 |
2,527.89 |
|
| S3 |
2,482.72 |
2,496.02 |
2,525.81 |
|
| S4 |
2,459.98 |
2,473.28 |
2,519.55 |
|
|
| 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 |
2,537.64 |
2,474.29 |
63.35 |
2.5% |
18.97 |
0.7% |
91% |
True |
False |
|
| 10 |
2,537.64 |
2,433.63 |
104.01 |
4.1% |
24.04 |
0.9% |
95% |
True |
False |
|
| 20 |
2,537.64 |
2,352.76 |
184.88 |
7.3% |
22.21 |
0.9% |
97% |
True |
False |
|
| 40 |
2,537.64 |
2,209.57 |
328.07 |
13.0% |
25.55 |
1.0% |
98% |
True |
False |
|
| 60 |
2,537.64 |
2,150.71 |
386.93 |
15.3% |
28.60 |
1.1% |
99% |
True |
False |
|
| 80 |
2,537.64 |
2,150.71 |
386.93 |
15.3% |
31.82 |
1.3% |
99% |
True |
False |
|
| 100 |
2,537.64 |
2,042.90 |
494.74 |
19.5% |
36.41 |
1.4% |
99% |
True |
False |
|
| 120 |
2,537.64 |
2,035.30 |
502.34 |
19.8% |
39.01 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,634.29 |
|
2.618 |
2,597.17 |
|
1.618 |
2,574.43 |
|
1.000 |
2,560.38 |
|
0.618 |
2,551.69 |
|
HIGH |
2,537.64 |
|
0.618 |
2,528.95 |
|
0.500 |
2,526.27 |
|
0.382 |
2,523.59 |
|
LOW |
2,514.90 |
|
0.618 |
2,500.85 |
|
1.000 |
2,492.16 |
|
1.618 |
2,478.11 |
|
2.618 |
2,455.37 |
|
4.250 |
2,418.26 |
|
|