| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,743.75 |
2,707.50 |
-36.25 |
-1.3% |
2,721.25 |
| High |
2,750.25 |
2,748.00 |
-2.25 |
-0.1% |
2,754.00 |
| Low |
2,704.75 |
2,707.50 |
2.75 |
0.1% |
2,710.00 |
| Close |
2,704.75 |
2,742.75 |
38.00 |
1.4% |
2,750.00 |
| Range |
45.50 |
40.50 |
-5.00 |
-11.0% |
44.00 |
| ATR |
25.82 |
27.07 |
1.24 |
4.8% |
0.00 |
| Volume |
32 |
107 |
75 |
234.4% |
92 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.25 |
2,839.00 |
2,765.00 |
|
| R3 |
2,813.75 |
2,798.50 |
2,754.00 |
|
| R2 |
2,773.25 |
2,773.25 |
2,750.25 |
|
| R1 |
2,758.00 |
2,758.00 |
2,746.50 |
2,765.50 |
| PP |
2,732.75 |
2,732.75 |
2,732.75 |
2,736.50 |
| S1 |
2,717.50 |
2,717.50 |
2,739.00 |
2,725.00 |
| S2 |
2,692.25 |
2,692.25 |
2,735.25 |
|
| S3 |
2,651.75 |
2,677.00 |
2,731.50 |
|
| S4 |
2,611.25 |
2,636.50 |
2,720.50 |
|
|
| 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% |
29.50 |
1.1% |
77% |
False |
False |
41 |
| 10 |
2,760.00 |
2,704.75 |
55.25 |
2.0% |
25.25 |
0.9% |
69% |
False |
False |
28 |
| 20 |
2,760.00 |
2,695.00 |
65.00 |
2.4% |
20.25 |
0.7% |
73% |
False |
False |
19 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
6.9% |
18.75 |
0.7% |
91% |
False |
False |
26 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
12.75 |
0.5% |
93% |
False |
False |
18 |
| 80 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
10.25 |
0.4% |
93% |
False |
False |
14 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
8.50 |
0.3% |
71% |
False |
False |
11 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
7.25 |
0.3% |
71% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.00 |
|
2.618 |
2,854.00 |
|
1.618 |
2,813.50 |
|
1.000 |
2,788.50 |
|
0.618 |
2,773.00 |
|
HIGH |
2,748.00 |
|
0.618 |
2,732.50 |
|
0.500 |
2,727.75 |
|
0.382 |
2,723.00 |
|
LOW |
2,707.50 |
|
0.618 |
2,682.50 |
|
1.000 |
2,667.00 |
|
1.618 |
2,642.00 |
|
2.618 |
2,601.50 |
|
4.250 |
2,535.50 |
|
|