| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,647.0 |
2,560.0 |
-87.0 |
-3.3% |
2,685.0 |
| High |
2,647.0 |
2,595.0 |
-52.0 |
-2.0% |
2,689.0 |
| Low |
2,550.0 |
2,560.0 |
10.0 |
0.4% |
2,629.0 |
| Close |
2,564.0 |
2,588.0 |
24.0 |
0.9% |
2,643.0 |
| Range |
97.0 |
35.0 |
-62.0 |
-63.9% |
60.0 |
| ATR |
32.0 |
32.2 |
0.2 |
0.7% |
0.0 |
| Volume |
3,160 |
120 |
-3,040 |
-96.2% |
554 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.0 |
2,672.0 |
2,607.3 |
|
| R3 |
2,651.0 |
2,637.0 |
2,597.6 |
|
| R2 |
2,616.0 |
2,616.0 |
2,594.4 |
|
| R1 |
2,602.0 |
2,602.0 |
2,591.2 |
2,609.0 |
| PP |
2,581.0 |
2,581.0 |
2,581.0 |
2,584.5 |
| S1 |
2,567.0 |
2,567.0 |
2,584.8 |
2,574.0 |
| S2 |
2,546.0 |
2,546.0 |
2,581.6 |
|
| S3 |
2,511.0 |
2,532.0 |
2,578.4 |
|
| S4 |
2,476.0 |
2,497.0 |
2,568.8 |
|
|
| 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% |
42.6 |
1.6% |
27% |
False |
False |
696 |
| 10 |
2,689.0 |
2,550.0 |
139.0 |
5.4% |
32.6 |
1.3% |
27% |
False |
False |
863 |
| 20 |
2,689.0 |
2,550.0 |
139.0 |
5.4% |
27.4 |
1.1% |
27% |
False |
False |
682 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.5% |
26.6 |
1.0% |
48% |
False |
False |
2,335 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
25.7 |
1.0% |
70% |
False |
False |
1,571 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
25.1 |
1.0% |
70% |
False |
False |
1,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.8 |
|
2.618 |
2,686.6 |
|
1.618 |
2,651.6 |
|
1.000 |
2,630.0 |
|
0.618 |
2,616.6 |
|
HIGH |
2,595.0 |
|
0.618 |
2,581.6 |
|
0.500 |
2,577.5 |
|
0.382 |
2,573.4 |
|
LOW |
2,560.0 |
|
0.618 |
2,538.4 |
|
1.000 |
2,525.0 |
|
1.618 |
2,503.4 |
|
2.618 |
2,468.4 |
|
4.250 |
2,411.3 |
|
|