| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,530.25 |
2,535.75 |
5.50 |
0.2% |
2,428.75 |
| High |
2,539.25 |
2,558.00 |
18.75 |
0.7% |
2,522.50 |
| Low |
2,516.25 |
2,532.50 |
16.25 |
0.6% |
2,422.50 |
| Close |
2,539.25 |
2,555.50 |
16.25 |
0.6% |
2,517.25 |
| Range |
23.00 |
25.50 |
2.50 |
10.9% |
100.00 |
| ATR |
23.56 |
23.70 |
0.14 |
0.6% |
0.00 |
| Volume |
17 |
56 |
39 |
229.4% |
119 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.25 |
2,615.75 |
2,569.50 |
|
| R3 |
2,599.75 |
2,590.25 |
2,562.50 |
|
| R2 |
2,574.25 |
2,574.25 |
2,560.25 |
|
| R1 |
2,564.75 |
2,564.75 |
2,557.75 |
2,569.50 |
| PP |
2,548.75 |
2,548.75 |
2,548.75 |
2,551.00 |
| S1 |
2,539.25 |
2,539.25 |
2,553.25 |
2,544.00 |
| S2 |
2,523.25 |
2,523.25 |
2,550.75 |
|
| S3 |
2,497.75 |
2,513.75 |
2,548.50 |
|
| S4 |
2,472.25 |
2,488.25 |
2,541.50 |
|
|
| 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 |
2,558.00 |
2,492.25 |
65.75 |
2.6% |
21.50 |
0.8% |
96% |
True |
False |
29 |
| 10 |
2,558.00 |
2,422.50 |
135.50 |
5.3% |
21.00 |
0.8% |
98% |
True |
False |
27 |
| 20 |
2,558.00 |
2,350.00 |
208.00 |
8.1% |
20.50 |
0.8% |
99% |
True |
False |
27 |
| 40 |
2,558.00 |
2,206.50 |
351.50 |
13.8% |
19.75 |
0.8% |
99% |
True |
False |
19 |
| 60 |
2,558.00 |
2,153.75 |
404.25 |
15.8% |
17.75 |
0.7% |
99% |
True |
False |
14 |
| 80 |
2,558.00 |
2,153.75 |
404.25 |
15.8% |
14.75 |
0.6% |
99% |
True |
False |
11 |
| 100 |
2,558.00 |
2,067.00 |
491.00 |
19.2% |
13.25 |
0.5% |
99% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.50 |
|
2.618 |
2,624.75 |
|
1.618 |
2,599.25 |
|
1.000 |
2,583.50 |
|
0.618 |
2,573.75 |
|
HIGH |
2,558.00 |
|
0.618 |
2,548.25 |
|
0.500 |
2,545.25 |
|
0.382 |
2,542.25 |
|
LOW |
2,532.50 |
|
0.618 |
2,516.75 |
|
1.000 |
2,507.00 |
|
1.618 |
2,491.25 |
|
2.618 |
2,465.75 |
|
4.250 |
2,424.00 |
|
|