| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,359.81 |
2,343.79 |
-16.02 |
-0.7% |
2,274.22 |
| High |
2,367.19 |
2,366.28 |
-0.91 |
0.0% |
2,338.65 |
| Low |
2,352.46 |
2,341.81 |
-10.65 |
-0.5% |
2,258.05 |
| Close |
2,360.95 |
2,364.35 |
3.40 |
0.1% |
2,338.20 |
| Range |
14.73 |
24.47 |
9.74 |
66.1% |
80.60 |
| ATR |
25.61 |
25.52 |
-0.08 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.89 |
2,422.09 |
2,377.81 |
|
| R3 |
2,406.42 |
2,397.62 |
2,371.08 |
|
| R2 |
2,381.95 |
2,381.95 |
2,368.84 |
|
| R1 |
2,373.15 |
2,373.15 |
2,366.59 |
2,377.55 |
| PP |
2,357.48 |
2,357.48 |
2,357.48 |
2,359.68 |
| S1 |
2,348.68 |
2,348.68 |
2,362.11 |
2,353.08 |
| S2 |
2,333.01 |
2,333.01 |
2,359.86 |
|
| S3 |
2,308.54 |
2,324.21 |
2,357.62 |
|
| S4 |
2,284.07 |
2,299.74 |
2,350.89 |
|
|
| 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 |
2,367.19 |
2,318.27 |
48.92 |
2.1% |
20.09 |
0.8% |
94% |
False |
False |
|
| 10 |
2,367.19 |
2,258.05 |
109.14 |
4.6% |
27.40 |
1.2% |
97% |
False |
False |
|
| 20 |
2,367.19 |
2,258.05 |
109.14 |
4.6% |
26.42 |
1.1% |
97% |
False |
False |
|
| 40 |
2,367.19 |
2,196.87 |
170.32 |
7.2% |
22.20 |
0.9% |
98% |
False |
False |
|
| 60 |
2,367.19 |
2,085.27 |
281.92 |
11.9% |
22.27 |
0.9% |
99% |
False |
False |
|
| 80 |
2,367.19 |
2,054.61 |
312.58 |
13.2% |
22.88 |
1.0% |
99% |
False |
False |
|
| 100 |
2,367.19 |
1,963.68 |
403.51 |
17.1% |
23.64 |
1.0% |
99% |
False |
False |
|
| 120 |
2,367.19 |
1,747.32 |
619.87 |
26.2% |
23.94 |
1.0% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.28 |
|
2.618 |
2,430.34 |
|
1.618 |
2,405.87 |
|
1.000 |
2,390.75 |
|
0.618 |
2,381.40 |
|
HIGH |
2,366.28 |
|
0.618 |
2,356.93 |
|
0.500 |
2,354.05 |
|
0.382 |
2,351.16 |
|
LOW |
2,341.81 |
|
0.618 |
2,326.69 |
|
1.000 |
2,317.34 |
|
1.618 |
2,302.22 |
|
2.618 |
2,277.75 |
|
4.250 |
2,237.81 |
|
|