Day Change Summary |
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Previous |
Current |
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01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,645.5 |
5,676.5 |
31.0 |
0.5% |
5,692.0 |
High |
5,696.0 |
5,702.5 |
6.5 |
0.1% |
5,707.5 |
Low |
5,645.5 |
5,676.5 |
31.0 |
0.5% |
5,607.0 |
Close |
5,698.5 |
5,699.5 |
1.0 |
0.0% |
5,645.5 |
Range |
50.5 |
26.0 |
-24.5 |
-48.5% |
100.5 |
ATR |
54.2 |
52.2 |
-2.0 |
-3.7% |
0.0 |
Volume |
6 |
6 |
0 |
0.0% |
232 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,771.0 |
5,761.0 |
5,714.0 |
|
R3 |
5,745.0 |
5,735.0 |
5,706.5 |
|
R2 |
5,719.0 |
5,719.0 |
5,704.5 |
|
R1 |
5,709.0 |
5,709.0 |
5,702.0 |
5,714.0 |
PP |
5,693.0 |
5,693.0 |
5,693.0 |
5,695.0 |
S1 |
5,683.0 |
5,683.0 |
5,697.0 |
5,688.0 |
S2 |
5,667.0 |
5,667.0 |
5,694.5 |
|
S3 |
5,641.0 |
5,657.0 |
5,692.5 |
|
S4 |
5,615.0 |
5,631.0 |
5,685.0 |
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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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,702.5 |
5,563.0 |
139.5 |
2.4% |
39.5 |
0.7% |
98% |
True |
False |
23 |
10 |
5,707.5 |
5,563.0 |
144.5 |
2.5% |
39.0 |
0.7% |
94% |
False |
False |
30 |
20 |
5,707.5 |
5,523.5 |
184.0 |
3.2% |
28.0 |
0.5% |
96% |
False |
False |
25 |
40 |
5,707.5 |
5,277.5 |
430.0 |
7.5% |
19.5 |
0.3% |
98% |
False |
False |
60 |
60 |
5,707.5 |
5,070.5 |
637.0 |
11.2% |
15.5 |
0.3% |
99% |
False |
False |
45 |
80 |
5,707.5 |
5,070.5 |
637.0 |
11.2% |
14.5 |
0.3% |
99% |
False |
False |
45 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,813.0 |
2.618 |
5,770.5 |
1.618 |
5,744.5 |
1.000 |
5,728.5 |
0.618 |
5,718.5 |
HIGH |
5,702.5 |
0.618 |
5,692.5 |
0.500 |
5,689.5 |
0.382 |
5,686.5 |
LOW |
5,676.5 |
0.618 |
5,660.5 |
1.000 |
5,650.5 |
1.618 |
5,634.5 |
2.618 |
5,608.5 |
4.250 |
5,566.0 |
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