| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,553.63 |
2,543.86 |
-9.77 |
-0.4% |
2,519.33 |
| High |
2,567.28 |
2,552.99 |
-14.29 |
-0.6% |
2,567.28 |
| Low |
2,541.25 |
2,537.99 |
-3.26 |
-0.1% |
2,513.51 |
| Close |
2,563.93 |
2,547.32 |
-16.61 |
-0.6% |
2,547.32 |
| Range |
26.03 |
15.00 |
-11.03 |
-42.4% |
53.77 |
| ATR |
27.46 |
27.36 |
-0.11 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.10 |
2,584.21 |
2,555.57 |
|
| R3 |
2,576.10 |
2,569.21 |
2,551.45 |
|
| R2 |
2,561.10 |
2,561.10 |
2,550.07 |
|
| R1 |
2,554.21 |
2,554.21 |
2,548.70 |
2,557.66 |
| PP |
2,546.10 |
2,546.10 |
2,546.10 |
2,547.82 |
| S1 |
2,539.21 |
2,539.21 |
2,545.95 |
2,542.66 |
| S2 |
2,531.10 |
2,531.10 |
2,544.57 |
|
| S3 |
2,516.10 |
2,524.21 |
2,543.20 |
|
| S4 |
2,501.10 |
2,509.21 |
2,539.07 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.01 |
2,679.44 |
2,576.89 |
|
| R3 |
2,650.24 |
2,625.67 |
2,562.11 |
|
| R2 |
2,596.47 |
2,596.47 |
2,557.18 |
|
| R1 |
2,571.90 |
2,571.90 |
2,552.25 |
2,584.19 |
| PP |
2,542.70 |
2,542.70 |
2,542.70 |
2,548.85 |
| S1 |
2,518.13 |
2,518.13 |
2,542.39 |
2,530.42 |
| S2 |
2,488.93 |
2,488.93 |
2,537.46 |
|
| S3 |
2,435.16 |
2,464.36 |
2,532.53 |
|
| S4 |
2,381.39 |
2,410.59 |
2,517.75 |
|
|
| 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% |
20.10 |
0.8% |
63% |
False |
False |
|
| 10 |
2,567.28 |
2,433.63 |
133.65 |
5.2% |
22.12 |
0.9% |
85% |
False |
False |
|
| 20 |
2,567.28 |
2,352.76 |
214.52 |
8.4% |
22.16 |
0.9% |
91% |
False |
False |
|
| 40 |
2,567.28 |
2,209.57 |
357.71 |
14.0% |
24.18 |
0.9% |
94% |
False |
False |
|
| 60 |
2,567.28 |
2,150.71 |
416.57 |
16.4% |
27.82 |
1.1% |
95% |
False |
False |
|
| 80 |
2,567.28 |
2,150.71 |
416.57 |
16.4% |
31.32 |
1.2% |
95% |
False |
False |
|
| 100 |
2,567.28 |
2,042.90 |
524.38 |
20.6% |
35.84 |
1.4% |
96% |
False |
False |
|
| 120 |
2,567.28 |
2,038.14 |
529.14 |
20.8% |
37.98 |
1.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.74 |
|
2.618 |
2,592.26 |
|
1.618 |
2,577.26 |
|
1.000 |
2,567.99 |
|
0.618 |
2,562.26 |
|
HIGH |
2,552.99 |
|
0.618 |
2,547.26 |
|
0.500 |
2,545.49 |
|
0.382 |
2,543.72 |
|
LOW |
2,537.99 |
|
0.618 |
2,528.72 |
|
1.000 |
2,522.99 |
|
1.618 |
2,513.72 |
|
2.618 |
2,498.72 |
|
4.250 |
2,474.24 |
|
|