| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,340.44 |
2,348.53 |
8.09 |
0.3% |
2,274.22 |
| High |
2,360.82 |
2,363.76 |
2.94 |
0.1% |
2,338.65 |
| Low |
2,338.87 |
2,344.86 |
5.99 |
0.3% |
2,258.05 |
| Close |
2,349.20 |
2,363.61 |
14.41 |
0.6% |
2,338.20 |
| Range |
21.95 |
18.90 |
-3.05 |
-13.9% |
80.60 |
| ATR |
27.02 |
26.44 |
-0.58 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.11 |
2,407.76 |
2,374.01 |
|
| R3 |
2,395.21 |
2,388.86 |
2,368.81 |
|
| R2 |
2,376.31 |
2,376.31 |
2,367.08 |
|
| R1 |
2,369.96 |
2,369.96 |
2,365.34 |
2,373.14 |
| PP |
2,357.41 |
2,357.41 |
2,357.41 |
2,359.00 |
| S1 |
2,351.06 |
2,351.06 |
2,361.88 |
2,354.24 |
| S2 |
2,338.51 |
2,338.51 |
2,360.15 |
|
| S3 |
2,319.61 |
2,332.16 |
2,358.41 |
|
| S4 |
2,300.71 |
2,313.26 |
2,353.22 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.43 |
2,526.42 |
2,382.53 |
|
| R3 |
2,472.83 |
2,445.82 |
2,360.37 |
|
| R2 |
2,392.23 |
2,392.23 |
2,352.98 |
|
| R1 |
2,365.22 |
2,365.22 |
2,345.59 |
2,378.73 |
| PP |
2,311.63 |
2,311.63 |
2,311.63 |
2,318.39 |
| S1 |
2,284.62 |
2,284.62 |
2,330.81 |
2,298.13 |
| S2 |
2,231.03 |
2,231.03 |
2,323.42 |
|
| S3 |
2,150.43 |
2,204.02 |
2,316.04 |
|
| S4 |
2,069.83 |
2,123.42 |
2,293.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,363.76 |
2,297.79 |
65.97 |
2.8% |
20.65 |
0.9% |
100% |
True |
False |
|
| 10 |
2,363.76 |
2,258.05 |
105.71 |
4.5% |
27.27 |
1.2% |
100% |
True |
False |
|
| 20 |
2,363.76 |
2,258.05 |
105.71 |
4.5% |
26.08 |
1.1% |
100% |
True |
False |
|
| 40 |
2,363.76 |
2,196.87 |
166.89 |
7.1% |
22.05 |
0.9% |
100% |
True |
False |
|
| 60 |
2,363.76 |
2,085.27 |
278.49 |
11.8% |
22.82 |
1.0% |
100% |
True |
False |
|
| 80 |
2,363.76 |
2,054.61 |
309.15 |
13.1% |
23.00 |
1.0% |
100% |
True |
False |
|
| 100 |
2,363.76 |
1,945.52 |
418.24 |
17.7% |
23.73 |
1.0% |
100% |
True |
False |
|
| 120 |
2,363.76 |
1,747.32 |
616.44 |
26.1% |
24.07 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.09 |
|
2.618 |
2,413.24 |
|
1.618 |
2,394.34 |
|
1.000 |
2,382.66 |
|
0.618 |
2,375.44 |
|
HIGH |
2,363.76 |
|
0.618 |
2,356.54 |
|
0.500 |
2,354.31 |
|
0.382 |
2,352.08 |
|
LOW |
2,344.86 |
|
0.618 |
2,333.18 |
|
1.000 |
2,325.96 |
|
1.618 |
2,314.28 |
|
2.618 |
2,295.38 |
|
4.250 |
2,264.54 |
|
|