| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,474.50 |
2,485.00 |
10.50 |
0.4% |
2,438.00 |
| High |
2,486.00 |
2,490.75 |
4.75 |
0.2% |
2,468.00 |
| Low |
2,471.75 |
2,475.75 |
4.00 |
0.2% |
2,415.50 |
| Close |
2,482.25 |
2,486.25 |
4.00 |
0.2% |
2,451.25 |
| Range |
14.25 |
15.00 |
0.75 |
5.3% |
52.50 |
| ATR |
24.89 |
24.18 |
-0.71 |
-2.8% |
0.00 |
| Volume |
28 |
36 |
8 |
28.6% |
115 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.25 |
2,522.75 |
2,494.50 |
|
| R3 |
2,514.25 |
2,507.75 |
2,490.50 |
|
| R2 |
2,499.25 |
2,499.25 |
2,489.00 |
|
| R1 |
2,492.75 |
2,492.75 |
2,487.50 |
2,496.00 |
| PP |
2,484.25 |
2,484.25 |
2,484.25 |
2,486.00 |
| S1 |
2,477.75 |
2,477.75 |
2,485.00 |
2,481.00 |
| S2 |
2,469.25 |
2,469.25 |
2,483.50 |
|
| S3 |
2,454.25 |
2,462.75 |
2,482.00 |
|
| S4 |
2,439.25 |
2,447.75 |
2,478.00 |
|
|
| 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 |
2,490.75 |
2,422.50 |
68.25 |
2.7% |
20.25 |
0.8% |
93% |
True |
False |
25 |
| 10 |
2,490.75 |
2,415.50 |
75.25 |
3.0% |
20.75 |
0.8% |
94% |
True |
False |
25 |
| 20 |
2,490.75 |
2,312.75 |
178.00 |
7.2% |
18.75 |
0.8% |
97% |
True |
False |
25 |
| 40 |
2,490.75 |
2,206.50 |
284.25 |
11.4% |
18.00 |
0.7% |
98% |
True |
False |
15 |
| 60 |
2,490.75 |
2,153.75 |
337.00 |
13.6% |
16.50 |
0.7% |
99% |
True |
False |
11 |
| 80 |
2,490.75 |
2,153.75 |
337.00 |
13.6% |
13.50 |
0.5% |
99% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,554.50 |
|
2.618 |
2,530.00 |
|
1.618 |
2,515.00 |
|
1.000 |
2,505.75 |
|
0.618 |
2,500.00 |
|
HIGH |
2,490.75 |
|
0.618 |
2,485.00 |
|
0.500 |
2,483.25 |
|
0.382 |
2,481.50 |
|
LOW |
2,475.75 |
|
0.618 |
2,466.50 |
|
1.000 |
2,460.75 |
|
1.618 |
2,451.50 |
|
2.618 |
2,436.50 |
|
4.250 |
2,412.00 |
|
|