| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,731.25 |
2,734.25 |
3.00 |
0.1% |
2,743.75 |
| High |
2,739.75 |
2,770.00 |
30.25 |
1.1% |
2,770.00 |
| Low |
2,711.00 |
2,734.25 |
23.25 |
0.9% |
2,704.75 |
| Close |
2,735.50 |
2,765.50 |
30.00 |
1.1% |
2,765.50 |
| Range |
28.75 |
35.75 |
7.00 |
24.3% |
65.25 |
| ATR |
26.74 |
27.38 |
0.64 |
2.4% |
0.00 |
| Volume |
86 |
376 |
290 |
337.2% |
728 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.75 |
2,850.50 |
2,785.25 |
|
| R3 |
2,828.00 |
2,814.75 |
2,775.25 |
|
| R2 |
2,792.25 |
2,792.25 |
2,772.00 |
|
| R1 |
2,779.00 |
2,779.00 |
2,768.75 |
2,785.50 |
| PP |
2,756.50 |
2,756.50 |
2,756.50 |
2,760.00 |
| S1 |
2,743.25 |
2,743.25 |
2,762.25 |
2,750.00 |
| S2 |
2,720.75 |
2,720.75 |
2,759.00 |
|
| S3 |
2,685.00 |
2,707.50 |
2,755.75 |
|
| S4 |
2,649.25 |
2,671.75 |
2,745.75 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.50 |
2,919.25 |
2,801.50 |
|
| R3 |
2,877.25 |
2,854.00 |
2,783.50 |
|
| R2 |
2,812.00 |
2,812.00 |
2,777.50 |
|
| R1 |
2,788.75 |
2,788.75 |
2,771.50 |
2,800.50 |
| PP |
2,746.75 |
2,746.75 |
2,746.75 |
2,752.50 |
| S1 |
2,723.50 |
2,723.50 |
2,759.50 |
2,735.00 |
| S2 |
2,681.50 |
2,681.50 |
2,753.50 |
|
| S3 |
2,616.25 |
2,658.25 |
2,747.50 |
|
| S4 |
2,551.00 |
2,593.00 |
2,729.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,770.00 |
2,704.75 |
65.25 |
2.4% |
34.25 |
1.2% |
93% |
True |
False |
145 |
| 10 |
2,770.00 |
2,704.75 |
65.25 |
2.4% |
27.75 |
1.0% |
93% |
True |
False |
82 |
| 20 |
2,770.00 |
2,702.00 |
68.00 |
2.5% |
22.75 |
0.8% |
93% |
True |
False |
47 |
| 40 |
2,770.00 |
2,569.50 |
200.50 |
7.3% |
20.50 |
0.7% |
98% |
True |
False |
41 |
| 60 |
2,770.00 |
2,502.00 |
268.00 |
9.7% |
14.25 |
0.5% |
98% |
True |
False |
28 |
| 80 |
2,770.00 |
2,502.00 |
268.00 |
9.7% |
11.25 |
0.4% |
98% |
True |
False |
21 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
9.00 |
0.3% |
77% |
False |
False |
17 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
8.00 |
0.3% |
77% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.00 |
|
2.618 |
2,863.50 |
|
1.618 |
2,827.75 |
|
1.000 |
2,805.75 |
|
0.618 |
2,792.00 |
|
HIGH |
2,770.00 |
|
0.618 |
2,756.25 |
|
0.500 |
2,752.00 |
|
0.382 |
2,748.00 |
|
LOW |
2,734.25 |
|
0.618 |
2,712.25 |
|
1.000 |
2,698.50 |
|
1.618 |
2,676.50 |
|
2.618 |
2,640.75 |
|
4.250 |
2,582.25 |
|
|