| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,361.50 |
2,348.50 |
-13.00 |
-0.6% |
2,263.00 |
| High |
2,362.25 |
2,362.00 |
-0.25 |
0.0% |
2,335.00 |
| Low |
2,348.50 |
2,336.00 |
-12.50 |
-0.5% |
2,245.75 |
| Close |
2,359.25 |
2,359.00 |
-0.25 |
0.0% |
2,334.75 |
| Range |
13.75 |
26.00 |
12.25 |
89.1% |
89.25 |
| ATR |
26.74 |
26.69 |
-0.05 |
-0.2% |
0.00 |
| Volume |
83 |
273 |
190 |
228.9% |
744 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.25 |
2,420.75 |
2,373.25 |
|
| R3 |
2,404.25 |
2,394.75 |
2,366.25 |
|
| R2 |
2,378.25 |
2,378.25 |
2,363.75 |
|
| R1 |
2,368.75 |
2,368.75 |
2,361.50 |
2,373.50 |
| PP |
2,352.25 |
2,352.25 |
2,352.25 |
2,354.75 |
| S1 |
2,342.75 |
2,342.75 |
2,356.50 |
2,347.50 |
| S2 |
2,326.25 |
2,326.25 |
2,354.25 |
|
| S3 |
2,300.25 |
2,316.75 |
2,351.75 |
|
| S4 |
2,274.25 |
2,290.75 |
2,344.75 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.00 |
2,543.00 |
2,383.75 |
|
| R3 |
2,483.75 |
2,453.75 |
2,359.25 |
|
| R2 |
2,394.50 |
2,394.50 |
2,351.00 |
|
| R1 |
2,364.50 |
2,364.50 |
2,343.00 |
2,379.50 |
| PP |
2,305.25 |
2,305.25 |
2,305.25 |
2,312.50 |
| S1 |
2,275.25 |
2,275.25 |
2,326.50 |
2,290.25 |
| S2 |
2,216.00 |
2,216.00 |
2,318.50 |
|
| S3 |
2,126.75 |
2,186.00 |
2,310.25 |
|
| S4 |
2,037.50 |
2,096.75 |
2,285.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,362.25 |
2,314.50 |
47.75 |
2.0% |
21.25 |
0.9% |
93% |
False |
False |
103 |
| 10 |
2,362.25 |
2,245.75 |
116.50 |
4.9% |
30.25 |
1.3% |
97% |
False |
False |
148 |
| 20 |
2,362.25 |
2,245.75 |
116.50 |
4.9% |
30.00 |
1.3% |
97% |
False |
False |
131 |
| 40 |
2,362.25 |
2,199.25 |
163.00 |
6.9% |
24.50 |
1.0% |
98% |
False |
False |
121 |
| 60 |
2,362.25 |
2,092.50 |
269.75 |
11.4% |
17.25 |
0.7% |
99% |
False |
False |
81 |
| 80 |
2,362.25 |
2,062.50 |
299.75 |
12.7% |
14.00 |
0.6% |
99% |
False |
False |
61 |
| 100 |
2,362.25 |
1,966.75 |
395.50 |
16.8% |
12.00 |
0.5% |
99% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,472.50 |
|
2.618 |
2,430.00 |
|
1.618 |
2,404.00 |
|
1.000 |
2,388.00 |
|
0.618 |
2,378.00 |
|
HIGH |
2,362.00 |
|
0.618 |
2,352.00 |
|
0.500 |
2,349.00 |
|
0.382 |
2,346.00 |
|
LOW |
2,336.00 |
|
0.618 |
2,320.00 |
|
1.000 |
2,310.00 |
|
1.618 |
2,294.00 |
|
2.618 |
2,268.00 |
|
4.250 |
2,225.50 |
|
|