| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,492.25 |
2,517.00 |
24.75 |
1.0% |
2,428.75 |
| High |
2,522.50 |
2,520.25 |
-2.25 |
-0.1% |
2,522.50 |
| Low |
2,492.25 |
2,504.50 |
12.25 |
0.5% |
2,422.50 |
| Close |
2,517.25 |
2,520.25 |
3.00 |
0.1% |
2,517.25 |
| Range |
30.25 |
15.75 |
-14.50 |
-47.9% |
100.00 |
| ATR |
25.05 |
24.38 |
-0.66 |
-2.7% |
0.00 |
| Volume |
19 |
21 |
2 |
10.5% |
119 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.25 |
2,557.00 |
2,529.00 |
|
| R3 |
2,546.50 |
2,541.25 |
2,524.50 |
|
| R2 |
2,530.75 |
2,530.75 |
2,523.25 |
|
| R1 |
2,525.50 |
2,525.50 |
2,521.75 |
2,528.00 |
| PP |
2,515.00 |
2,515.00 |
2,515.00 |
2,516.25 |
| S1 |
2,509.75 |
2,509.75 |
2,518.75 |
2,512.50 |
| S2 |
2,499.25 |
2,499.25 |
2,517.25 |
|
| S3 |
2,483.50 |
2,494.00 |
2,516.00 |
|
| S4 |
2,467.75 |
2,478.25 |
2,511.50 |
|
|
| 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 |
2,448.00 |
74.50 |
3.0% |
19.00 |
0.8% |
97% |
False |
False |
26 |
| 10 |
2,522.50 |
2,422.50 |
100.00 |
4.0% |
21.00 |
0.8% |
98% |
False |
False |
22 |
| 20 |
2,522.50 |
2,341.00 |
181.50 |
7.2% |
19.00 |
0.8% |
99% |
False |
False |
24 |
| 40 |
2,522.50 |
2,206.50 |
316.00 |
12.5% |
18.25 |
0.7% |
99% |
False |
False |
16 |
| 60 |
2,522.50 |
2,153.75 |
368.75 |
14.6% |
16.75 |
0.7% |
99% |
False |
False |
12 |
| 80 |
2,522.50 |
2,153.75 |
368.75 |
14.6% |
14.00 |
0.6% |
99% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.25 |
|
2.618 |
2,561.50 |
|
1.618 |
2,545.75 |
|
1.000 |
2,536.00 |
|
0.618 |
2,530.00 |
|
HIGH |
2,520.25 |
|
0.618 |
2,514.25 |
|
0.500 |
2,512.50 |
|
0.382 |
2,510.50 |
|
LOW |
2,504.50 |
|
0.618 |
2,494.75 |
|
1.000 |
2,488.75 |
|
1.618 |
2,479.00 |
|
2.618 |
2,463.25 |
|
4.250 |
2,437.50 |
|
|