| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,317.50 |
2,314.00 |
-3.50 |
-0.2% |
2,267.00 |
| High |
2,324.25 |
2,323.00 |
-1.25 |
-0.1% |
2,331.50 |
| Low |
2,310.25 |
2,293.75 |
-16.50 |
-0.7% |
2,255.50 |
| Close |
2,317.00 |
2,319.00 |
2.00 |
0.1% |
2,265.25 |
| Range |
14.00 |
29.25 |
15.25 |
108.9% |
76.00 |
| ATR |
29.16 |
29.16 |
0.01 |
0.0% |
0.00 |
| Volume |
153 |
100 |
-53 |
-34.6% |
731 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.75 |
2,388.50 |
2,335.00 |
|
| R3 |
2,370.50 |
2,359.25 |
2,327.00 |
|
| R2 |
2,341.25 |
2,341.25 |
2,324.25 |
|
| R1 |
2,330.00 |
2,330.00 |
2,321.75 |
2,335.50 |
| PP |
2,312.00 |
2,312.00 |
2,312.00 |
2,314.75 |
| S1 |
2,300.75 |
2,300.75 |
2,316.25 |
2,306.50 |
| S2 |
2,282.75 |
2,282.75 |
2,313.75 |
|
| S3 |
2,253.50 |
2,271.50 |
2,311.00 |
|
| S4 |
2,224.25 |
2,242.25 |
2,303.00 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.00 |
2,464.75 |
2,307.00 |
|
| R3 |
2,436.00 |
2,388.75 |
2,286.25 |
|
| R2 |
2,360.00 |
2,360.00 |
2,279.25 |
|
| R1 |
2,312.75 |
2,312.75 |
2,272.25 |
2,298.50 |
| PP |
2,284.00 |
2,284.00 |
2,284.00 |
2,277.00 |
| S1 |
2,236.75 |
2,236.75 |
2,258.25 |
2,222.50 |
| S2 |
2,208.00 |
2,208.00 |
2,251.25 |
|
| S3 |
2,132.00 |
2,160.75 |
2,244.25 |
|
| S4 |
2,056.00 |
2,084.75 |
2,223.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,327.50 |
2,245.75 |
81.75 |
3.5% |
39.50 |
1.7% |
90% |
False |
False |
193 |
| 10 |
2,331.50 |
2,245.75 |
85.75 |
3.7% |
32.75 |
1.4% |
85% |
False |
False |
153 |
| 20 |
2,342.50 |
2,245.75 |
96.75 |
4.2% |
30.00 |
1.3% |
76% |
False |
False |
174 |
| 40 |
2,342.50 |
2,175.00 |
167.50 |
7.2% |
23.25 |
1.0% |
86% |
False |
False |
109 |
| 60 |
2,342.50 |
2,092.50 |
250.00 |
10.8% |
16.75 |
0.7% |
91% |
False |
False |
73 |
| 80 |
2,342.50 |
2,031.75 |
310.75 |
13.4% |
13.25 |
0.6% |
92% |
False |
False |
55 |
| 100 |
2,342.50 |
1,917.50 |
425.00 |
18.3% |
11.00 |
0.5% |
94% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.25 |
|
2.618 |
2,399.50 |
|
1.618 |
2,370.25 |
|
1.000 |
2,352.25 |
|
0.618 |
2,341.00 |
|
HIGH |
2,323.00 |
|
0.618 |
2,311.75 |
|
0.500 |
2,308.50 |
|
0.382 |
2,305.00 |
|
LOW |
2,293.75 |
|
0.618 |
2,275.75 |
|
1.000 |
2,264.50 |
|
1.618 |
2,246.50 |
|
2.618 |
2,217.25 |
|
4.250 |
2,169.50 |
|
|