| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,591.0 |
31.0 |
1.2% |
2,685.0 |
| High |
2,595.0 |
2,593.0 |
-2.0 |
-0.1% |
2,689.0 |
| Low |
2,560.0 |
2,543.0 |
-17.0 |
-0.7% |
2,629.0 |
| Close |
2,588.0 |
2,556.0 |
-32.0 |
-1.2% |
2,643.0 |
| Range |
35.0 |
50.0 |
15.0 |
42.9% |
60.0 |
| ATR |
32.2 |
33.5 |
1.3 |
3.9% |
0.0 |
| Volume |
120 |
1,017 |
897 |
747.5% |
554 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.0 |
2,685.0 |
2,583.5 |
|
| R3 |
2,664.0 |
2,635.0 |
2,569.8 |
|
| R2 |
2,614.0 |
2,614.0 |
2,565.2 |
|
| R1 |
2,585.0 |
2,585.0 |
2,560.6 |
2,574.5 |
| PP |
2,564.0 |
2,564.0 |
2,564.0 |
2,558.8 |
| S1 |
2,535.0 |
2,535.0 |
2,551.4 |
2,524.5 |
| S2 |
2,514.0 |
2,514.0 |
2,546.8 |
|
| S3 |
2,464.0 |
2,485.0 |
2,542.3 |
|
| S4 |
2,414.0 |
2,435.0 |
2,528.5 |
|
|
| 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 |
2,660.0 |
2,543.0 |
117.0 |
4.6% |
47.0 |
1.8% |
11% |
False |
True |
890 |
| 10 |
2,689.0 |
2,543.0 |
146.0 |
5.7% |
35.5 |
1.4% |
9% |
False |
True |
950 |
| 20 |
2,689.0 |
2,543.0 |
146.0 |
5.7% |
29.1 |
1.1% |
9% |
False |
True |
714 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.6% |
27.1 |
1.1% |
32% |
False |
False |
2,323 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
25.3 |
1.0% |
60% |
False |
False |
1,588 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
25.7 |
1.0% |
60% |
False |
False |
1,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.5 |
|
2.618 |
2,723.9 |
|
1.618 |
2,673.9 |
|
1.000 |
2,643.0 |
|
0.618 |
2,623.9 |
|
HIGH |
2,593.0 |
|
0.618 |
2,573.9 |
|
0.500 |
2,568.0 |
|
0.382 |
2,562.1 |
|
LOW |
2,543.0 |
|
0.618 |
2,512.1 |
|
1.000 |
2,493.0 |
|
1.618 |
2,462.1 |
|
2.618 |
2,412.1 |
|
4.250 |
2,330.5 |
|
|