| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,320.75 |
2,339.00 |
18.25 |
0.8% |
2,263.00 |
| High |
2,335.00 |
2,356.50 |
21.50 |
0.9% |
2,335.00 |
| Low |
2,314.50 |
2,333.00 |
18.50 |
0.8% |
2,245.75 |
| Close |
2,334.75 |
2,342.25 |
7.50 |
0.3% |
2,334.75 |
| Range |
20.50 |
23.50 |
3.00 |
14.6% |
89.25 |
| ATR |
28.54 |
28.18 |
-0.36 |
-1.3% |
0.00 |
| Volume |
41 |
90 |
49 |
119.5% |
744 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.50 |
2,401.75 |
2,355.25 |
|
| R3 |
2,391.00 |
2,378.25 |
2,348.75 |
|
| R2 |
2,367.50 |
2,367.50 |
2,346.50 |
|
| R1 |
2,354.75 |
2,354.75 |
2,344.50 |
2,361.00 |
| PP |
2,344.00 |
2,344.00 |
2,344.00 |
2,347.00 |
| S1 |
2,331.25 |
2,331.25 |
2,340.00 |
2,337.50 |
| S2 |
2,320.50 |
2,320.50 |
2,338.00 |
|
| S3 |
2,297.00 |
2,307.75 |
2,335.75 |
|
| S4 |
2,273.50 |
2,284.25 |
2,329.25 |
|
|
| 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 |
2,356.50 |
2,280.00 |
76.50 |
3.3% |
26.50 |
1.1% |
81% |
True |
False |
129 |
| 10 |
2,356.50 |
2,245.75 |
110.75 |
4.7% |
30.50 |
1.3% |
87% |
True |
False |
143 |
| 20 |
2,356.50 |
2,245.75 |
110.75 |
4.7% |
30.25 |
1.3% |
87% |
True |
False |
148 |
| 40 |
2,356.50 |
2,199.25 |
157.25 |
6.7% |
23.50 |
1.0% |
91% |
True |
False |
112 |
| 60 |
2,356.50 |
2,092.50 |
264.00 |
11.3% |
17.00 |
0.7% |
95% |
True |
False |
75 |
| 80 |
2,356.50 |
2,056.75 |
299.75 |
12.8% |
13.50 |
0.6% |
95% |
True |
False |
56 |
| 100 |
2,356.50 |
1,944.75 |
411.75 |
17.6% |
11.50 |
0.5% |
97% |
True |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.50 |
|
2.618 |
2,418.00 |
|
1.618 |
2,394.50 |
|
1.000 |
2,380.00 |
|
0.618 |
2,371.00 |
|
HIGH |
2,356.50 |
|
0.618 |
2,347.50 |
|
0.500 |
2,344.75 |
|
0.382 |
2,342.00 |
|
LOW |
2,333.00 |
|
0.618 |
2,318.50 |
|
1.000 |
2,309.50 |
|
1.618 |
2,295.00 |
|
2.618 |
2,271.50 |
|
4.250 |
2,233.00 |
|
|