| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,736.13 |
2,751.19 |
15.06 |
0.6% |
2,737.62 |
| High |
2,751.11 |
2,768.63 |
17.52 |
0.6% |
2,768.63 |
| Low |
2,730.07 |
2,740.65 |
10.58 |
0.4% |
2,722.52 |
| Close |
2,731.53 |
2,763.96 |
32.43 |
1.2% |
2,763.96 |
| Range |
21.04 |
27.98 |
6.94 |
33.0% |
46.11 |
| ATR |
27.01 |
27.73 |
0.72 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.69 |
2,830.80 |
2,779.35 |
|
| R3 |
2,813.71 |
2,802.82 |
2,771.65 |
|
| R2 |
2,785.73 |
2,785.73 |
2,769.09 |
|
| R1 |
2,774.84 |
2,774.84 |
2,766.52 |
2,780.29 |
| PP |
2,757.75 |
2,757.75 |
2,757.75 |
2,760.47 |
| S1 |
2,746.86 |
2,746.86 |
2,761.40 |
2,752.31 |
| S2 |
2,729.77 |
2,729.77 |
2,758.83 |
|
| S3 |
2,701.79 |
2,718.88 |
2,756.27 |
|
| S4 |
2,673.81 |
2,690.90 |
2,748.57 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.03 |
2,873.11 |
2,789.32 |
|
| R3 |
2,843.92 |
2,827.00 |
2,776.64 |
|
| R2 |
2,797.81 |
2,797.81 |
2,772.41 |
|
| R1 |
2,780.89 |
2,780.89 |
2,768.19 |
2,789.35 |
| PP |
2,751.70 |
2,751.70 |
2,751.70 |
2,755.94 |
| S1 |
2,734.78 |
2,734.78 |
2,759.73 |
2,743.24 |
| S2 |
2,705.59 |
2,705.59 |
2,755.51 |
|
| S3 |
2,659.48 |
2,688.67 |
2,751.28 |
|
| S4 |
2,613.37 |
2,642.56 |
2,738.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,768.63 |
2,722.52 |
46.11 |
1.7% |
23.66 |
0.9% |
90% |
True |
False |
|
| 10 |
2,769.31 |
2,719.83 |
49.48 |
1.8% |
21.41 |
0.8% |
89% |
False |
False |
|
| 20 |
2,769.31 |
2,703.75 |
65.56 |
2.4% |
20.27 |
0.7% |
92% |
False |
False |
|
| 40 |
2,769.31 |
2,598.57 |
170.74 |
6.2% |
26.59 |
1.0% |
97% |
False |
False |
|
| 60 |
2,769.31 |
2,494.38 |
274.93 |
9.9% |
28.44 |
1.0% |
98% |
False |
False |
|
| 80 |
2,845.97 |
2,494.38 |
351.59 |
12.7% |
29.64 |
1.1% |
77% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.16 |
1.1% |
70% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
28.45 |
1.0% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.55 |
|
2.618 |
2,841.88 |
|
1.618 |
2,813.90 |
|
1.000 |
2,796.61 |
|
0.618 |
2,785.92 |
|
HIGH |
2,768.63 |
|
0.618 |
2,757.94 |
|
0.500 |
2,754.64 |
|
0.382 |
2,751.34 |
|
LOW |
2,740.65 |
|
0.618 |
2,723.36 |
|
1.000 |
2,712.67 |
|
1.618 |
2,695.38 |
|
2.618 |
2,667.40 |
|
4.250 |
2,621.74 |
|
|