| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.75 |
2,743.75 |
19.00 |
0.7% |
2,721.25 |
| High |
2,754.00 |
2,750.25 |
-3.75 |
-0.1% |
2,754.00 |
| Low |
2,724.75 |
2,704.75 |
-20.00 |
-0.7% |
2,710.00 |
| Close |
2,750.00 |
2,704.75 |
-45.25 |
-1.6% |
2,750.00 |
| Range |
29.25 |
45.50 |
16.25 |
55.6% |
44.00 |
| ATR |
24.31 |
25.82 |
1.51 |
6.2% |
0.00 |
| Volume |
17 |
32 |
15 |
88.2% |
92 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.50 |
2,826.00 |
2,729.75 |
|
| R3 |
2,811.00 |
2,780.50 |
2,717.25 |
|
| R2 |
2,765.50 |
2,765.50 |
2,713.00 |
|
| R1 |
2,735.00 |
2,735.00 |
2,709.00 |
2,727.50 |
| PP |
2,720.00 |
2,720.00 |
2,720.00 |
2,716.00 |
| S1 |
2,689.50 |
2,689.50 |
2,700.50 |
2,682.00 |
| S2 |
2,674.50 |
2,674.50 |
2,696.50 |
|
| S3 |
2,629.00 |
2,644.00 |
2,692.25 |
|
| S4 |
2,583.50 |
2,598.50 |
2,679.75 |
|
|
| 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 |
2,704.75 |
49.25 |
1.8% |
26.75 |
1.0% |
0% |
False |
True |
23 |
| 10 |
2,760.00 |
2,704.75 |
55.25 |
2.0% |
24.50 |
0.9% |
0% |
False |
True |
18 |
| 20 |
2,760.00 |
2,695.00 |
65.00 |
2.4% |
18.00 |
0.7% |
15% |
False |
False |
14 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
17.75 |
0.7% |
71% |
False |
False |
24 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.5% |
12.25 |
0.4% |
79% |
False |
False |
16 |
| 80 |
2,760.00 |
2,502.00 |
258.00 |
9.5% |
9.75 |
0.4% |
79% |
False |
False |
12 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
8.00 |
0.3% |
60% |
False |
False |
10 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
7.00 |
0.3% |
60% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,943.50 |
|
2.618 |
2,869.25 |
|
1.618 |
2,823.75 |
|
1.000 |
2,795.75 |
|
0.618 |
2,778.25 |
|
HIGH |
2,750.25 |
|
0.618 |
2,732.75 |
|
0.500 |
2,727.50 |
|
0.382 |
2,722.25 |
|
LOW |
2,704.75 |
|
0.618 |
2,676.75 |
|
1.000 |
2,659.25 |
|
1.618 |
2,631.25 |
|
2.618 |
2,585.75 |
|
4.250 |
2,511.50 |
|
|