Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,613.0 |
5,645.5 |
32.5 |
0.6% |
5,692.0 |
High |
5,613.0 |
5,696.0 |
83.0 |
1.5% |
5,707.5 |
Low |
5,594.5 |
5,645.5 |
51.0 |
0.9% |
5,607.0 |
Close |
5,596.0 |
5,698.5 |
102.5 |
1.8% |
5,645.5 |
Range |
18.5 |
50.5 |
32.0 |
173.0% |
100.5 |
ATR |
50.7 |
54.2 |
3.5 |
6.9% |
0.0 |
Volume |
28 |
6 |
-22 |
-78.6% |
232 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,831.5 |
5,815.5 |
5,726.5 |
|
R3 |
5,781.0 |
5,765.0 |
5,712.5 |
|
R2 |
5,730.5 |
5,730.5 |
5,708.0 |
|
R1 |
5,714.5 |
5,714.5 |
5,703.0 |
5,722.5 |
PP |
5,680.0 |
5,680.0 |
5,680.0 |
5,684.0 |
S1 |
5,664.0 |
5,664.0 |
5,694.0 |
5,672.0 |
S2 |
5,629.5 |
5,629.5 |
5,689.0 |
|
S3 |
5,579.0 |
5,613.5 |
5,684.5 |
|
S4 |
5,528.5 |
5,563.0 |
5,670.5 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,955.0 |
5,900.5 |
5,701.0 |
|
R3 |
5,854.5 |
5,800.0 |
5,673.0 |
|
R2 |
5,754.0 |
5,754.0 |
5,664.0 |
|
R1 |
5,699.5 |
5,699.5 |
5,654.5 |
5,676.5 |
PP |
5,653.5 |
5,653.5 |
5,653.5 |
5,642.0 |
S1 |
5,599.0 |
5,599.0 |
5,636.5 |
5,576.0 |
S2 |
5,553.0 |
5,553.0 |
5,627.0 |
|
S3 |
5,452.5 |
5,498.5 |
5,618.0 |
|
S4 |
5,352.0 |
5,398.0 |
5,590.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,707.5 |
5,563.0 |
144.5 |
2.5% |
45.0 |
0.8% |
94% |
False |
False |
28 |
10 |
5,707.5 |
5,563.0 |
144.5 |
2.5% |
38.5 |
0.7% |
94% |
False |
False |
30 |
20 |
5,707.5 |
5,523.5 |
184.0 |
3.2% |
27.0 |
0.5% |
95% |
False |
False |
25 |
40 |
5,707.5 |
5,277.5 |
430.0 |
7.5% |
19.0 |
0.3% |
98% |
False |
False |
60 |
60 |
5,707.5 |
5,070.5 |
637.0 |
11.2% |
15.0 |
0.3% |
99% |
False |
False |
46 |
80 |
5,707.5 |
5,070.5 |
637.0 |
11.2% |
14.0 |
0.2% |
99% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,910.5 |
2.618 |
5,828.0 |
1.618 |
5,777.5 |
1.000 |
5,746.5 |
0.618 |
5,727.0 |
HIGH |
5,696.0 |
0.618 |
5,676.5 |
0.500 |
5,671.0 |
0.382 |
5,665.0 |
LOW |
5,645.5 |
0.618 |
5,614.5 |
1.000 |
5,595.0 |
1.618 |
5,564.0 |
2.618 |
5,513.5 |
4.250 |
5,431.0 |
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