| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,761.05 |
2,774.44 |
13.39 |
0.5% |
2,749.40 |
| High |
2,780.13 |
2,777.13 |
-3.00 |
-0.1% |
2,780.13 |
| Low |
2,760.39 |
2,766.31 |
5.92 |
0.2% |
2,715.51 |
| Close |
2,775.56 |
2,774.64 |
-0.92 |
0.0% |
2,775.56 |
| Range |
19.74 |
10.82 |
-8.92 |
-45.2% |
64.62 |
| ATR |
30.21 |
28.82 |
-1.38 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.15 |
2,800.72 |
2,780.59 |
|
| R3 |
2,794.33 |
2,789.90 |
2,777.62 |
|
| R2 |
2,783.51 |
2,783.51 |
2,776.62 |
|
| R1 |
2,779.08 |
2,779.08 |
2,775.63 |
2,781.30 |
| PP |
2,772.69 |
2,772.69 |
2,772.69 |
2,773.80 |
| S1 |
2,768.26 |
2,768.26 |
2,773.65 |
2,770.48 |
| S2 |
2,761.87 |
2,761.87 |
2,772.66 |
|
| S3 |
2,751.05 |
2,757.44 |
2,771.66 |
|
| S4 |
2,740.23 |
2,746.62 |
2,768.69 |
|
|
| 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 |
2,716.36 |
63.77 |
2.3% |
25.04 |
0.9% |
91% |
False |
False |
|
| 10 |
2,780.13 |
2,715.51 |
64.62 |
2.3% |
26.63 |
1.0% |
92% |
False |
False |
|
| 20 |
2,780.13 |
2,710.80 |
69.33 |
2.5% |
22.57 |
0.8% |
92% |
False |
False |
|
| 40 |
2,780.13 |
2,598.57 |
181.56 |
6.5% |
25.57 |
0.9% |
97% |
False |
False |
|
| 60 |
2,780.13 |
2,494.38 |
285.75 |
10.3% |
27.42 |
1.0% |
98% |
False |
False |
|
| 80 |
2,784.81 |
2,494.38 |
290.43 |
10.5% |
29.43 |
1.1% |
96% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
29.14 |
1.1% |
73% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
28.81 |
1.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.12 |
|
2.618 |
2,805.46 |
|
1.618 |
2,794.64 |
|
1.000 |
2,787.95 |
|
0.618 |
2,783.82 |
|
HIGH |
2,777.13 |
|
0.618 |
2,773.00 |
|
0.500 |
2,771.72 |
|
0.382 |
2,770.44 |
|
LOW |
2,766.31 |
|
0.618 |
2,759.62 |
|
1.000 |
2,755.49 |
|
1.618 |
2,748.80 |
|
2.618 |
2,737.98 |
|
4.250 |
2,720.33 |
|
|