Day Change Summary |
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Previous |
Current |
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01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
5,881.5 |
5,932.5 |
51.0 |
0.9% |
5,824.0 |
High |
5,886.5 |
5,937.5 |
51.0 |
0.9% |
5,914.5 |
Low |
5,881.5 |
5,910.0 |
28.5 |
0.5% |
5,796.0 |
Close |
5,870.5 |
5,921.0 |
50.5 |
0.9% |
5,807.5 |
Range |
5.0 |
27.5 |
22.5 |
450.0% |
118.5 |
ATR |
52.8 |
53.8 |
1.0 |
1.9% |
0.0 |
Volume |
32 |
45 |
13 |
40.6% |
315 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,005.5 |
5,990.5 |
5,936.0 |
|
R3 |
5,978.0 |
5,963.0 |
5,928.5 |
|
R2 |
5,950.5 |
5,950.5 |
5,926.0 |
|
R1 |
5,935.5 |
5,935.5 |
5,923.5 |
5,929.0 |
PP |
5,923.0 |
5,923.0 |
5,923.0 |
5,919.5 |
S1 |
5,908.0 |
5,908.0 |
5,918.5 |
5,902.0 |
S2 |
5,895.5 |
5,895.5 |
5,916.0 |
|
S3 |
5,868.0 |
5,880.5 |
5,913.5 |
|
S4 |
5,840.5 |
5,853.0 |
5,906.0 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,195.0 |
6,119.5 |
5,872.5 |
|
R3 |
6,076.5 |
6,001.0 |
5,840.0 |
|
R2 |
5,958.0 |
5,958.0 |
5,829.0 |
|
R1 |
5,882.5 |
5,882.5 |
5,818.5 |
5,861.0 |
PP |
5,839.5 |
5,839.5 |
5,839.5 |
5,828.5 |
S1 |
5,764.0 |
5,764.0 |
5,796.5 |
5,742.5 |
S2 |
5,721.0 |
5,721.0 |
5,786.0 |
|
S3 |
5,602.5 |
5,645.5 |
5,775.0 |
|
S4 |
5,484.0 |
5,527.0 |
5,742.5 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,937.5 |
5,790.0 |
147.5 |
2.5% |
18.5 |
0.3% |
89% |
True |
False |
46 |
10 |
5,937.5 |
5,787.5 |
150.0 |
2.5% |
27.5 |
0.5% |
89% |
True |
False |
78 |
20 |
6,001.0 |
5,787.5 |
213.5 |
3.6% |
26.5 |
0.4% |
63% |
False |
False |
64 |
40 |
6,001.0 |
5,659.0 |
342.0 |
5.8% |
20.5 |
0.3% |
77% |
False |
False |
44 |
60 |
6,001.0 |
5,463.0 |
538.0 |
9.1% |
22.0 |
0.4% |
85% |
False |
False |
48 |
80 |
6,001.0 |
5,463.0 |
538.0 |
9.1% |
19.5 |
0.3% |
85% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,054.5 |
2.618 |
6,009.5 |
1.618 |
5,982.0 |
1.000 |
5,965.0 |
0.618 |
5,954.5 |
HIGH |
5,937.5 |
0.618 |
5,927.0 |
0.500 |
5,924.0 |
0.382 |
5,920.5 |
LOW |
5,910.0 |
0.618 |
5,893.0 |
1.000 |
5,882.5 |
1.618 |
5,865.5 |
2.618 |
5,838.0 |
4.250 |
5,793.0 |
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