| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,348.50 |
2,351.75 |
3.25 |
0.1% |
2,339.00 |
| High |
2,362.00 |
2,377.25 |
15.25 |
0.6% |
2,377.25 |
| Low |
2,336.00 |
2,345.75 |
9.75 |
0.4% |
2,333.00 |
| Close |
2,359.00 |
2,375.50 |
16.50 |
0.7% |
2,375.50 |
| Range |
26.00 |
31.50 |
5.50 |
21.2% |
44.25 |
| ATR |
26.69 |
27.03 |
0.34 |
1.3% |
0.00 |
| Volume |
273 |
79 |
-194 |
-71.1% |
556 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.75 |
2,449.50 |
2,392.75 |
|
| R3 |
2,429.25 |
2,418.00 |
2,384.25 |
|
| R2 |
2,397.75 |
2,397.75 |
2,381.25 |
|
| R1 |
2,386.50 |
2,386.50 |
2,378.50 |
2,392.00 |
| PP |
2,366.25 |
2,366.25 |
2,366.25 |
2,369.00 |
| S1 |
2,355.00 |
2,355.00 |
2,372.50 |
2,360.50 |
| S2 |
2,334.75 |
2,334.75 |
2,369.75 |
|
| S3 |
2,303.25 |
2,323.50 |
2,366.75 |
|
| S4 |
2,271.75 |
2,292.00 |
2,358.25 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.75 |
2,479.25 |
2,399.75 |
|
| R3 |
2,450.50 |
2,435.00 |
2,387.75 |
|
| R2 |
2,406.25 |
2,406.25 |
2,383.50 |
|
| R1 |
2,390.75 |
2,390.75 |
2,379.50 |
2,398.50 |
| PP |
2,362.00 |
2,362.00 |
2,362.00 |
2,365.75 |
| S1 |
2,346.50 |
2,346.50 |
2,371.50 |
2,354.25 |
| S2 |
2,317.75 |
2,317.75 |
2,367.50 |
|
| S3 |
2,273.50 |
2,302.25 |
2,363.25 |
|
| S4 |
2,229.25 |
2,258.00 |
2,351.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.25 |
2,333.00 |
44.25 |
1.9% |
23.25 |
1.0% |
96% |
True |
False |
111 |
| 10 |
2,377.25 |
2,245.75 |
131.50 |
5.5% |
26.25 |
1.1% |
99% |
True |
False |
130 |
| 20 |
2,377.25 |
2,245.75 |
131.50 |
5.5% |
31.00 |
1.3% |
99% |
True |
False |
127 |
| 40 |
2,377.25 |
2,202.50 |
174.75 |
7.4% |
25.25 |
1.1% |
99% |
True |
False |
123 |
| 60 |
2,377.25 |
2,094.50 |
282.75 |
11.9% |
17.75 |
0.8% |
99% |
True |
False |
83 |
| 80 |
2,377.25 |
2,072.25 |
305.00 |
12.8% |
14.50 |
0.6% |
99% |
True |
False |
62 |
| 100 |
2,377.25 |
1,966.75 |
410.50 |
17.3% |
12.25 |
0.5% |
100% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.00 |
|
2.618 |
2,459.75 |
|
1.618 |
2,428.25 |
|
1.000 |
2,408.75 |
|
0.618 |
2,396.75 |
|
HIGH |
2,377.25 |
|
0.618 |
2,365.25 |
|
0.500 |
2,361.50 |
|
0.382 |
2,357.75 |
|
LOW |
2,345.75 |
|
0.618 |
2,326.25 |
|
1.000 |
2,314.25 |
|
1.618 |
2,294.75 |
|
2.618 |
2,263.25 |
|
4.250 |
2,212.00 |
|
|