| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,281.00 |
2,317.50 |
36.50 |
1.6% |
2,267.00 |
| High |
2,325.50 |
2,324.25 |
-1.25 |
-0.1% |
2,331.50 |
| Low |
2,280.00 |
2,310.25 |
30.25 |
1.3% |
2,255.50 |
| Close |
2,319.75 |
2,317.00 |
-2.75 |
-0.1% |
2,265.25 |
| Range |
45.50 |
14.00 |
-31.50 |
-69.2% |
76.00 |
| ATR |
30.32 |
29.16 |
-1.17 |
-3.8% |
0.00 |
| Volume |
263 |
153 |
-110 |
-41.8% |
731 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.25 |
2,352.00 |
2,324.75 |
|
| R3 |
2,345.25 |
2,338.00 |
2,320.75 |
|
| R2 |
2,331.25 |
2,331.25 |
2,319.50 |
|
| R1 |
2,324.00 |
2,324.00 |
2,318.25 |
2,320.50 |
| PP |
2,317.25 |
2,317.25 |
2,317.25 |
2,315.50 |
| S1 |
2,310.00 |
2,310.00 |
2,315.75 |
2,306.50 |
| S2 |
2,303.25 |
2,303.25 |
2,314.50 |
|
| S3 |
2,289.25 |
2,296.00 |
2,313.25 |
|
| S4 |
2,275.25 |
2,282.00 |
2,309.25 |
|
|
| 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% |
37.75 |
1.6% |
83% |
False |
False |
205 |
| 10 |
2,331.50 |
2,245.75 |
85.75 |
3.7% |
33.00 |
1.4% |
83% |
False |
False |
148 |
| 20 |
2,342.50 |
2,227.25 |
115.25 |
5.0% |
30.50 |
1.3% |
78% |
False |
False |
173 |
| 40 |
2,342.50 |
2,175.00 |
167.50 |
7.2% |
22.50 |
1.0% |
85% |
False |
False |
106 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.8% |
16.25 |
0.7% |
90% |
False |
False |
71 |
| 80 |
2,342.50 |
2,015.00 |
327.50 |
14.1% |
13.00 |
0.6% |
92% |
False |
False |
54 |
| 100 |
2,342.50 |
1,911.75 |
430.75 |
18.6% |
10.75 |
0.5% |
94% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.75 |
|
2.618 |
2,361.00 |
|
1.618 |
2,347.00 |
|
1.000 |
2,338.25 |
|
0.618 |
2,333.00 |
|
HIGH |
2,324.25 |
|
0.618 |
2,319.00 |
|
0.500 |
2,317.25 |
|
0.382 |
2,315.50 |
|
LOW |
2,310.25 |
|
0.618 |
2,301.50 |
|
1.000 |
2,296.25 |
|
1.618 |
2,287.50 |
|
2.618 |
2,273.50 |
|
4.250 |
2,250.75 |
|
|