| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,339.00 |
2,341.25 |
2.25 |
0.1% |
2,263.00 |
| High |
2,356.50 |
2,361.00 |
4.50 |
0.2% |
2,335.00 |
| Low |
2,333.00 |
2,339.00 |
6.00 |
0.3% |
2,245.75 |
| Close |
2,342.25 |
2,360.00 |
17.75 |
0.8% |
2,334.75 |
| Range |
23.50 |
22.00 |
-1.50 |
-6.4% |
89.25 |
| ATR |
28.18 |
27.74 |
-0.44 |
-1.6% |
0.00 |
| Volume |
90 |
31 |
-59 |
-65.6% |
744 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.25 |
2,411.75 |
2,372.00 |
|
| R3 |
2,397.25 |
2,389.75 |
2,366.00 |
|
| R2 |
2,375.25 |
2,375.25 |
2,364.00 |
|
| R1 |
2,367.75 |
2,367.75 |
2,362.00 |
2,371.50 |
| PP |
2,353.25 |
2,353.25 |
2,353.25 |
2,355.25 |
| S1 |
2,345.75 |
2,345.75 |
2,358.00 |
2,349.50 |
| S2 |
2,331.25 |
2,331.25 |
2,356.00 |
|
| S3 |
2,309.25 |
2,323.75 |
2,354.00 |
|
| S4 |
2,287.25 |
2,301.75 |
2,348.00 |
|
|
| 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 |
2,361.00 |
2,293.75 |
67.25 |
2.8% |
21.75 |
0.9% |
99% |
True |
False |
83 |
| 10 |
2,361.00 |
2,245.75 |
115.25 |
4.9% |
30.50 |
1.3% |
99% |
True |
False |
140 |
| 20 |
2,361.00 |
2,245.75 |
115.25 |
4.9% |
30.00 |
1.3% |
99% |
True |
False |
143 |
| 40 |
2,361.00 |
2,199.25 |
161.75 |
6.9% |
24.00 |
1.0% |
99% |
True |
False |
113 |
| 60 |
2,361.00 |
2,092.50 |
268.50 |
11.4% |
17.00 |
0.7% |
100% |
True |
False |
75 |
| 80 |
2,361.00 |
2,061.00 |
300.00 |
12.7% |
14.00 |
0.6% |
100% |
True |
False |
57 |
| 100 |
2,361.00 |
1,948.25 |
412.75 |
17.5% |
11.75 |
0.5% |
100% |
True |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.50 |
|
2.618 |
2,418.50 |
|
1.618 |
2,396.50 |
|
1.000 |
2,383.00 |
|
0.618 |
2,374.50 |
|
HIGH |
2,361.00 |
|
0.618 |
2,352.50 |
|
0.500 |
2,350.00 |
|
0.382 |
2,347.50 |
|
LOW |
2,339.00 |
|
0.618 |
2,325.50 |
|
1.000 |
2,317.00 |
|
1.618 |
2,303.50 |
|
2.618 |
2,281.50 |
|
4.250 |
2,245.50 |
|
|