| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,485.00 |
2,492.25 |
7.25 |
0.3% |
2,428.75 |
| High |
2,490.75 |
2,522.50 |
31.75 |
1.3% |
2,522.50 |
| Low |
2,475.75 |
2,492.25 |
16.50 |
0.7% |
2,422.50 |
| Close |
2,486.25 |
2,517.25 |
31.00 |
1.2% |
2,517.25 |
| Range |
15.00 |
30.25 |
15.25 |
101.7% |
100.00 |
| ATR |
24.18 |
25.05 |
0.86 |
3.6% |
0.00 |
| Volume |
36 |
19 |
-17 |
-47.2% |
119 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,601.50 |
2,589.50 |
2,534.00 |
|
| R3 |
2,571.25 |
2,559.25 |
2,525.50 |
|
| R2 |
2,541.00 |
2,541.00 |
2,522.75 |
|
| R1 |
2,529.00 |
2,529.00 |
2,520.00 |
2,535.00 |
| PP |
2,510.75 |
2,510.75 |
2,510.75 |
2,513.50 |
| S1 |
2,498.75 |
2,498.75 |
2,514.50 |
2,504.75 |
| S2 |
2,480.50 |
2,480.50 |
2,511.75 |
|
| S3 |
2,450.25 |
2,468.50 |
2,509.00 |
|
| S4 |
2,420.00 |
2,438.25 |
2,500.50 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.50 |
2,752.25 |
2,572.25 |
|
| R3 |
2,687.50 |
2,652.25 |
2,544.75 |
|
| R2 |
2,587.50 |
2,587.50 |
2,535.50 |
|
| R1 |
2,552.25 |
2,552.25 |
2,526.50 |
2,570.00 |
| PP |
2,487.50 |
2,487.50 |
2,487.50 |
2,496.25 |
| S1 |
2,452.25 |
2,452.25 |
2,508.00 |
2,470.00 |
| S2 |
2,387.50 |
2,387.50 |
2,499.00 |
|
| S3 |
2,287.50 |
2,352.25 |
2,489.75 |
|
| S4 |
2,187.50 |
2,252.25 |
2,462.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.50 |
2,422.50 |
100.00 |
4.0% |
23.50 |
0.9% |
95% |
True |
False |
23 |
| 10 |
2,522.50 |
2,415.50 |
107.00 |
4.3% |
22.25 |
0.9% |
95% |
True |
False |
23 |
| 20 |
2,522.50 |
2,330.25 |
192.25 |
7.6% |
19.25 |
0.8% |
97% |
True |
False |
26 |
| 40 |
2,522.50 |
2,206.50 |
316.00 |
12.6% |
18.50 |
0.7% |
98% |
True |
False |
16 |
| 60 |
2,522.50 |
2,153.75 |
368.75 |
14.6% |
16.50 |
0.7% |
99% |
True |
False |
12 |
| 80 |
2,522.50 |
2,153.75 |
368.75 |
14.6% |
13.75 |
0.5% |
99% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.00 |
|
2.618 |
2,601.75 |
|
1.618 |
2,571.50 |
|
1.000 |
2,552.75 |
|
0.618 |
2,541.25 |
|
HIGH |
2,522.50 |
|
0.618 |
2,511.00 |
|
0.500 |
2,507.50 |
|
0.382 |
2,503.75 |
|
LOW |
2,492.25 |
|
0.618 |
2,473.50 |
|
1.000 |
2,462.00 |
|
1.618 |
2,443.25 |
|
2.618 |
2,413.00 |
|
4.250 |
2,363.75 |
|
|