| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
6,018.0 |
5,941.0 |
-77.0 |
-1.3% |
5,799.0 |
| High |
6,021.0 |
5,962.0 |
-59.0 |
-1.0% |
5,937.5 |
| Low |
5,986.5 |
5,930.0 |
-56.5 |
-0.9% |
5,790.0 |
| Close |
5,989.5 |
5,961.0 |
-28.5 |
-0.5% |
5,914.5 |
| Range |
34.5 |
32.0 |
-2.5 |
-7.2% |
147.5 |
| ATR |
50.3 |
50.9 |
0.7 |
1.3% |
0.0 |
| Volume |
141 |
239 |
98 |
69.5% |
202 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,047.0 |
6,036.0 |
5,978.5 |
|
| R3 |
6,015.0 |
6,004.0 |
5,970.0 |
|
| R2 |
5,983.0 |
5,983.0 |
5,967.0 |
|
| R1 |
5,972.0 |
5,972.0 |
5,964.0 |
5,977.5 |
| PP |
5,951.0 |
5,951.0 |
5,951.0 |
5,954.0 |
| S1 |
5,940.0 |
5,940.0 |
5,958.0 |
5,945.5 |
| S2 |
5,919.0 |
5,919.0 |
5,955.0 |
|
| S3 |
5,887.0 |
5,908.0 |
5,952.0 |
|
| S4 |
5,855.0 |
5,876.0 |
5,943.5 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,323.0 |
6,266.5 |
5,995.5 |
|
| R3 |
6,175.5 |
6,119.0 |
5,955.0 |
|
| R2 |
6,028.0 |
6,028.0 |
5,941.5 |
|
| R1 |
5,971.5 |
5,971.5 |
5,928.0 |
6,000.0 |
| PP |
5,880.5 |
5,880.5 |
5,880.5 |
5,895.0 |
| S1 |
5,824.0 |
5,824.0 |
5,901.0 |
5,852.0 |
| S2 |
5,733.0 |
5,733.0 |
5,887.5 |
|
| S3 |
5,585.5 |
5,676.5 |
5,874.0 |
|
| S4 |
5,438.0 |
5,529.0 |
5,833.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,021.0 |
5,930.0 |
91.0 |
1.5% |
28.5 |
0.5% |
34% |
False |
True |
135 |
| 10 |
6,021.0 |
5,790.0 |
231.0 |
3.9% |
27.0 |
0.5% |
74% |
False |
False |
92 |
| 20 |
6,021.0 |
5,787.5 |
233.5 |
3.9% |
32.0 |
0.5% |
74% |
False |
False |
92 |
| 40 |
6,021.0 |
5,787.5 |
233.5 |
3.9% |
22.0 |
0.4% |
74% |
False |
False |
60 |
| 60 |
6,021.0 |
5,463.0 |
558.0 |
9.4% |
24.0 |
0.4% |
89% |
False |
False |
57 |
| 80 |
6,021.0 |
5,463.0 |
558.0 |
9.4% |
20.5 |
0.3% |
89% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,098.0 |
|
2.618 |
6,046.0 |
|
1.618 |
6,014.0 |
|
1.000 |
5,994.0 |
|
0.618 |
5,982.0 |
|
HIGH |
5,962.0 |
|
0.618 |
5,950.0 |
|
0.500 |
5,946.0 |
|
0.382 |
5,942.0 |
|
LOW |
5,930.0 |
|
0.618 |
5,910.0 |
|
1.000 |
5,898.0 |
|
1.618 |
5,878.0 |
|
2.618 |
5,846.0 |
|
4.250 |
5,794.0 |
|
|