| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,629.0 |
2,647.0 |
18.0 |
0.7% |
2,685.0 |
| High |
2,652.0 |
2,647.0 |
-5.0 |
-0.2% |
2,689.0 |
| Low |
2,629.0 |
2,550.0 |
-79.0 |
-3.0% |
2,629.0 |
| Close |
2,643.0 |
2,564.0 |
-79.0 |
-3.0% |
2,643.0 |
| Range |
23.0 |
97.0 |
74.0 |
321.7% |
60.0 |
| ATR |
27.0 |
32.0 |
5.0 |
18.5% |
0.0 |
| Volume |
96 |
3,160 |
3,064 |
3,191.7% |
554 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.0 |
2,818.0 |
2,617.4 |
|
| R3 |
2,781.0 |
2,721.0 |
2,590.7 |
|
| R2 |
2,684.0 |
2,684.0 |
2,581.8 |
|
| R1 |
2,624.0 |
2,624.0 |
2,572.9 |
2,605.5 |
| PP |
2,587.0 |
2,587.0 |
2,587.0 |
2,577.8 |
| S1 |
2,527.0 |
2,527.0 |
2,555.1 |
2,508.5 |
| S2 |
2,490.0 |
2,490.0 |
2,546.2 |
|
| S3 |
2,393.0 |
2,430.0 |
2,537.3 |
|
| S4 |
2,296.0 |
2,333.0 |
2,510.7 |
|
|
| 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 |
2,550.0 |
139.0 |
5.4% |
39.0 |
1.5% |
10% |
False |
True |
674 |
| 10 |
2,689.0 |
2,550.0 |
139.0 |
5.4% |
31.8 |
1.2% |
10% |
False |
True |
961 |
| 20 |
2,689.0 |
2,550.0 |
139.0 |
5.4% |
26.9 |
1.0% |
10% |
False |
True |
706 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.6% |
26.3 |
1.0% |
36% |
False |
False |
2,340 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
25.5 |
1.0% |
63% |
False |
False |
1,570 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
24.7 |
1.0% |
63% |
False |
False |
1,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.3 |
|
2.618 |
2,900.9 |
|
1.618 |
2,803.9 |
|
1.000 |
2,744.0 |
|
0.618 |
2,706.9 |
|
HIGH |
2,647.0 |
|
0.618 |
2,609.9 |
|
0.500 |
2,598.5 |
|
0.382 |
2,587.1 |
|
LOW |
2,550.0 |
|
0.618 |
2,490.1 |
|
1.000 |
2,453.0 |
|
1.618 |
2,393.1 |
|
2.618 |
2,296.1 |
|
4.250 |
2,137.8 |
|
|