| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,517.00 |
2,524.50 |
7.50 |
0.3% |
2,428.75 |
| High |
2,520.25 |
2,527.75 |
7.50 |
0.3% |
2,522.50 |
| Low |
2,504.50 |
2,514.25 |
9.75 |
0.4% |
2,422.50 |
| Close |
2,520.25 |
2,523.75 |
3.50 |
0.1% |
2,517.25 |
| Range |
15.75 |
13.50 |
-2.25 |
-14.3% |
100.00 |
| ATR |
24.38 |
23.60 |
-0.78 |
-3.2% |
0.00 |
| Volume |
21 |
32 |
11 |
52.4% |
119 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.50 |
2,556.50 |
2,531.25 |
|
| R3 |
2,549.00 |
2,543.00 |
2,527.50 |
|
| R2 |
2,535.50 |
2,535.50 |
2,526.25 |
|
| R1 |
2,529.50 |
2,529.50 |
2,525.00 |
2,525.75 |
| PP |
2,522.00 |
2,522.00 |
2,522.00 |
2,520.00 |
| S1 |
2,516.00 |
2,516.00 |
2,522.50 |
2,512.25 |
| S2 |
2,508.50 |
2,508.50 |
2,521.25 |
|
| S3 |
2,495.00 |
2,502.50 |
2,520.00 |
|
| S4 |
2,481.50 |
2,489.00 |
2,516.25 |
|
|
| 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 |
2,527.75 |
2,471.75 |
56.00 |
2.2% |
17.75 |
0.7% |
93% |
True |
False |
27 |
| 10 |
2,527.75 |
2,422.50 |
105.25 |
4.2% |
21.50 |
0.9% |
96% |
True |
False |
23 |
| 20 |
2,527.75 |
2,350.00 |
177.75 |
7.0% |
19.50 |
0.8% |
98% |
True |
False |
25 |
| 40 |
2,527.75 |
2,206.50 |
321.25 |
12.7% |
18.50 |
0.7% |
99% |
True |
False |
17 |
| 60 |
2,527.75 |
2,153.75 |
374.00 |
14.8% |
17.00 |
0.7% |
99% |
True |
False |
12 |
| 80 |
2,527.75 |
2,153.75 |
374.00 |
14.8% |
14.25 |
0.6% |
99% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.00 |
|
2.618 |
2,563.00 |
|
1.618 |
2,549.50 |
|
1.000 |
2,541.25 |
|
0.618 |
2,536.00 |
|
HIGH |
2,527.75 |
|
0.618 |
2,522.50 |
|
0.500 |
2,521.00 |
|
0.382 |
2,519.50 |
|
LOW |
2,514.25 |
|
0.618 |
2,506.00 |
|
1.000 |
2,500.75 |
|
1.618 |
2,492.50 |
|
2.618 |
2,479.00 |
|
4.250 |
2,457.00 |
|
|