| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,464.50 |
2,474.50 |
10.00 |
0.4% |
2,438.00 |
| High |
2,467.75 |
2,486.00 |
18.25 |
0.7% |
2,468.00 |
| Low |
2,448.00 |
2,471.75 |
23.75 |
1.0% |
2,415.50 |
| Close |
2,459.00 |
2,482.25 |
23.25 |
0.9% |
2,451.25 |
| Range |
19.75 |
14.25 |
-5.50 |
-27.8% |
52.50 |
| ATR |
24.73 |
24.89 |
0.16 |
0.7% |
0.00 |
| Volume |
29 |
28 |
-1 |
-3.4% |
115 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.75 |
2,516.75 |
2,490.00 |
|
| R3 |
2,508.50 |
2,502.50 |
2,486.25 |
|
| R2 |
2,494.25 |
2,494.25 |
2,484.75 |
|
| R1 |
2,488.25 |
2,488.25 |
2,483.50 |
2,491.25 |
| PP |
2,480.00 |
2,480.00 |
2,480.00 |
2,481.50 |
| S1 |
2,474.00 |
2,474.00 |
2,481.00 |
2,477.00 |
| S2 |
2,465.75 |
2,465.75 |
2,479.75 |
|
| S3 |
2,451.50 |
2,459.75 |
2,478.25 |
|
| S4 |
2,437.25 |
2,445.50 |
2,474.50 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.50 |
2,579.25 |
2,480.00 |
|
| R3 |
2,550.00 |
2,526.75 |
2,465.75 |
|
| R2 |
2,497.50 |
2,497.50 |
2,461.00 |
|
| R1 |
2,474.25 |
2,474.25 |
2,456.00 |
2,486.00 |
| PP |
2,445.00 |
2,445.00 |
2,445.00 |
2,450.75 |
| S1 |
2,421.75 |
2,421.75 |
2,446.50 |
2,433.50 |
| S2 |
2,392.50 |
2,392.50 |
2,441.50 |
|
| S3 |
2,340.00 |
2,369.25 |
2,436.75 |
|
| S4 |
2,287.50 |
2,316.75 |
2,422.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,486.00 |
2,422.50 |
63.50 |
2.6% |
23.25 |
0.9% |
94% |
True |
False |
24 |
| 10 |
2,486.00 |
2,415.00 |
71.00 |
2.9% |
21.75 |
0.9% |
95% |
True |
False |
23 |
| 20 |
2,486.00 |
2,309.00 |
177.00 |
7.1% |
19.00 |
0.8% |
98% |
True |
False |
23 |
| 40 |
2,486.00 |
2,206.50 |
279.50 |
11.3% |
17.75 |
0.7% |
99% |
True |
False |
14 |
| 60 |
2,486.00 |
2,153.75 |
332.25 |
13.4% |
16.00 |
0.6% |
99% |
True |
False |
11 |
| 80 |
2,486.00 |
2,153.75 |
332.25 |
13.4% |
13.25 |
0.5% |
99% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.50 |
|
2.618 |
2,523.25 |
|
1.618 |
2,509.00 |
|
1.000 |
2,500.25 |
|
0.618 |
2,494.75 |
|
HIGH |
2,486.00 |
|
0.618 |
2,480.50 |
|
0.500 |
2,479.00 |
|
0.382 |
2,477.25 |
|
LOW |
2,471.75 |
|
0.618 |
2,463.00 |
|
1.000 |
2,457.50 |
|
1.618 |
2,448.75 |
|
2.618 |
2,434.50 |
|
4.250 |
2,411.25 |
|
|