| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,707.50 |
2,747.50 |
40.00 |
1.5% |
2,721.25 |
| High |
2,748.00 |
2,748.00 |
0.00 |
0.0% |
2,754.00 |
| Low |
2,707.50 |
2,727.75 |
20.25 |
0.7% |
2,710.00 |
| Close |
2,742.75 |
2,730.75 |
-12.00 |
-0.4% |
2,750.00 |
| Range |
40.50 |
20.25 |
-20.25 |
-50.0% |
44.00 |
| ATR |
27.07 |
26.58 |
-0.49 |
-1.8% |
0.00 |
| Volume |
107 |
127 |
20 |
18.7% |
92 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.25 |
2,783.75 |
2,742.00 |
|
| R3 |
2,776.00 |
2,763.50 |
2,736.25 |
|
| R2 |
2,755.75 |
2,755.75 |
2,734.50 |
|
| R1 |
2,743.25 |
2,743.25 |
2,732.50 |
2,739.50 |
| PP |
2,735.50 |
2,735.50 |
2,735.50 |
2,733.50 |
| S1 |
2,723.00 |
2,723.00 |
2,729.00 |
2,719.00 |
| S2 |
2,715.25 |
2,715.25 |
2,727.00 |
|
| S3 |
2,695.00 |
2,702.75 |
2,725.25 |
|
| S4 |
2,674.75 |
2,682.50 |
2,719.50 |
|
|
| 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% |
31.00 |
1.1% |
53% |
False |
False |
60 |
| 10 |
2,754.00 |
2,704.75 |
49.25 |
1.8% |
26.50 |
1.0% |
53% |
False |
False |
39 |
| 20 |
2,760.00 |
2,702.00 |
58.00 |
2.1% |
20.50 |
0.7% |
50% |
False |
False |
25 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
19.25 |
0.7% |
85% |
False |
False |
29 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
13.25 |
0.5% |
89% |
False |
False |
20 |
| 80 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
10.50 |
0.4% |
89% |
False |
False |
15 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
8.25 |
0.3% |
67% |
False |
False |
12 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
7.50 |
0.3% |
67% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.00 |
|
2.618 |
2,801.00 |
|
1.618 |
2,780.75 |
|
1.000 |
2,768.25 |
|
0.618 |
2,760.50 |
|
HIGH |
2,748.00 |
|
0.618 |
2,740.25 |
|
0.500 |
2,738.00 |
|
0.382 |
2,735.50 |
|
LOW |
2,727.75 |
|
0.618 |
2,715.25 |
|
1.000 |
2,707.50 |
|
1.618 |
2,695.00 |
|
2.618 |
2,674.75 |
|
4.250 |
2,641.75 |
|
|