| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,314.00 |
2,320.75 |
6.75 |
0.3% |
2,263.00 |
| High |
2,323.00 |
2,335.00 |
12.00 |
0.5% |
2,335.00 |
| Low |
2,293.75 |
2,314.50 |
20.75 |
0.9% |
2,245.75 |
| Close |
2,319.00 |
2,334.75 |
15.75 |
0.7% |
2,334.75 |
| Range |
29.25 |
20.50 |
-8.75 |
-29.9% |
89.25 |
| ATR |
29.16 |
28.54 |
-0.62 |
-2.1% |
0.00 |
| Volume |
100 |
41 |
-59 |
-59.0% |
744 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.50 |
2,382.75 |
2,346.00 |
|
| R3 |
2,369.00 |
2,362.25 |
2,340.50 |
|
| R2 |
2,348.50 |
2,348.50 |
2,338.50 |
|
| R1 |
2,341.75 |
2,341.75 |
2,336.75 |
2,345.00 |
| PP |
2,328.00 |
2,328.00 |
2,328.00 |
2,329.75 |
| S1 |
2,321.25 |
2,321.25 |
2,332.75 |
2,324.50 |
| S2 |
2,307.50 |
2,307.50 |
2,331.00 |
|
| S3 |
2,287.00 |
2,300.75 |
2,329.00 |
|
| S4 |
2,266.50 |
2,280.25 |
2,323.50 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.00 |
2,543.00 |
2,383.75 |
|
| R3 |
2,483.75 |
2,453.75 |
2,359.25 |
|
| R2 |
2,394.50 |
2,394.50 |
2,351.00 |
|
| R1 |
2,364.50 |
2,364.50 |
2,343.00 |
2,379.50 |
| PP |
2,305.25 |
2,305.25 |
2,305.25 |
2,312.50 |
| S1 |
2,275.25 |
2,275.25 |
2,326.50 |
2,290.25 |
| S2 |
2,216.00 |
2,216.00 |
2,318.50 |
|
| S3 |
2,126.75 |
2,186.00 |
2,310.25 |
|
| S4 |
2,037.50 |
2,096.75 |
2,285.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,335.00 |
2,245.75 |
89.25 |
3.8% |
29.25 |
1.3% |
100% |
True |
False |
148 |
| 10 |
2,335.00 |
2,245.75 |
89.25 |
3.8% |
31.50 |
1.3% |
100% |
True |
False |
147 |
| 20 |
2,342.50 |
2,245.75 |
96.75 |
4.1% |
30.50 |
1.3% |
92% |
False |
False |
147 |
| 40 |
2,342.50 |
2,199.25 |
143.25 |
6.1% |
23.00 |
1.0% |
95% |
False |
False |
110 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.7% |
16.75 |
0.7% |
97% |
False |
False |
73 |
| 80 |
2,342.50 |
2,041.00 |
301.50 |
12.9% |
13.50 |
0.6% |
97% |
False |
False |
55 |
| 100 |
2,342.50 |
1,934.50 |
408.00 |
17.5% |
11.25 |
0.5% |
98% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.00 |
|
2.618 |
2,388.75 |
|
1.618 |
2,368.25 |
|
1.000 |
2,355.50 |
|
0.618 |
2,347.75 |
|
HIGH |
2,335.00 |
|
0.618 |
2,327.25 |
|
0.500 |
2,324.75 |
|
0.382 |
2,322.25 |
|
LOW |
2,314.50 |
|
0.618 |
2,301.75 |
|
1.000 |
2,294.00 |
|
1.618 |
2,281.25 |
|
2.618 |
2,260.75 |
|
4.250 |
2,227.50 |
|
|