| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,336.9 |
1,346.2 |
9.3 |
0.7% |
1,350.2 |
| High |
1,346.2 |
1,346.9 |
0.7 |
0.1% |
1,356.3 |
| Low |
1,330.0 |
1,330.9 |
0.9 |
0.1% |
1,314.2 |
| Close |
1,343.1 |
1,334.9 |
-8.2 |
-0.6% |
1,344.7 |
| Range |
16.2 |
16.0 |
-0.2 |
-1.2% |
42.1 |
| ATR |
19.2 |
19.0 |
-0.2 |
-1.2% |
0.0 |
| Volume |
753 |
620 |
-133 |
-17.7% |
4,061 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.6 |
1,376.2 |
1,343.7 |
|
| R3 |
1,369.6 |
1,360.2 |
1,339.3 |
|
| R2 |
1,353.6 |
1,353.6 |
1,337.8 |
|
| R1 |
1,344.2 |
1,344.2 |
1,336.4 |
1,340.9 |
| PP |
1,337.6 |
1,337.6 |
1,337.6 |
1,335.9 |
| S1 |
1,328.2 |
1,328.2 |
1,333.4 |
1,324.9 |
| S2 |
1,321.6 |
1,321.6 |
1,332.0 |
|
| S3 |
1,305.6 |
1,312.2 |
1,330.5 |
|
| S4 |
1,289.6 |
1,296.2 |
1,326.1 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.7 |
1,446.8 |
1,367.9 |
|
| R3 |
1,422.6 |
1,404.7 |
1,356.3 |
|
| R2 |
1,380.5 |
1,380.5 |
1,352.4 |
|
| R1 |
1,362.6 |
1,362.6 |
1,348.6 |
1,350.5 |
| PP |
1,338.4 |
1,338.4 |
1,338.4 |
1,332.4 |
| S1 |
1,320.5 |
1,320.5 |
1,340.8 |
1,308.4 |
| S2 |
1,296.3 |
1,296.3 |
1,337.0 |
|
| S3 |
1,254.2 |
1,278.4 |
1,333.1 |
|
| S4 |
1,212.1 |
1,236.3 |
1,321.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,348.9 |
1,314.2 |
34.7 |
2.6% |
24.0 |
1.8% |
60% |
False |
False |
795 |
| 10 |
1,374.9 |
1,314.2 |
60.7 |
4.5% |
20.6 |
1.5% |
34% |
False |
False |
726 |
| 20 |
1,397.5 |
1,314.2 |
83.3 |
6.2% |
17.3 |
1.3% |
25% |
False |
False |
825 |
| 40 |
1,436.9 |
1,314.2 |
122.7 |
9.2% |
15.2 |
1.1% |
17% |
False |
False |
567 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
9.2% |
15.7 |
1.2% |
17% |
False |
False |
655 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
9.2% |
13.2 |
1.0% |
17% |
False |
False |
734 |
| 100 |
1,436.9 |
1,245.0 |
191.9 |
14.4% |
11.3 |
0.8% |
47% |
False |
False |
628 |
| 120 |
1,436.9 |
1,222.6 |
214.3 |
16.1% |
9.5 |
0.7% |
52% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.9 |
|
2.618 |
1,388.8 |
|
1.618 |
1,372.8 |
|
1.000 |
1,362.9 |
|
0.618 |
1,356.8 |
|
HIGH |
1,346.9 |
|
0.618 |
1,340.8 |
|
0.500 |
1,338.9 |
|
0.382 |
1,337.0 |
|
LOW |
1,330.9 |
|
0.618 |
1,321.0 |
|
1.000 |
1,314.9 |
|
1.618 |
1,305.0 |
|
2.618 |
1,289.0 |
|
4.250 |
1,262.9 |
|
|