| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,747.50 |
2,731.25 |
-16.25 |
-0.6% |
2,721.25 |
| High |
2,748.00 |
2,739.75 |
-8.25 |
-0.3% |
2,754.00 |
| Low |
2,727.75 |
2,711.00 |
-16.75 |
-0.6% |
2,710.00 |
| Close |
2,730.75 |
2,735.50 |
4.75 |
0.2% |
2,750.00 |
| Range |
20.25 |
28.75 |
8.50 |
42.0% |
44.00 |
| ATR |
26.58 |
26.74 |
0.15 |
0.6% |
0.00 |
| Volume |
127 |
86 |
-41 |
-32.3% |
92 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.00 |
2,804.00 |
2,751.25 |
|
| R3 |
2,786.25 |
2,775.25 |
2,743.50 |
|
| R2 |
2,757.50 |
2,757.50 |
2,740.75 |
|
| R1 |
2,746.50 |
2,746.50 |
2,738.25 |
2,752.00 |
| PP |
2,728.75 |
2,728.75 |
2,728.75 |
2,731.50 |
| S1 |
2,717.75 |
2,717.75 |
2,732.75 |
2,723.25 |
| S2 |
2,700.00 |
2,700.00 |
2,730.25 |
|
| S3 |
2,671.25 |
2,689.00 |
2,727.50 |
|
| S4 |
2,642.50 |
2,660.25 |
2,719.75 |
|
|
| 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% |
32.75 |
1.2% |
62% |
False |
False |
73 |
| 10 |
2,754.00 |
2,704.75 |
49.25 |
1.8% |
26.50 |
1.0% |
62% |
False |
False |
47 |
| 20 |
2,760.00 |
2,702.00 |
58.00 |
2.1% |
21.50 |
0.8% |
58% |
False |
False |
28 |
| 40 |
2,760.00 |
2,569.50 |
190.50 |
7.0% |
19.50 |
0.7% |
87% |
False |
False |
32 |
| 60 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
13.75 |
0.5% |
91% |
False |
False |
21 |
| 80 |
2,760.00 |
2,502.00 |
258.00 |
9.4% |
10.75 |
0.4% |
91% |
False |
False |
16 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
8.50 |
0.3% |
69% |
False |
False |
13 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
7.75 |
0.3% |
69% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.00 |
|
2.618 |
2,815.00 |
|
1.618 |
2,786.25 |
|
1.000 |
2,768.50 |
|
0.618 |
2,757.50 |
|
HIGH |
2,739.75 |
|
0.618 |
2,728.75 |
|
0.500 |
2,725.50 |
|
0.382 |
2,722.00 |
|
LOW |
2,711.00 |
|
0.618 |
2,693.25 |
|
1.000 |
2,682.25 |
|
1.618 |
2,664.50 |
|
2.618 |
2,635.75 |
|
4.250 |
2,588.75 |
|
|