| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,341.25 |
2,361.50 |
20.25 |
0.9% |
2,263.00 |
| High |
2,361.00 |
2,362.25 |
1.25 |
0.1% |
2,335.00 |
| Low |
2,339.00 |
2,348.50 |
9.50 |
0.4% |
2,245.75 |
| Close |
2,360.00 |
2,359.25 |
-0.75 |
0.0% |
2,334.75 |
| Range |
22.00 |
13.75 |
-8.25 |
-37.5% |
89.25 |
| ATR |
27.74 |
26.74 |
-1.00 |
-3.6% |
0.00 |
| Volume |
31 |
83 |
52 |
167.7% |
744 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,398.00 |
2,392.25 |
2,366.75 |
|
| R3 |
2,384.25 |
2,378.50 |
2,363.00 |
|
| R2 |
2,370.50 |
2,370.50 |
2,361.75 |
|
| R1 |
2,364.75 |
2,364.75 |
2,360.50 |
2,360.75 |
| PP |
2,356.75 |
2,356.75 |
2,356.75 |
2,354.50 |
| S1 |
2,351.00 |
2,351.00 |
2,358.00 |
2,347.00 |
| S2 |
2,343.00 |
2,343.00 |
2,356.75 |
|
| S3 |
2,329.25 |
2,337.25 |
2,355.50 |
|
| S4 |
2,315.50 |
2,323.50 |
2,351.75 |
|
|
| 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 |
2,362.25 |
2,293.75 |
68.50 |
2.9% |
21.75 |
0.9% |
96% |
True |
False |
69 |
| 10 |
2,362.25 |
2,245.75 |
116.50 |
4.9% |
29.75 |
1.3% |
97% |
True |
False |
137 |
| 20 |
2,362.25 |
2,245.75 |
116.50 |
4.9% |
29.75 |
1.3% |
97% |
True |
False |
128 |
| 40 |
2,362.25 |
2,199.25 |
163.00 |
6.9% |
24.25 |
1.0% |
98% |
True |
False |
115 |
| 60 |
2,362.25 |
2,092.50 |
269.75 |
11.4% |
17.00 |
0.7% |
99% |
True |
False |
77 |
| 80 |
2,362.25 |
2,062.50 |
299.75 |
12.7% |
13.75 |
0.6% |
99% |
True |
False |
58 |
| 100 |
2,362.25 |
1,966.75 |
395.50 |
16.8% |
11.75 |
0.5% |
99% |
True |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.75 |
|
2.618 |
2,398.25 |
|
1.618 |
2,384.50 |
|
1.000 |
2,376.00 |
|
0.618 |
2,370.75 |
|
HIGH |
2,362.25 |
|
0.618 |
2,357.00 |
|
0.500 |
2,355.50 |
|
0.382 |
2,353.75 |
|
LOW |
2,348.50 |
|
0.618 |
2,340.00 |
|
1.000 |
2,334.75 |
|
1.618 |
2,326.25 |
|
2.618 |
2,312.50 |
|
4.250 |
2,290.00 |
|
|