| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,751.19 |
2,749.40 |
-1.79 |
-0.1% |
2,737.62 |
| High |
2,768.63 |
2,755.65 |
-12.98 |
-0.5% |
2,768.63 |
| Low |
2,740.65 |
2,715.51 |
-25.14 |
-0.9% |
2,722.52 |
| Close |
2,763.96 |
2,715.68 |
-48.28 |
-1.7% |
2,763.96 |
| Range |
27.98 |
40.14 |
12.16 |
43.5% |
46.11 |
| ATR |
27.73 |
29.21 |
1.48 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.37 |
2,822.66 |
2,737.76 |
|
| R3 |
2,809.23 |
2,782.52 |
2,726.72 |
|
| R2 |
2,769.09 |
2,769.09 |
2,723.04 |
|
| R1 |
2,742.38 |
2,742.38 |
2,719.36 |
2,735.67 |
| PP |
2,728.95 |
2,728.95 |
2,728.95 |
2,725.59 |
| S1 |
2,702.24 |
2,702.24 |
2,712.00 |
2,695.53 |
| S2 |
2,688.81 |
2,688.81 |
2,708.32 |
|
| S3 |
2,648.67 |
2,662.10 |
2,704.64 |
|
| S4 |
2,608.53 |
2,621.96 |
2,693.60 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.03 |
2,873.11 |
2,789.32 |
|
| R3 |
2,843.92 |
2,827.00 |
2,776.64 |
|
| R2 |
2,797.81 |
2,797.81 |
2,772.41 |
|
| R1 |
2,780.89 |
2,780.89 |
2,768.19 |
2,789.35 |
| PP |
2,751.70 |
2,751.70 |
2,751.70 |
2,755.94 |
| S1 |
2,734.78 |
2,734.78 |
2,759.73 |
2,743.24 |
| S2 |
2,705.59 |
2,705.59 |
2,755.51 |
|
| S3 |
2,659.48 |
2,688.67 |
2,751.28 |
|
| S4 |
2,613.37 |
2,642.56 |
2,738.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,768.63 |
2,715.51 |
53.12 |
2.0% |
28.22 |
1.0% |
0% |
False |
True |
|
| 10 |
2,769.31 |
2,715.51 |
53.80 |
2.0% |
23.87 |
0.9% |
0% |
False |
True |
|
| 20 |
2,769.31 |
2,703.75 |
65.56 |
2.4% |
21.47 |
0.8% |
18% |
False |
False |
|
| 40 |
2,769.31 |
2,598.57 |
170.74 |
6.3% |
26.62 |
1.0% |
69% |
False |
False |
|
| 60 |
2,769.31 |
2,494.38 |
274.93 |
10.1% |
28.64 |
1.1% |
80% |
False |
False |
|
| 80 |
2,801.85 |
2,494.38 |
307.47 |
11.3% |
29.65 |
1.1% |
72% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
29.43 |
1.1% |
58% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
28.65 |
1.1% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.25 |
|
2.618 |
2,860.74 |
|
1.618 |
2,820.60 |
|
1.000 |
2,795.79 |
|
0.618 |
2,780.46 |
|
HIGH |
2,755.65 |
|
0.618 |
2,740.32 |
|
0.500 |
2,735.58 |
|
0.382 |
2,730.84 |
|
LOW |
2,715.51 |
|
0.618 |
2,690.70 |
|
1.000 |
2,675.37 |
|
1.618 |
2,650.56 |
|
2.618 |
2,610.42 |
|
4.250 |
2,544.92 |
|
|