| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,353.0 |
2,363.0 |
10.0 |
0.4% |
2,351.0 |
| High |
2,370.0 |
2,410.0 |
40.0 |
1.7% |
2,400.0 |
| Low |
2,345.0 |
2,363.0 |
18.0 |
0.8% |
2,334.0 |
| Close |
2,351.0 |
2,401.0 |
50.0 |
2.1% |
2,374.0 |
| Range |
25.0 |
47.0 |
22.0 |
88.0% |
66.0 |
| ATR |
44.9 |
45.9 |
1.0 |
2.2% |
0.0 |
| Volume |
1,994 |
294 |
-1,700 |
-85.3% |
1,989 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.3 |
2,513.7 |
2,426.9 |
|
| R3 |
2,485.3 |
2,466.7 |
2,413.9 |
|
| R2 |
2,438.3 |
2,438.3 |
2,409.6 |
|
| R1 |
2,419.7 |
2,419.7 |
2,405.3 |
2,429.0 |
| PP |
2,391.3 |
2,391.3 |
2,391.3 |
2,396.0 |
| S1 |
2,372.7 |
2,372.7 |
2,396.7 |
2,382.0 |
| S2 |
2,344.3 |
2,344.3 |
2,392.4 |
|
| S3 |
2,297.3 |
2,325.7 |
2,388.1 |
|
| S4 |
2,250.3 |
2,278.7 |
2,375.2 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.3 |
2,536.7 |
2,410.3 |
|
| R3 |
2,501.3 |
2,470.7 |
2,392.2 |
|
| R2 |
2,435.3 |
2,435.3 |
2,386.1 |
|
| R1 |
2,404.7 |
2,404.7 |
2,380.1 |
2,420.0 |
| PP |
2,369.3 |
2,369.3 |
2,369.3 |
2,377.0 |
| S1 |
2,338.7 |
2,338.7 |
2,368.0 |
2,354.0 |
| S2 |
2,303.3 |
2,303.3 |
2,361.9 |
|
| S3 |
2,237.3 |
2,272.7 |
2,355.9 |
|
| S4 |
2,171.3 |
2,206.7 |
2,337.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,410.0 |
2,332.0 |
78.0 |
3.2% |
34.0 |
1.4% |
88% |
True |
False |
872 |
| 10 |
2,410.0 |
2,321.0 |
89.0 |
3.7% |
33.6 |
1.4% |
90% |
True |
False |
702 |
| 20 |
2,410.0 |
2,212.0 |
198.0 |
8.2% |
40.2 |
1.7% |
95% |
True |
False |
756 |
| 40 |
2,410.0 |
2,109.0 |
301.0 |
12.5% |
47.9 |
2.0% |
97% |
True |
False |
5,093 |
| 60 |
2,410.0 |
1,999.0 |
411.0 |
17.1% |
49.3 |
2.1% |
98% |
True |
False |
3,950 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.2% |
50.6 |
2.1% |
92% |
False |
False |
3,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,609.8 |
|
2.618 |
2,533.0 |
|
1.618 |
2,486.0 |
|
1.000 |
2,457.0 |
|
0.618 |
2,439.0 |
|
HIGH |
2,410.0 |
|
0.618 |
2,392.0 |
|
0.500 |
2,386.5 |
|
0.382 |
2,381.0 |
|
LOW |
2,363.0 |
|
0.618 |
2,334.0 |
|
1.000 |
2,316.0 |
|
1.618 |
2,287.0 |
|
2.618 |
2,240.0 |
|
4.250 |
2,163.3 |
|
|