| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,746.02 |
2,761.05 |
15.03 |
0.5% |
2,749.40 |
| High |
2,749.14 |
2,780.13 |
30.99 |
1.1% |
2,780.13 |
| Low |
2,716.36 |
2,760.39 |
44.03 |
1.6% |
2,715.51 |
| Close |
2,746.50 |
2,775.56 |
29.06 |
1.1% |
2,775.56 |
| Range |
32.78 |
19.74 |
-13.04 |
-39.8% |
64.62 |
| ATR |
29.95 |
30.21 |
0.26 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.25 |
2,823.14 |
2,786.42 |
|
| R3 |
2,811.51 |
2,803.40 |
2,780.99 |
|
| R2 |
2,791.77 |
2,791.77 |
2,779.18 |
|
| R1 |
2,783.66 |
2,783.66 |
2,777.37 |
2,787.72 |
| PP |
2,772.03 |
2,772.03 |
2,772.03 |
2,774.05 |
| S1 |
2,763.92 |
2,763.92 |
2,773.75 |
2,767.98 |
| S2 |
2,752.29 |
2,752.29 |
2,771.94 |
|
| S3 |
2,732.55 |
2,744.18 |
2,770.13 |
|
| S4 |
2,712.81 |
2,724.44 |
2,764.70 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.93 |
2,927.86 |
2,811.10 |
|
| R3 |
2,886.31 |
2,863.24 |
2,793.33 |
|
| R2 |
2,821.69 |
2,821.69 |
2,787.41 |
|
| R1 |
2,798.62 |
2,798.62 |
2,781.48 |
2,810.16 |
| PP |
2,757.07 |
2,757.07 |
2,757.07 |
2,762.83 |
| S1 |
2,734.00 |
2,734.00 |
2,769.64 |
2,745.54 |
| S2 |
2,692.45 |
2,692.45 |
2,763.71 |
|
| S3 |
2,627.83 |
2,669.38 |
2,757.79 |
|
| S4 |
2,563.21 |
2,604.76 |
2,740.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.13 |
2,715.51 |
64.62 |
2.3% |
30.90 |
1.1% |
93% |
True |
False |
|
| 10 |
2,780.13 |
2,715.51 |
64.62 |
2.3% |
27.28 |
1.0% |
93% |
True |
False |
|
| 20 |
2,780.13 |
2,710.80 |
69.33 |
2.5% |
22.60 |
0.8% |
93% |
True |
False |
|
| 40 |
2,780.13 |
2,598.57 |
181.56 |
6.5% |
25.95 |
0.9% |
97% |
True |
False |
|
| 60 |
2,780.13 |
2,494.38 |
285.75 |
10.3% |
27.78 |
1.0% |
98% |
True |
False |
|
| 80 |
2,784.81 |
2,494.38 |
290.43 |
10.5% |
29.54 |
1.1% |
97% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
29.29 |
1.1% |
73% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
28.98 |
1.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.03 |
|
2.618 |
2,831.81 |
|
1.618 |
2,812.07 |
|
1.000 |
2,799.87 |
|
0.618 |
2,792.33 |
|
HIGH |
2,780.13 |
|
0.618 |
2,772.59 |
|
0.500 |
2,770.26 |
|
0.382 |
2,767.93 |
|
LOW |
2,760.39 |
|
0.618 |
2,748.19 |
|
1.000 |
2,740.65 |
|
1.618 |
2,728.45 |
|
2.618 |
2,708.71 |
|
4.250 |
2,676.50 |
|
|