| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
19,960 |
20,085 |
125 |
0.6% |
20,087 |
| High |
20,087 |
20,355 |
268 |
1.3% |
20,210 |
| Low |
19,770 |
19,927 |
157 |
0.8% |
19,545 |
| Close |
19,805 |
20,230 |
425 |
2.1% |
19,820 |
| Range |
317 |
428 |
111 |
35.0% |
665 |
| ATR |
352 |
366 |
14 |
4.0% |
0 |
| Volume |
133 |
121 |
-12 |
-9.0% |
810 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,455 |
21,270 |
20,465 |
|
| R3 |
21,027 |
20,842 |
20,348 |
|
| R2 |
20,599 |
20,599 |
20,308 |
|
| R1 |
20,414 |
20,414 |
20,269 |
20,507 |
| PP |
20,171 |
20,171 |
20,171 |
20,217 |
| S1 |
19,986 |
19,986 |
20,191 |
20,079 |
| S2 |
19,743 |
19,743 |
20,152 |
|
| S3 |
19,315 |
19,558 |
20,112 |
|
| S4 |
18,887 |
19,130 |
19,995 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,853 |
21,502 |
20,186 |
|
| R3 |
21,188 |
20,837 |
20,003 |
|
| R2 |
20,523 |
20,523 |
19,942 |
|
| R1 |
20,172 |
20,172 |
19,881 |
20,015 |
| PP |
19,858 |
19,858 |
19,858 |
19,780 |
| S1 |
19,507 |
19,507 |
19,759 |
19,350 |
| S2 |
19,193 |
19,193 |
19,698 |
|
| S3 |
18,528 |
18,842 |
19,637 |
|
| S4 |
17,863 |
18,177 |
19,454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,355 |
19,435 |
920 |
4.5% |
352 |
1.7% |
86% |
True |
False |
159 |
| 10 |
20,850 |
19,435 |
1,415 |
7.0% |
366 |
1.8% |
56% |
False |
False |
162 |
| 20 |
22,300 |
19,435 |
2,865 |
14.2% |
322 |
1.6% |
28% |
False |
False |
133 |
| 40 |
22,300 |
19,435 |
2,865 |
14.2% |
277 |
1.4% |
28% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,174 |
|
2.618 |
21,476 |
|
1.618 |
21,048 |
|
1.000 |
20,783 |
|
0.618 |
20,620 |
|
HIGH |
20,355 |
|
0.618 |
20,192 |
|
0.500 |
20,141 |
|
0.382 |
20,090 |
|
LOW |
19,927 |
|
0.618 |
19,662 |
|
1.000 |
19,499 |
|
1.618 |
19,234 |
|
2.618 |
18,806 |
|
4.250 |
18,108 |
|
|