| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,749.40 |
2,727.82 |
-21.58 |
-0.8% |
2,737.62 |
| High |
2,755.65 |
2,762.86 |
7.21 |
0.3% |
2,768.63 |
| Low |
2,715.51 |
2,720.79 |
5.28 |
0.2% |
2,722.52 |
| Close |
2,715.68 |
2,754.99 |
39.31 |
1.4% |
2,763.96 |
| Range |
40.14 |
42.07 |
1.93 |
4.8% |
46.11 |
| ATR |
29.21 |
30.49 |
1.28 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.42 |
2,855.78 |
2,778.13 |
|
| R3 |
2,830.35 |
2,813.71 |
2,766.56 |
|
| R2 |
2,788.28 |
2,788.28 |
2,762.70 |
|
| R1 |
2,771.64 |
2,771.64 |
2,758.85 |
2,779.96 |
| PP |
2,746.21 |
2,746.21 |
2,746.21 |
2,750.38 |
| S1 |
2,729.57 |
2,729.57 |
2,751.13 |
2,737.89 |
| S2 |
2,704.14 |
2,704.14 |
2,747.28 |
|
| S3 |
2,662.07 |
2,687.50 |
2,743.42 |
|
| S4 |
2,620.00 |
2,645.43 |
2,731.85 |
|
|
| 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 |
1.9% |
31.25 |
1.1% |
74% |
False |
False |
|
| 10 |
2,769.31 |
2,715.51 |
53.80 |
2.0% |
26.01 |
0.9% |
73% |
False |
False |
|
| 20 |
2,769.31 |
2,703.75 |
65.56 |
2.4% |
22.55 |
0.8% |
78% |
False |
False |
|
| 40 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
26.69 |
1.0% |
92% |
False |
False |
|
| 60 |
2,769.31 |
2,494.38 |
274.93 |
10.0% |
28.53 |
1.0% |
95% |
False |
False |
|
| 80 |
2,784.81 |
2,494.38 |
290.43 |
10.5% |
29.92 |
1.1% |
90% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.49 |
1.1% |
68% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
28.85 |
1.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.66 |
|
2.618 |
2,873.00 |
|
1.618 |
2,830.93 |
|
1.000 |
2,804.93 |
|
0.618 |
2,788.86 |
|
HIGH |
2,762.86 |
|
0.618 |
2,746.79 |
|
0.500 |
2,741.83 |
|
0.382 |
2,736.86 |
|
LOW |
2,720.79 |
|
0.618 |
2,694.79 |
|
1.000 |
2,678.72 |
|
1.618 |
2,652.72 |
|
2.618 |
2,610.65 |
|
4.250 |
2,541.99 |
|
|