| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,733.50 |
2,724.75 |
-8.75 |
-0.3% |
2,721.25 |
| High |
2,738.00 |
2,754.00 |
16.00 |
0.6% |
2,754.00 |
| Low |
2,718.50 |
2,724.75 |
6.25 |
0.2% |
2,710.00 |
| Close |
2,718.50 |
2,750.00 |
31.50 |
1.2% |
2,750.00 |
| Range |
19.50 |
29.25 |
9.75 |
50.0% |
44.00 |
| ATR |
23.45 |
24.31 |
0.86 |
3.7% |
0.00 |
| Volume |
21 |
17 |
-4 |
-19.0% |
92 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.75 |
2,819.50 |
2,766.00 |
|
| R3 |
2,801.50 |
2,790.25 |
2,758.00 |
|
| R2 |
2,772.25 |
2,772.25 |
2,755.25 |
|
| R1 |
2,761.00 |
2,761.00 |
2,752.75 |
2,766.50 |
| PP |
2,743.00 |
2,743.00 |
2,743.00 |
2,745.75 |
| S1 |
2,731.75 |
2,731.75 |
2,747.25 |
2,737.50 |
| S2 |
2,713.75 |
2,713.75 |
2,744.75 |
|
| S3 |
2,684.50 |
2,702.50 |
2,742.00 |
|
| S4 |
2,655.25 |
2,673.25 |
2,734.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.00 |
2,854.00 |
2,774.25 |
|
| R3 |
2,826.00 |
2,810.00 |
2,762.00 |
|
| R2 |
2,782.00 |
2,782.00 |
2,758.00 |
|
| R1 |
2,766.00 |
2,766.00 |
2,754.00 |
2,774.00 |
| PP |
2,738.00 |
2,738.00 |
2,738.00 |
2,742.00 |
| S1 |
2,722.00 |
2,722.00 |
2,746.00 |
2,730.00 |
| S2 |
2,694.00 |
2,694.00 |
2,742.00 |
|
| S3 |
2,650.00 |
2,678.00 |
2,738.00 |
|
| S4 |
2,606.00 |
2,634.00 |
2,725.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,754.00 |
2,710.00 |
44.00 |
1.6% |
21.50 |
0.8% |
91% |
True |
False |
18 |
| 10 |
2,760.00 |
2,707.00 |
53.00 |
1.9% |
21.00 |
0.8% |
81% |
False |
False |
15 |
| 20 |
2,760.00 |
2,695.00 |
65.00 |
2.4% |
17.00 |
0.6% |
85% |
False |
False |
14 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
6.9% |
16.50 |
0.6% |
95% |
False |
False |
23 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
11.50 |
0.4% |
96% |
False |
False |
16 |
| 80 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
9.00 |
0.3% |
96% |
False |
False |
12 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
7.50 |
0.3% |
73% |
False |
False |
10 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
6.50 |
0.2% |
73% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.25 |
|
2.618 |
2,830.50 |
|
1.618 |
2,801.25 |
|
1.000 |
2,783.25 |
|
0.618 |
2,772.00 |
|
HIGH |
2,754.00 |
|
0.618 |
2,742.75 |
|
0.500 |
2,739.50 |
|
0.382 |
2,736.00 |
|
LOW |
2,724.75 |
|
0.618 |
2,706.75 |
|
1.000 |
2,695.50 |
|
1.618 |
2,677.50 |
|
2.618 |
2,648.25 |
|
4.250 |
2,600.50 |
|
|