Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,678.0 |
6,755.0 |
77.0 |
1.2% |
6,497.0 |
High |
6,806.5 |
6,793.0 |
-13.5 |
-0.2% |
6,806.5 |
Low |
6,655.0 |
6,737.5 |
82.5 |
1.2% |
6,439.0 |
Close |
6,781.5 |
6,780.5 |
-1.0 |
0.0% |
6,781.5 |
Range |
151.5 |
55.5 |
-96.0 |
-63.4% |
367.5 |
ATR |
112.9 |
108.8 |
-4.1 |
-3.6% |
0.0 |
Volume |
293 |
241 |
-52 |
-17.7% |
2,160 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,936.8 |
6,914.2 |
6,811.0 |
|
R3 |
6,881.3 |
6,858.7 |
6,795.8 |
|
R2 |
6,825.8 |
6,825.8 |
6,790.7 |
|
R1 |
6,803.2 |
6,803.2 |
6,785.6 |
6,814.5 |
PP |
6,770.3 |
6,770.3 |
6,770.3 |
6,776.0 |
S1 |
6,747.7 |
6,747.7 |
6,775.4 |
6,759.0 |
S2 |
6,714.8 |
6,714.8 |
6,770.3 |
|
S3 |
6,659.3 |
6,692.2 |
6,765.2 |
|
S4 |
6,603.8 |
6,636.7 |
6,750.0 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,778.2 |
7,647.3 |
6,983.6 |
|
R3 |
7,410.7 |
7,279.8 |
6,882.6 |
|
R2 |
7,043.2 |
7,043.2 |
6,848.9 |
|
R1 |
6,912.3 |
6,912.3 |
6,815.2 |
6,977.8 |
PP |
6,675.7 |
6,675.7 |
6,675.7 |
6,708.4 |
S1 |
6,544.8 |
6,544.8 |
6,747.8 |
6,610.3 |
S2 |
6,308.2 |
6,308.2 |
6,714.1 |
|
S3 |
5,940.7 |
6,177.3 |
6,680.4 |
|
S4 |
5,573.2 |
5,809.8 |
6,579.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,806.5 |
6,468.0 |
338.5 |
5.0% |
101.7 |
1.5% |
92% |
False |
False |
448 |
10 |
6,806.5 |
6,358.0 |
448.5 |
6.6% |
96.5 |
1.4% |
94% |
False |
False |
359 |
20 |
6,806.5 |
6,090.0 |
716.5 |
10.6% |
96.2 |
1.4% |
96% |
False |
False |
356 |
40 |
6,806.5 |
5,641.5 |
1,165.0 |
17.2% |
109.5 |
1.6% |
98% |
False |
False |
1,361 |
60 |
6,806.5 |
5,409.0 |
1,397.5 |
20.6% |
122.4 |
1.8% |
98% |
False |
False |
993 |
80 |
6,806.5 |
5,409.0 |
1,397.5 |
20.6% |
137.2 |
2.0% |
98% |
False |
False |
783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,028.9 |
2.618 |
6,938.3 |
1.618 |
6,882.8 |
1.000 |
6,848.5 |
0.618 |
6,827.3 |
HIGH |
6,793.0 |
0.618 |
6,771.8 |
0.500 |
6,765.3 |
0.382 |
6,758.7 |
LOW |
6,737.5 |
0.618 |
6,703.2 |
1.000 |
6,682.0 |
1.618 |
6,647.7 |
2.618 |
6,592.2 |
4.250 |
6,501.6 |
|
|