| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,414.0 |
2,411.0 |
-3.0 |
-0.1% |
2,353.0 |
| High |
2,421.0 |
2,454.0 |
33.0 |
1.4% |
2,454.0 |
| Low |
2,395.0 |
2,403.0 |
8.0 |
0.3% |
2,332.0 |
| Close |
2,410.0 |
2,444.0 |
34.0 |
1.4% |
2,444.0 |
| Range |
26.0 |
51.0 |
25.0 |
96.2% |
122.0 |
| ATR |
44.5 |
45.0 |
0.5 |
1.0% |
0.0 |
| Volume |
894 |
123 |
-771 |
-86.2% |
4,410 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.7 |
2,566.3 |
2,472.1 |
|
| R3 |
2,535.7 |
2,515.3 |
2,458.0 |
|
| R2 |
2,484.7 |
2,484.7 |
2,453.4 |
|
| R1 |
2,464.3 |
2,464.3 |
2,448.7 |
2,474.5 |
| PP |
2,433.7 |
2,433.7 |
2,433.7 |
2,438.8 |
| S1 |
2,413.3 |
2,413.3 |
2,439.3 |
2,423.5 |
| S2 |
2,382.7 |
2,382.7 |
2,434.7 |
|
| S3 |
2,331.7 |
2,362.3 |
2,430.0 |
|
| S4 |
2,280.7 |
2,311.3 |
2,416.0 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.0 |
2,732.0 |
2,511.1 |
|
| R3 |
2,654.0 |
2,610.0 |
2,477.6 |
|
| R2 |
2,532.0 |
2,532.0 |
2,466.4 |
|
| R1 |
2,488.0 |
2,488.0 |
2,455.2 |
2,510.0 |
| PP |
2,410.0 |
2,410.0 |
2,410.0 |
2,421.0 |
| S1 |
2,366.0 |
2,366.0 |
2,432.8 |
2,388.0 |
| S2 |
2,288.0 |
2,288.0 |
2,421.6 |
|
| S3 |
2,166.0 |
2,244.0 |
2,410.5 |
|
| S4 |
2,044.0 |
2,122.0 |
2,376.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.0 |
2,332.0 |
122.0 |
5.0% |
34.6 |
1.4% |
92% |
True |
False |
882 |
| 10 |
2,454.0 |
2,332.0 |
122.0 |
5.0% |
34.9 |
1.4% |
92% |
True |
False |
639 |
| 20 |
2,454.0 |
2,212.0 |
242.0 |
9.9% |
39.5 |
1.6% |
96% |
True |
False |
780 |
| 40 |
2,454.0 |
2,109.0 |
345.0 |
14.1% |
45.0 |
1.8% |
97% |
True |
False |
4,537 |
| 60 |
2,454.0 |
1,999.0 |
455.0 |
18.6% |
48.7 |
2.0% |
98% |
True |
False |
3,967 |
| 80 |
2,454.0 |
1,999.0 |
455.0 |
18.6% |
49.9 |
2.0% |
98% |
True |
False |
3,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,670.8 |
|
2.618 |
2,587.5 |
|
1.618 |
2,536.5 |
|
1.000 |
2,505.0 |
|
0.618 |
2,485.5 |
|
HIGH |
2,454.0 |
|
0.618 |
2,434.5 |
|
0.500 |
2,428.5 |
|
0.382 |
2,422.5 |
|
LOW |
2,403.0 |
|
0.618 |
2,371.5 |
|
1.000 |
2,352.0 |
|
1.618 |
2,320.5 |
|
2.618 |
2,269.5 |
|
4.250 |
2,186.3 |
|
|