| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5,585.5 |
5,653.5 |
68.0 |
1.2% |
5,629.0 |
| High |
5,685.0 |
5,745.0 |
60.0 |
1.1% |
5,736.0 |
| Low |
5,585.5 |
5,638.0 |
52.5 |
0.9% |
5,550.0 |
| Close |
5,667.5 |
5,726.5 |
59.0 |
1.0% |
5,617.0 |
| Range |
99.5 |
107.0 |
7.5 |
7.5% |
186.0 |
| ATR |
108.9 |
108.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
293 |
263 |
-30 |
-10.2% |
2,017 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,024.2 |
5,982.3 |
5,785.4 |
|
| R3 |
5,917.2 |
5,875.3 |
5,755.9 |
|
| R2 |
5,810.2 |
5,810.2 |
5,746.1 |
|
| R1 |
5,768.3 |
5,768.3 |
5,736.3 |
5,789.3 |
| PP |
5,703.2 |
5,703.2 |
5,703.2 |
5,713.6 |
| S1 |
5,661.3 |
5,661.3 |
5,716.7 |
5,682.3 |
| S2 |
5,596.2 |
5,596.2 |
5,706.9 |
|
| S3 |
5,489.2 |
5,554.3 |
5,697.1 |
|
| S4 |
5,382.2 |
5,447.3 |
5,667.7 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,192.3 |
6,090.7 |
5,719.3 |
|
| R3 |
6,006.3 |
5,904.7 |
5,668.2 |
|
| R2 |
5,820.3 |
5,820.3 |
5,651.1 |
|
| R1 |
5,718.7 |
5,718.7 |
5,634.1 |
5,676.5 |
| PP |
5,634.3 |
5,634.3 |
5,634.3 |
5,613.3 |
| S1 |
5,532.7 |
5,532.7 |
5,600.0 |
5,490.5 |
| S2 |
5,448.3 |
5,448.3 |
5,582.9 |
|
| S3 |
5,262.3 |
5,346.7 |
5,565.9 |
|
| S4 |
5,076.3 |
5,160.7 |
5,514.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,745.0 |
5,554.5 |
190.5 |
3.3% |
119.6 |
2.1% |
90% |
True |
False |
405 |
| 10 |
5,984.0 |
5,550.0 |
434.0 |
7.6% |
132.3 |
2.3% |
41% |
False |
False |
379 |
| 20 |
6,107.5 |
5,550.0 |
557.5 |
9.7% |
107.5 |
1.9% |
32% |
False |
False |
391 |
| 40 |
6,107.5 |
5,550.0 |
557.5 |
9.7% |
89.1 |
1.6% |
32% |
False |
False |
824 |
| 60 |
6,107.5 |
5,373.5 |
734.0 |
12.8% |
83.7 |
1.5% |
48% |
False |
False |
602 |
| 80 |
6,107.5 |
5,330.5 |
777.0 |
13.6% |
82.9 |
1.4% |
51% |
False |
False |
489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,199.8 |
|
2.618 |
6,025.1 |
|
1.618 |
5,918.1 |
|
1.000 |
5,852.0 |
|
0.618 |
5,811.1 |
|
HIGH |
5,745.0 |
|
0.618 |
5,704.1 |
|
0.500 |
5,691.5 |
|
0.382 |
5,678.9 |
|
LOW |
5,638.0 |
|
0.618 |
5,571.9 |
|
1.000 |
5,531.0 |
|
1.618 |
5,464.9 |
|
2.618 |
5,357.9 |
|
4.250 |
5,183.3 |
|
|