| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,734.25 |
2,771.50 |
37.25 |
1.4% |
2,743.75 |
| High |
2,770.00 |
2,771.50 |
1.50 |
0.1% |
2,770.00 |
| Low |
2,734.25 |
2,758.25 |
24.00 |
0.9% |
2,704.75 |
| Close |
2,765.50 |
2,764.00 |
-1.50 |
-0.1% |
2,765.50 |
| Range |
35.75 |
13.25 |
-22.50 |
-62.9% |
65.25 |
| ATR |
27.38 |
26.37 |
-1.01 |
-3.7% |
0.00 |
| Volume |
376 |
292 |
-84 |
-22.3% |
728 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.25 |
2,797.50 |
2,771.25 |
|
| R3 |
2,791.00 |
2,784.25 |
2,767.75 |
|
| R2 |
2,777.75 |
2,777.75 |
2,766.50 |
|
| R1 |
2,771.00 |
2,771.00 |
2,765.25 |
2,767.75 |
| PP |
2,764.50 |
2,764.50 |
2,764.50 |
2,763.00 |
| S1 |
2,757.75 |
2,757.75 |
2,762.75 |
2,754.50 |
| S2 |
2,751.25 |
2,751.25 |
2,761.50 |
|
| S3 |
2,738.00 |
2,744.50 |
2,760.25 |
|
| S4 |
2,724.75 |
2,731.25 |
2,756.75 |
|
|
| 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 |
2,771.50 |
2,707.50 |
64.00 |
2.3% |
27.75 |
1.0% |
88% |
True |
False |
197 |
| 10 |
2,771.50 |
2,704.75 |
66.75 |
2.4% |
27.25 |
1.0% |
89% |
True |
False |
110 |
| 20 |
2,771.50 |
2,702.00 |
69.50 |
2.5% |
23.00 |
0.8% |
89% |
True |
False |
61 |
| 40 |
2,771.50 |
2,569.50 |
202.00 |
7.3% |
20.75 |
0.8% |
96% |
True |
False |
48 |
| 60 |
2,771.50 |
2,502.00 |
269.50 |
9.8% |
14.50 |
0.5% |
97% |
True |
False |
33 |
| 80 |
2,771.50 |
2,502.00 |
269.50 |
9.8% |
11.25 |
0.4% |
97% |
True |
False |
25 |
| 100 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
9.00 |
0.3% |
77% |
False |
False |
20 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
8.00 |
0.3% |
77% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.75 |
|
2.618 |
2,806.25 |
|
1.618 |
2,793.00 |
|
1.000 |
2,784.75 |
|
0.618 |
2,779.75 |
|
HIGH |
2,771.50 |
|
0.618 |
2,766.50 |
|
0.500 |
2,765.00 |
|
0.382 |
2,763.25 |
|
LOW |
2,758.25 |
|
0.618 |
2,750.00 |
|
1.000 |
2,745.00 |
|
1.618 |
2,736.75 |
|
2.618 |
2,723.50 |
|
4.250 |
2,702.00 |
|
|