Day Change Summary |
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Previous |
Current |
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31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,347.4 |
1,336.9 |
-10.5 |
-0.8% |
1,350.2 |
High |
1,347.4 |
1,346.2 |
-1.2 |
-0.1% |
1,356.3 |
Low |
1,328.2 |
1,330.0 |
1.8 |
0.1% |
1,314.2 |
Close |
1,337.4 |
1,343.1 |
5.7 |
0.4% |
1,344.7 |
Range |
19.2 |
16.2 |
-3.0 |
-15.6% |
42.1 |
ATR |
19.5 |
19.2 |
-0.2 |
-1.2% |
0.0 |
Volume |
527 |
753 |
226 |
42.9% |
4,061 |
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Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.4 |
1,381.9 |
1,352.0 |
|
R3 |
1,372.2 |
1,365.7 |
1,347.6 |
|
R2 |
1,356.0 |
1,356.0 |
1,346.1 |
|
R1 |
1,349.5 |
1,349.5 |
1,344.6 |
1,352.8 |
PP |
1,339.8 |
1,339.8 |
1,339.8 |
1,341.4 |
S1 |
1,333.3 |
1,333.3 |
1,341.6 |
1,336.6 |
S2 |
1,323.6 |
1,323.6 |
1,340.1 |
|
S3 |
1,307.4 |
1,317.1 |
1,338.6 |
|
S4 |
1,291.2 |
1,300.9 |
1,334.2 |
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Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.7 |
1,446.8 |
1,367.9 |
|
R3 |
1,422.6 |
1,404.7 |
1,356.3 |
|
R2 |
1,380.5 |
1,380.5 |
1,352.4 |
|
R1 |
1,362.6 |
1,362.6 |
1,348.6 |
1,350.5 |
PP |
1,338.4 |
1,338.4 |
1,338.4 |
1,332.4 |
S1 |
1,320.5 |
1,320.5 |
1,340.8 |
1,308.4 |
S2 |
1,296.3 |
1,296.3 |
1,337.0 |
|
S3 |
1,254.2 |
1,278.4 |
1,333.1 |
|
S4 |
1,212.1 |
1,236.3 |
1,321.5 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.8 |
1,314.2 |
35.6 |
2.7% |
24.8 |
1.8% |
81% |
False |
False |
836 |
10 |
1,383.8 |
1,314.2 |
69.6 |
5.2% |
20.1 |
1.5% |
42% |
False |
False |
900 |
20 |
1,422.4 |
1,314.2 |
108.2 |
8.1% |
18.5 |
1.4% |
27% |
False |
False |
800 |
40 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
15.2 |
1.1% |
24% |
False |
False |
582 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
15.7 |
1.2% |
24% |
False |
False |
737 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
13.1 |
1.0% |
24% |
False |
False |
727 |
100 |
1,436.9 |
1,245.0 |
191.9 |
14.3% |
11.1 |
0.8% |
51% |
False |
False |
623 |
120 |
1,436.9 |
1,222.6 |
214.3 |
16.0% |
9.3 |
0.7% |
56% |
False |
False |
566 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,415.1 |
2.618 |
1,388.6 |
1.618 |
1,372.4 |
1.000 |
1,362.4 |
0.618 |
1,356.2 |
HIGH |
1,346.2 |
0.618 |
1,340.0 |
0.500 |
1,338.1 |
0.382 |
1,336.2 |
LOW |
1,330.0 |
0.618 |
1,320.0 |
1.000 |
1,313.8 |
1.618 |
1,303.8 |
2.618 |
1,287.6 |
4.250 |
1,261.2 |
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