| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,302.77 |
1,307.01 |
4.24 |
0.3% |
1,276.50 |
| High |
1,308.60 |
1,311.00 |
2.40 |
0.2% |
1,311.00 |
| Low |
1,294.83 |
1,301.67 |
6.84 |
0.5% |
1,276.50 |
| Close |
1,307.10 |
1,310.87 |
3.77 |
0.3% |
1,310.87 |
| Range |
13.77 |
9.33 |
-4.44 |
-32.2% |
34.50 |
| ATR |
11.59 |
11.43 |
-0.16 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.84 |
1,332.68 |
1,316.00 |
|
| R3 |
1,326.51 |
1,323.35 |
1,313.44 |
|
| R2 |
1,317.18 |
1,317.18 |
1,312.58 |
|
| R1 |
1,314.02 |
1,314.02 |
1,311.73 |
1,315.60 |
| PP |
1,307.85 |
1,307.85 |
1,307.85 |
1,308.64 |
| S1 |
1,304.69 |
1,304.69 |
1,310.01 |
1,306.27 |
| S2 |
1,298.52 |
1,298.52 |
1,309.16 |
|
| S3 |
1,289.19 |
1,295.36 |
1,308.30 |
|
| S4 |
1,279.86 |
1,286.03 |
1,305.74 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.96 |
1,391.41 |
1,329.85 |
|
| R3 |
1,368.46 |
1,356.91 |
1,320.36 |
|
| R2 |
1,333.96 |
1,333.96 |
1,317.20 |
|
| R1 |
1,322.41 |
1,322.41 |
1,314.03 |
1,328.19 |
| PP |
1,299.46 |
1,299.46 |
1,299.46 |
1,302.34 |
| S1 |
1,287.91 |
1,287.91 |
1,307.71 |
1,293.69 |
| S2 |
1,264.96 |
1,264.96 |
1,304.55 |
|
| S3 |
1,230.46 |
1,253.41 |
1,301.38 |
|
| S4 |
1,195.96 |
1,218.91 |
1,291.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.00 |
1,276.50 |
34.50 |
2.6% |
11.70 |
0.9% |
100% |
True |
False |
|
| 10 |
1,311.00 |
1,275.10 |
35.90 |
2.7% |
12.04 |
0.9% |
100% |
True |
False |
|
| 20 |
1,311.00 |
1,261.70 |
49.30 |
3.8% |
11.24 |
0.9% |
100% |
True |
False |
|
| 40 |
1,311.00 |
1,226.85 |
84.15 |
6.4% |
9.52 |
0.7% |
100% |
True |
False |
|
| 60 |
1,311.00 |
1,173.00 |
138.00 |
10.5% |
10.71 |
0.8% |
100% |
True |
False |
|
| 80 |
1,311.00 |
1,159.71 |
151.29 |
11.5% |
11.22 |
0.9% |
100% |
True |
False |
|
| 100 |
1,311.00 |
1,114.63 |
196.37 |
15.0% |
11.60 |
0.9% |
100% |
True |
False |
|
| 120 |
1,311.00 |
1,039.70 |
271.30 |
20.7% |
12.18 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.65 |
|
2.618 |
1,335.43 |
|
1.618 |
1,326.10 |
|
1.000 |
1,320.33 |
|
0.618 |
1,316.77 |
|
HIGH |
1,311.00 |
|
0.618 |
1,307.44 |
|
0.500 |
1,306.34 |
|
0.382 |
1,305.23 |
|
LOW |
1,301.67 |
|
0.618 |
1,295.90 |
|
1.000 |
1,292.34 |
|
1.618 |
1,286.57 |
|
2.618 |
1,277.24 |
|
4.250 |
1,262.02 |
|
|