| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,535.75 |
2,544.00 |
8.25 |
0.3% |
2,517.00 |
| High |
2,558.00 |
2,546.75 |
-11.25 |
-0.4% |
2,558.00 |
| Low |
2,532.50 |
2,530.75 |
-1.75 |
-0.1% |
2,504.50 |
| Close |
2,555.50 |
2,543.00 |
-12.50 |
-0.5% |
2,543.00 |
| Range |
25.50 |
16.00 |
-9.50 |
-37.3% |
53.50 |
| ATR |
23.70 |
23.78 |
0.07 |
0.3% |
0.00 |
| Volume |
56 |
33 |
-23 |
-41.1% |
159 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,588.25 |
2,581.50 |
2,551.75 |
|
| R3 |
2,572.25 |
2,565.50 |
2,547.50 |
|
| R2 |
2,556.25 |
2,556.25 |
2,546.00 |
|
| R1 |
2,549.50 |
2,549.50 |
2,544.50 |
2,545.00 |
| PP |
2,540.25 |
2,540.25 |
2,540.25 |
2,537.75 |
| S1 |
2,533.50 |
2,533.50 |
2,541.50 |
2,529.00 |
| S2 |
2,524.25 |
2,524.25 |
2,540.00 |
|
| S3 |
2,508.25 |
2,517.50 |
2,538.50 |
|
| S4 |
2,492.25 |
2,501.50 |
2,534.25 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.75 |
2,672.75 |
2,572.50 |
|
| R3 |
2,642.25 |
2,619.25 |
2,557.75 |
|
| R2 |
2,588.75 |
2,588.75 |
2,552.75 |
|
| R1 |
2,565.75 |
2,565.75 |
2,548.00 |
2,577.25 |
| PP |
2,535.25 |
2,535.25 |
2,535.25 |
2,541.00 |
| S1 |
2,512.25 |
2,512.25 |
2,538.00 |
2,523.75 |
| S2 |
2,481.75 |
2,481.75 |
2,533.25 |
|
| S3 |
2,428.25 |
2,458.75 |
2,528.25 |
|
| S4 |
2,374.75 |
2,405.25 |
2,513.50 |
|
|
| 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 |
2,504.50 |
53.50 |
2.1% |
18.75 |
0.7% |
72% |
False |
False |
31 |
| 10 |
2,558.00 |
2,422.50 |
135.50 |
5.3% |
21.00 |
0.8% |
89% |
False |
False |
27 |
| 20 |
2,558.00 |
2,350.00 |
208.00 |
8.2% |
20.50 |
0.8% |
93% |
False |
False |
29 |
| 40 |
2,558.00 |
2,206.50 |
351.50 |
13.8% |
19.50 |
0.8% |
96% |
False |
False |
19 |
| 60 |
2,558.00 |
2,153.75 |
404.25 |
15.9% |
17.75 |
0.7% |
96% |
False |
False |
14 |
| 80 |
2,558.00 |
2,153.75 |
404.25 |
15.9% |
14.50 |
0.6% |
96% |
False |
False |
11 |
| 100 |
2,558.00 |
2,067.00 |
491.00 |
19.3% |
13.25 |
0.5% |
97% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,614.75 |
|
2.618 |
2,588.75 |
|
1.618 |
2,572.75 |
|
1.000 |
2,562.75 |
|
0.618 |
2,556.75 |
|
HIGH |
2,546.75 |
|
0.618 |
2,540.75 |
|
0.500 |
2,538.75 |
|
0.382 |
2,536.75 |
|
LOW |
2,530.75 |
|
0.618 |
2,520.75 |
|
1.000 |
2,514.75 |
|
1.618 |
2,504.75 |
|
2.618 |
2,488.75 |
|
4.250 |
2,462.75 |
|
|