| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,533.48 |
2,553.63 |
20.15 |
0.8% |
2,438.52 |
| High |
2,545.84 |
2,567.28 |
21.44 |
0.8% |
2,532.26 |
| Low |
2,523.88 |
2,541.25 |
17.37 |
0.7% |
2,433.63 |
| Close |
2,545.72 |
2,563.93 |
18.21 |
0.7% |
2,529.17 |
| Range |
21.96 |
26.03 |
4.07 |
18.5% |
98.63 |
| ATR |
27.57 |
27.46 |
-0.11 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.58 |
2,625.78 |
2,578.25 |
|
| R3 |
2,609.55 |
2,599.75 |
2,571.09 |
|
| R2 |
2,583.52 |
2,583.52 |
2,568.70 |
|
| R1 |
2,573.72 |
2,573.72 |
2,566.32 |
2,578.62 |
| PP |
2,557.49 |
2,557.49 |
2,557.49 |
2,559.94 |
| S1 |
2,547.69 |
2,547.69 |
2,561.54 |
2,552.59 |
| S2 |
2,531.46 |
2,531.46 |
2,559.16 |
|
| S3 |
2,505.43 |
2,521.66 |
2,556.77 |
|
| S4 |
2,479.40 |
2,495.63 |
2,549.61 |
|
|
| 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 |
2,567.28 |
2,513.51 |
53.77 |
2.1% |
20.56 |
0.8% |
94% |
True |
False |
|
| 10 |
2,567.28 |
2,433.63 |
133.65 |
5.2% |
22.39 |
0.9% |
97% |
True |
False |
|
| 20 |
2,567.28 |
2,352.76 |
214.52 |
8.4% |
22.63 |
0.9% |
98% |
True |
False |
|
| 40 |
2,567.28 |
2,209.57 |
357.71 |
14.0% |
25.26 |
1.0% |
99% |
True |
False |
|
| 60 |
2,567.28 |
2,150.71 |
416.57 |
16.2% |
28.05 |
1.1% |
99% |
True |
False |
|
| 80 |
2,567.28 |
2,150.71 |
416.57 |
16.2% |
31.70 |
1.2% |
99% |
True |
False |
|
| 100 |
2,567.28 |
2,042.90 |
524.38 |
20.5% |
36.28 |
1.4% |
99% |
True |
False |
|
| 120 |
2,567.28 |
2,035.30 |
531.98 |
20.7% |
38.42 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.91 |
|
2.618 |
2,635.43 |
|
1.618 |
2,609.40 |
|
1.000 |
2,593.31 |
|
0.618 |
2,583.37 |
|
HIGH |
2,567.28 |
|
0.618 |
2,557.34 |
|
0.500 |
2,554.27 |
|
0.382 |
2,551.19 |
|
LOW |
2,541.25 |
|
0.618 |
2,525.16 |
|
1.000 |
2,515.22 |
|
1.618 |
2,499.13 |
|
2.618 |
2,473.10 |
|
4.250 |
2,430.62 |
|
|