| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,760.65 |
1,767.14 |
6.49 |
0.4% |
1,806.60 |
| High |
1,780.17 |
1,787.89 |
7.72 |
0.4% |
1,825.95 |
| Low |
1,750.39 |
1,766.60 |
16.21 |
0.9% |
1,734.03 |
| Close |
1,776.92 |
1,784.70 |
7.78 |
0.4% |
1,741.04 |
| Range |
29.78 |
21.29 |
-8.49 |
-28.5% |
91.92 |
| ATR |
31.93 |
31.17 |
-0.76 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.60 |
1,835.44 |
1,796.41 |
|
| R3 |
1,822.31 |
1,814.15 |
1,790.55 |
|
| R2 |
1,801.02 |
1,801.02 |
1,788.60 |
|
| R1 |
1,792.86 |
1,792.86 |
1,786.65 |
1,796.94 |
| PP |
1,779.73 |
1,779.73 |
1,779.73 |
1,781.77 |
| S1 |
1,771.57 |
1,771.57 |
1,782.75 |
1,775.65 |
| S2 |
1,758.44 |
1,758.44 |
1,780.80 |
|
| S3 |
1,737.15 |
1,750.28 |
1,778.85 |
|
| S4 |
1,715.86 |
1,728.99 |
1,772.99 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.77 |
1,983.82 |
1,791.60 |
|
| R3 |
1,950.85 |
1,891.90 |
1,766.32 |
|
| R2 |
1,858.93 |
1,858.93 |
1,757.89 |
|
| R1 |
1,799.98 |
1,799.98 |
1,749.47 |
1,783.50 |
| PP |
1,767.01 |
1,767.01 |
1,767.01 |
1,758.76 |
| S1 |
1,708.06 |
1,708.06 |
1,732.61 |
1,691.58 |
| S2 |
1,675.09 |
1,675.09 |
1,724.19 |
|
| S3 |
1,583.17 |
1,616.14 |
1,715.76 |
|
| S4 |
1,491.25 |
1,524.22 |
1,690.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,805.85 |
1,734.03 |
71.82 |
4.0% |
33.44 |
1.9% |
71% |
False |
False |
|
| 10 |
1,885.01 |
1,734.03 |
150.98 |
8.5% |
35.37 |
2.0% |
34% |
False |
False |
|
| 20 |
1,897.49 |
1,734.03 |
163.46 |
9.2% |
30.10 |
1.7% |
31% |
False |
False |
|
| 40 |
1,897.49 |
1,734.03 |
163.46 |
9.2% |
24.31 |
1.4% |
31% |
False |
False |
|
| 60 |
1,897.49 |
1,678.17 |
219.32 |
12.3% |
22.93 |
1.3% |
49% |
False |
False |
|
| 80 |
1,897.49 |
1,652.44 |
245.05 |
13.7% |
23.59 |
1.3% |
54% |
False |
False |
|
| 100 |
1,897.49 |
1,648.92 |
248.57 |
13.9% |
23.76 |
1.3% |
55% |
False |
False |
|
| 120 |
1,897.49 |
1,563.14 |
334.35 |
18.7% |
24.06 |
1.3% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,878.37 |
|
2.618 |
1,843.63 |
|
1.618 |
1,822.34 |
|
1.000 |
1,809.18 |
|
0.618 |
1,801.05 |
|
HIGH |
1,787.89 |
|
0.618 |
1,779.76 |
|
0.500 |
1,777.25 |
|
0.382 |
1,774.73 |
|
LOW |
1,766.60 |
|
0.618 |
1,753.44 |
|
1.000 |
1,745.31 |
|
1.618 |
1,732.15 |
|
2.618 |
1,710.86 |
|
4.250 |
1,676.12 |
|
|