| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,317.88 |
2,316.67 |
-1.21 |
-0.1% |
2,271.73 |
| High |
2,328.80 |
2,327.24 |
-1.56 |
-0.1% |
2,336.04 |
| Low |
2,316.22 |
2,297.79 |
-18.43 |
-0.8% |
2,260.60 |
| Close |
2,321.09 |
2,323.07 |
1.98 |
0.1% |
2,270.51 |
| Range |
12.58 |
29.45 |
16.87 |
134.1% |
75.44 |
| ATR |
27.78 |
27.90 |
0.12 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.38 |
2,393.18 |
2,339.27 |
|
| R3 |
2,374.93 |
2,363.73 |
2,331.17 |
|
| R2 |
2,345.48 |
2,345.48 |
2,328.47 |
|
| R1 |
2,334.28 |
2,334.28 |
2,325.77 |
2,339.88 |
| PP |
2,316.03 |
2,316.03 |
2,316.03 |
2,318.84 |
| S1 |
2,304.83 |
2,304.83 |
2,320.37 |
2,310.43 |
| S2 |
2,286.58 |
2,286.58 |
2,317.67 |
|
| S3 |
2,257.13 |
2,275.38 |
2,314.97 |
|
| S4 |
2,227.68 |
2,245.93 |
2,306.87 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.37 |
2,468.38 |
2,312.00 |
|
| R3 |
2,439.93 |
2,392.94 |
2,291.26 |
|
| R2 |
2,364.49 |
2,364.49 |
2,284.34 |
|
| R1 |
2,317.50 |
2,317.50 |
2,277.43 |
2,303.28 |
| PP |
2,289.05 |
2,289.05 |
2,289.05 |
2,281.94 |
| S1 |
2,242.06 |
2,242.06 |
2,263.59 |
2,227.84 |
| S2 |
2,213.61 |
2,213.61 |
2,256.68 |
|
| S3 |
2,138.17 |
2,166.62 |
2,249.76 |
|
| S4 |
2,062.73 |
2,091.18 |
2,229.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,330.07 |
2,258.05 |
72.02 |
3.1% |
34.71 |
1.5% |
90% |
False |
False |
|
| 10 |
2,336.04 |
2,258.05 |
77.99 |
3.4% |
29.73 |
1.3% |
83% |
False |
False |
|
| 20 |
2,336.04 |
2,254.22 |
81.82 |
3.5% |
26.18 |
1.1% |
84% |
False |
False |
|
| 40 |
2,336.04 |
2,182.99 |
153.05 |
6.6% |
21.90 |
0.9% |
92% |
False |
False |
|
| 60 |
2,336.04 |
2,085.27 |
250.77 |
10.8% |
23.33 |
1.0% |
95% |
False |
False |
|
| 80 |
2,336.04 |
2,007.13 |
328.91 |
14.2% |
23.18 |
1.0% |
96% |
False |
False |
|
| 100 |
2,336.04 |
1,913.71 |
422.33 |
18.2% |
23.78 |
1.0% |
97% |
False |
False |
|
| 120 |
2,336.04 |
1,747.32 |
588.72 |
25.3% |
24.31 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.40 |
|
2.618 |
2,404.34 |
|
1.618 |
2,374.89 |
|
1.000 |
2,356.69 |
|
0.618 |
2,345.44 |
|
HIGH |
2,327.24 |
|
0.618 |
2,315.99 |
|
0.500 |
2,312.52 |
|
0.382 |
2,309.04 |
|
LOW |
2,297.79 |
|
0.618 |
2,279.59 |
|
1.000 |
2,268.34 |
|
1.618 |
2,250.14 |
|
2.618 |
2,220.69 |
|
4.250 |
2,172.63 |
|
|