| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,263.00 |
2,281.00 |
18.00 |
0.8% |
2,267.00 |
| High |
2,282.50 |
2,325.50 |
43.00 |
1.9% |
2,331.50 |
| Low |
2,245.75 |
2,280.00 |
34.25 |
1.5% |
2,255.50 |
| Close |
2,277.25 |
2,319.75 |
42.50 |
1.9% |
2,265.25 |
| Range |
36.75 |
45.50 |
8.75 |
23.8% |
76.00 |
| ATR |
28.94 |
30.32 |
1.38 |
4.8% |
0.00 |
| Volume |
187 |
263 |
76 |
40.6% |
731 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.00 |
2,427.75 |
2,344.75 |
|
| R3 |
2,399.50 |
2,382.25 |
2,332.25 |
|
| R2 |
2,354.00 |
2,354.00 |
2,328.00 |
|
| R1 |
2,336.75 |
2,336.75 |
2,324.00 |
2,345.50 |
| PP |
2,308.50 |
2,308.50 |
2,308.50 |
2,312.75 |
| S1 |
2,291.25 |
2,291.25 |
2,315.50 |
2,300.00 |
| S2 |
2,263.00 |
2,263.00 |
2,311.50 |
|
| S3 |
2,217.50 |
2,245.75 |
2,307.25 |
|
| S4 |
2,172.00 |
2,200.25 |
2,294.75 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.00 |
2,464.75 |
2,307.00 |
|
| R3 |
2,436.00 |
2,388.75 |
2,286.25 |
|
| R2 |
2,360.00 |
2,360.00 |
2,279.25 |
|
| R1 |
2,312.75 |
2,312.75 |
2,272.25 |
2,298.50 |
| PP |
2,284.00 |
2,284.00 |
2,284.00 |
2,277.00 |
| S1 |
2,236.75 |
2,236.75 |
2,258.25 |
2,222.50 |
| S2 |
2,208.00 |
2,208.00 |
2,251.25 |
|
| S3 |
2,132.00 |
2,160.75 |
2,244.25 |
|
| S4 |
2,056.00 |
2,084.75 |
2,223.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.50 |
2,245.75 |
85.75 |
3.7% |
39.25 |
1.7% |
86% |
False |
False |
197 |
| 10 |
2,342.50 |
2,245.75 |
96.75 |
4.2% |
36.75 |
1.6% |
76% |
False |
False |
149 |
| 20 |
2,342.50 |
2,227.25 |
115.25 |
5.0% |
31.00 |
1.3% |
80% |
False |
False |
170 |
| 40 |
2,342.50 |
2,175.00 |
167.50 |
7.2% |
22.25 |
1.0% |
86% |
False |
False |
103 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.8% |
16.00 |
0.7% |
91% |
False |
False |
69 |
| 80 |
2,342.50 |
2,015.00 |
327.50 |
14.1% |
12.75 |
0.5% |
93% |
False |
False |
52 |
| 100 |
2,342.50 |
1,884.75 |
457.75 |
19.7% |
10.50 |
0.5% |
95% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.00 |
|
2.618 |
2,444.50 |
|
1.618 |
2,399.00 |
|
1.000 |
2,371.00 |
|
0.618 |
2,353.50 |
|
HIGH |
2,325.50 |
|
0.618 |
2,308.00 |
|
0.500 |
2,302.75 |
|
0.382 |
2,297.50 |
|
LOW |
2,280.00 |
|
0.618 |
2,252.00 |
|
1.000 |
2,234.50 |
|
1.618 |
2,206.50 |
|
2.618 |
2,161.00 |
|
4.250 |
2,086.50 |
|
|