| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5,691.0 |
5,540.5 |
-150.5 |
-2.6% |
5,585.5 |
| High |
5,691.0 |
5,540.5 |
-150.5 |
-2.6% |
5,745.0 |
| Low |
5,521.5 |
5,400.0 |
-121.5 |
-2.2% |
5,400.0 |
| Close |
5,542.0 |
5,466.0 |
-76.0 |
-1.4% |
5,466.0 |
| Range |
169.5 |
140.5 |
-29.0 |
-17.1% |
345.0 |
| ATR |
110.6 |
112.8 |
2.2 |
2.0% |
0.0 |
| Volume |
357 |
1,077 |
720 |
201.7% |
2,159 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,890.3 |
5,818.7 |
5,543.3 |
|
| R3 |
5,749.8 |
5,678.2 |
5,504.6 |
|
| R2 |
5,609.3 |
5,609.3 |
5,491.8 |
|
| R1 |
5,537.7 |
5,537.7 |
5,478.9 |
5,503.3 |
| PP |
5,468.8 |
5,468.8 |
5,468.8 |
5,451.6 |
| S1 |
5,397.2 |
5,397.2 |
5,453.1 |
5,362.8 |
| S2 |
5,328.3 |
5,328.3 |
5,440.2 |
|
| S3 |
5,187.8 |
5,256.7 |
5,427.4 |
|
| S4 |
5,047.3 |
5,116.2 |
5,388.7 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,572.0 |
6,364.0 |
5,655.8 |
|
| R3 |
6,227.0 |
6,019.0 |
5,560.9 |
|
| R2 |
5,882.0 |
5,882.0 |
5,529.3 |
|
| R1 |
5,674.0 |
5,674.0 |
5,497.6 |
5,605.5 |
| PP |
5,537.0 |
5,537.0 |
5,537.0 |
5,502.8 |
| S1 |
5,329.0 |
5,329.0 |
5,434.4 |
5,260.5 |
| S2 |
5,192.0 |
5,192.0 |
5,402.8 |
|
| S3 |
4,847.0 |
4,984.0 |
5,371.1 |
|
| S4 |
4,502.0 |
4,639.0 |
5,276.3 |
|
|
| 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 |
5,400.0 |
345.0 |
6.3% |
117.4 |
2.1% |
19% |
False |
True |
431 |
| 10 |
5,745.0 |
5,400.0 |
345.0 |
6.3% |
119.6 |
2.2% |
19% |
False |
True |
417 |
| 20 |
6,107.5 |
5,400.0 |
707.5 |
12.9% |
116.9 |
2.1% |
9% |
False |
True |
426 |
| 40 |
6,107.5 |
5,400.0 |
707.5 |
12.9% |
92.7 |
1.7% |
9% |
False |
True |
834 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
12.9% |
84.3 |
1.5% |
9% |
False |
True |
621 |
| 80 |
6,107.5 |
5,330.5 |
777.0 |
14.2% |
86.1 |
1.6% |
17% |
False |
False |
501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,137.6 |
|
2.618 |
5,908.3 |
|
1.618 |
5,767.8 |
|
1.000 |
5,681.0 |
|
0.618 |
5,627.3 |
|
HIGH |
5,540.5 |
|
0.618 |
5,486.8 |
|
0.500 |
5,470.3 |
|
0.382 |
5,453.7 |
|
LOW |
5,400.0 |
|
0.618 |
5,313.2 |
|
1.000 |
5,259.5 |
|
1.618 |
5,172.7 |
|
2.618 |
5,032.2 |
|
4.250 |
4,802.9 |
|
|