| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,727.82 |
2,745.38 |
17.56 |
0.6% |
2,737.62 |
| High |
2,762.86 |
2,758.25 |
-4.61 |
-0.2% |
2,768.63 |
| Low |
2,720.79 |
2,738.47 |
17.68 |
0.6% |
2,722.52 |
| Close |
2,754.99 |
2,746.35 |
-8.64 |
-0.3% |
2,763.96 |
| Range |
42.07 |
19.78 |
-22.29 |
-53.0% |
46.11 |
| ATR |
30.49 |
29.73 |
-0.77 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.03 |
2,796.47 |
2,757.23 |
|
| R3 |
2,787.25 |
2,776.69 |
2,751.79 |
|
| R2 |
2,767.47 |
2,767.47 |
2,749.98 |
|
| R1 |
2,756.91 |
2,756.91 |
2,748.16 |
2,762.19 |
| PP |
2,747.69 |
2,747.69 |
2,747.69 |
2,750.33 |
| S1 |
2,737.13 |
2,737.13 |
2,744.54 |
2,742.41 |
| S2 |
2,727.91 |
2,727.91 |
2,742.72 |
|
| S3 |
2,708.13 |
2,717.35 |
2,740.91 |
|
| S4 |
2,688.35 |
2,697.57 |
2,735.47 |
|
|
| 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% |
30.20 |
1.1% |
58% |
False |
False |
|
| 10 |
2,768.63 |
2,715.51 |
53.12 |
1.9% |
26.72 |
1.0% |
58% |
False |
False |
|
| 20 |
2,769.31 |
2,710.80 |
58.51 |
2.1% |
22.22 |
0.8% |
61% |
False |
False |
|
| 40 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
26.18 |
1.0% |
87% |
False |
False |
|
| 60 |
2,769.31 |
2,494.38 |
274.93 |
10.0% |
27.96 |
1.0% |
92% |
False |
False |
|
| 80 |
2,784.81 |
2,494.38 |
290.43 |
10.6% |
29.61 |
1.1% |
87% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.50 |
1.1% |
66% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
28.85 |
1.1% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.32 |
|
2.618 |
2,810.03 |
|
1.618 |
2,790.25 |
|
1.000 |
2,778.03 |
|
0.618 |
2,770.47 |
|
HIGH |
2,758.25 |
|
0.618 |
2,750.69 |
|
0.500 |
2,748.36 |
|
0.382 |
2,746.03 |
|
LOW |
2,738.47 |
|
0.618 |
2,726.25 |
|
1.000 |
2,718.69 |
|
1.618 |
2,706.47 |
|
2.618 |
2,686.69 |
|
4.250 |
2,654.41 |
|
|