| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,656.0 |
2,629.0 |
-27.0 |
-1.0% |
2,685.0 |
| High |
2,660.0 |
2,652.0 |
-8.0 |
-0.3% |
2,689.0 |
| Low |
2,630.0 |
2,629.0 |
-1.0 |
0.0% |
2,629.0 |
| Close |
2,646.0 |
2,643.0 |
-3.0 |
-0.1% |
2,643.0 |
| Range |
30.0 |
23.0 |
-7.0 |
-23.3% |
60.0 |
| ATR |
27.3 |
27.0 |
-0.3 |
-1.1% |
0.0 |
| Volume |
58 |
96 |
38 |
65.5% |
554 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,710.3 |
2,699.7 |
2,655.7 |
|
| R3 |
2,687.3 |
2,676.7 |
2,649.3 |
|
| R2 |
2,664.3 |
2,664.3 |
2,647.2 |
|
| R1 |
2,653.7 |
2,653.7 |
2,645.1 |
2,659.0 |
| PP |
2,641.3 |
2,641.3 |
2,641.3 |
2,644.0 |
| S1 |
2,630.7 |
2,630.7 |
2,640.9 |
2,636.0 |
| S2 |
2,618.3 |
2,618.3 |
2,638.8 |
|
| S3 |
2,595.3 |
2,607.7 |
2,636.7 |
|
| S4 |
2,572.3 |
2,584.7 |
2,630.4 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.7 |
2,798.3 |
2,676.0 |
|
| R3 |
2,773.7 |
2,738.3 |
2,659.5 |
|
| R2 |
2,713.7 |
2,713.7 |
2,654.0 |
|
| R1 |
2,678.3 |
2,678.3 |
2,648.5 |
2,666.0 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,647.5 |
| S1 |
2,618.3 |
2,618.3 |
2,637.5 |
2,606.0 |
| S2 |
2,593.7 |
2,593.7 |
2,632.0 |
|
| S3 |
2,533.7 |
2,558.3 |
2,626.5 |
|
| S4 |
2,473.7 |
2,498.3 |
2,610.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,689.0 |
2,629.0 |
60.0 |
2.3% |
21.6 |
0.8% |
23% |
False |
True |
110 |
| 10 |
2,689.0 |
2,627.0 |
62.0 |
2.3% |
23.5 |
0.9% |
26% |
False |
False |
697 |
| 20 |
2,689.0 |
2,613.0 |
76.0 |
2.9% |
23.1 |
0.9% |
39% |
False |
False |
609 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.4% |
24.7 |
0.9% |
76% |
False |
False |
2,266 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
24.1 |
0.9% |
86% |
False |
False |
1,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,749.8 |
|
2.618 |
2,712.2 |
|
1.618 |
2,689.2 |
|
1.000 |
2,675.0 |
|
0.618 |
2,666.2 |
|
HIGH |
2,652.0 |
|
0.618 |
2,643.2 |
|
0.500 |
2,640.5 |
|
0.382 |
2,637.8 |
|
LOW |
2,629.0 |
|
0.618 |
2,614.8 |
|
1.000 |
2,606.0 |
|
1.618 |
2,591.8 |
|
2.618 |
2,568.8 |
|
4.250 |
2,531.3 |
|
|