Day Change Summary |
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Previous |
Current |
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02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
5,932.5 |
5,906.5 |
-26.0 |
-0.4% |
5,824.0 |
High |
5,937.5 |
5,914.0 |
-23.5 |
-0.4% |
5,914.5 |
Low |
5,910.0 |
5,880.0 |
-30.0 |
-0.5% |
5,796.0 |
Close |
5,921.0 |
5,908.0 |
-13.0 |
-0.2% |
5,807.5 |
Range |
27.5 |
34.0 |
6.5 |
23.6% |
118.5 |
ATR |
53.8 |
52.9 |
-0.9 |
-1.7% |
0.0 |
Volume |
45 |
14 |
-31 |
-68.9% |
315 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.5 |
5,989.5 |
5,926.5 |
|
R3 |
5,968.5 |
5,955.5 |
5,917.5 |
|
R2 |
5,934.5 |
5,934.5 |
5,914.0 |
|
R1 |
5,921.5 |
5,921.5 |
5,911.0 |
5,928.0 |
PP |
5,900.5 |
5,900.5 |
5,900.5 |
5,904.0 |
S1 |
5,887.5 |
5,887.5 |
5,905.0 |
5,894.0 |
S2 |
5,866.5 |
5,866.5 |
5,902.0 |
|
S3 |
5,832.5 |
5,853.5 |
5,898.5 |
|
S4 |
5,798.5 |
5,819.5 |
5,889.5 |
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|
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% |
25.5 |
0.4% |
80% |
False |
False |
49 |
10 |
5,937.5 |
5,790.0 |
147.5 |
2.5% |
22.5 |
0.4% |
80% |
False |
False |
46 |
20 |
5,995.0 |
5,787.5 |
207.5 |
3.5% |
27.0 |
0.5% |
58% |
False |
False |
64 |
40 |
6,001.0 |
5,704.0 |
297.0 |
5.0% |
20.5 |
0.3% |
69% |
False |
False |
45 |
60 |
6,001.0 |
5,463.0 |
538.0 |
9.1% |
22.0 |
0.4% |
83% |
False |
False |
48 |
80 |
6,001.0 |
5,463.0 |
538.0 |
9.1% |
20.0 |
0.3% |
83% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,058.5 |
2.618 |
6,003.0 |
1.618 |
5,969.0 |
1.000 |
5,948.0 |
0.618 |
5,935.0 |
HIGH |
5,914.0 |
0.618 |
5,901.0 |
0.500 |
5,897.0 |
0.382 |
5,893.0 |
LOW |
5,880.0 |
0.618 |
5,859.0 |
1.000 |
5,846.0 |
1.618 |
5,825.0 |
2.618 |
5,791.0 |
4.250 |
5,735.5 |
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