| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5,653.5 |
5,743.0 |
89.5 |
1.6% |
5,629.0 |
| High |
5,745.0 |
5,743.0 |
-2.0 |
0.0% |
5,736.0 |
| Low |
5,638.0 |
5,672.5 |
34.5 |
0.6% |
5,550.0 |
| Close |
5,726.5 |
5,680.5 |
-46.0 |
-0.8% |
5,617.0 |
| Range |
107.0 |
70.5 |
-36.5 |
-34.1% |
186.0 |
| ATR |
108.8 |
106.0 |
-2.7 |
-2.5% |
0.0 |
| Volume |
263 |
169 |
-94 |
-35.7% |
2,017 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,910.2 |
5,865.8 |
5,719.3 |
|
| R3 |
5,839.7 |
5,795.3 |
5,699.9 |
|
| R2 |
5,769.2 |
5,769.2 |
5,693.4 |
|
| R1 |
5,724.8 |
5,724.8 |
5,687.0 |
5,711.8 |
| PP |
5,698.7 |
5,698.7 |
5,698.7 |
5,692.1 |
| S1 |
5,654.3 |
5,654.3 |
5,674.0 |
5,641.3 |
| S2 |
5,628.2 |
5,628.2 |
5,667.6 |
|
| S3 |
5,557.7 |
5,583.8 |
5,661.1 |
|
| S4 |
5,487.2 |
5,513.3 |
5,641.7 |
|
|
| 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 |
3.4% |
114.4 |
2.0% |
66% |
False |
False |
409 |
| 10 |
5,921.0 |
5,550.0 |
371.0 |
6.5% |
126.5 |
2.2% |
35% |
False |
False |
353 |
| 20 |
6,107.5 |
5,550.0 |
557.5 |
9.8% |
109.0 |
1.9% |
23% |
False |
False |
395 |
| 40 |
6,107.5 |
5,550.0 |
557.5 |
9.8% |
87.8 |
1.5% |
23% |
False |
False |
813 |
| 60 |
6,107.5 |
5,423.0 |
684.5 |
12.0% |
82.5 |
1.5% |
38% |
False |
False |
600 |
| 80 |
6,107.5 |
5,330.5 |
777.0 |
13.7% |
83.4 |
1.5% |
45% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,042.6 |
|
2.618 |
5,927.6 |
|
1.618 |
5,857.1 |
|
1.000 |
5,813.5 |
|
0.618 |
5,786.6 |
|
HIGH |
5,743.0 |
|
0.618 |
5,716.1 |
|
0.500 |
5,707.8 |
|
0.382 |
5,699.4 |
|
LOW |
5,672.5 |
|
0.618 |
5,628.9 |
|
1.000 |
5,602.0 |
|
1.618 |
5,558.4 |
|
2.618 |
5,487.9 |
|
4.250 |
5,372.9 |
|
|