| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,363.0 |
2,414.0 |
51.0 |
2.2% |
2,351.0 |
| High |
2,410.0 |
2,421.0 |
11.0 |
0.5% |
2,400.0 |
| Low |
2,363.0 |
2,395.0 |
32.0 |
1.4% |
2,334.0 |
| Close |
2,401.0 |
2,410.0 |
9.0 |
0.4% |
2,374.0 |
| Range |
47.0 |
26.0 |
-21.0 |
-44.7% |
66.0 |
| ATR |
45.9 |
44.5 |
-1.4 |
-3.1% |
0.0 |
| Volume |
294 |
894 |
600 |
204.1% |
1,989 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.7 |
2,474.3 |
2,424.3 |
|
| R3 |
2,460.7 |
2,448.3 |
2,417.2 |
|
| R2 |
2,434.7 |
2,434.7 |
2,414.8 |
|
| R1 |
2,422.3 |
2,422.3 |
2,412.4 |
2,415.5 |
| PP |
2,408.7 |
2,408.7 |
2,408.7 |
2,405.3 |
| S1 |
2,396.3 |
2,396.3 |
2,407.6 |
2,389.5 |
| S2 |
2,382.7 |
2,382.7 |
2,405.2 |
|
| S3 |
2,356.7 |
2,370.3 |
2,402.9 |
|
| S4 |
2,330.7 |
2,344.3 |
2,395.7 |
|
|
| 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 |
2,421.0 |
2,332.0 |
89.0 |
3.7% |
31.6 |
1.3% |
88% |
True |
False |
876 |
| 10 |
2,421.0 |
2,332.0 |
89.0 |
3.7% |
31.8 |
1.3% |
88% |
True |
False |
671 |
| 20 |
2,421.0 |
2,212.0 |
209.0 |
8.7% |
39.5 |
1.6% |
95% |
True |
False |
791 |
| 40 |
2,421.0 |
2,109.0 |
312.0 |
12.9% |
46.3 |
1.9% |
96% |
True |
False |
4,974 |
| 60 |
2,421.0 |
1,999.0 |
422.0 |
17.5% |
48.6 |
2.0% |
97% |
True |
False |
3,965 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.1% |
50.0 |
2.1% |
94% |
False |
False |
3,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.5 |
|
2.618 |
2,489.1 |
|
1.618 |
2,463.1 |
|
1.000 |
2,447.0 |
|
0.618 |
2,437.1 |
|
HIGH |
2,421.0 |
|
0.618 |
2,411.1 |
|
0.500 |
2,408.0 |
|
0.382 |
2,404.9 |
|
LOW |
2,395.0 |
|
0.618 |
2,378.9 |
|
1.000 |
2,369.0 |
|
1.618 |
2,352.9 |
|
2.618 |
2,326.9 |
|
4.250 |
2,284.5 |
|
|