| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,411.0 |
2,435.0 |
24.0 |
1.0% |
2,353.0 |
| High |
2,454.0 |
2,443.0 |
-11.0 |
-0.4% |
2,454.0 |
| Low |
2,403.0 |
2,420.0 |
17.0 |
0.7% |
2,332.0 |
| Close |
2,444.0 |
2,438.0 |
-6.0 |
-0.2% |
2,444.0 |
| Range |
51.0 |
23.0 |
-28.0 |
-54.9% |
122.0 |
| ATR |
45.0 |
43.5 |
-1.5 |
-3.3% |
0.0 |
| Volume |
123 |
183 |
60 |
48.8% |
4,410 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.7 |
2,493.3 |
2,450.7 |
|
| R3 |
2,479.7 |
2,470.3 |
2,444.3 |
|
| R2 |
2,456.7 |
2,456.7 |
2,442.2 |
|
| R1 |
2,447.3 |
2,447.3 |
2,440.1 |
2,452.0 |
| PP |
2,433.7 |
2,433.7 |
2,433.7 |
2,436.0 |
| S1 |
2,424.3 |
2,424.3 |
2,435.9 |
2,429.0 |
| S2 |
2,410.7 |
2,410.7 |
2,433.8 |
|
| S3 |
2,387.7 |
2,401.3 |
2,431.7 |
|
| S4 |
2,364.7 |
2,378.3 |
2,425.4 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.0 |
2,732.0 |
2,511.1 |
|
| R3 |
2,654.0 |
2,610.0 |
2,477.6 |
|
| R2 |
2,532.0 |
2,532.0 |
2,466.4 |
|
| R1 |
2,488.0 |
2,488.0 |
2,455.2 |
2,510.0 |
| PP |
2,410.0 |
2,410.0 |
2,410.0 |
2,421.0 |
| S1 |
2,366.0 |
2,366.0 |
2,432.8 |
2,388.0 |
| S2 |
2,288.0 |
2,288.0 |
2,421.6 |
|
| S3 |
2,166.0 |
2,244.0 |
2,410.5 |
|
| S4 |
2,044.0 |
2,122.0 |
2,376.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.0 |
2,345.0 |
109.0 |
4.5% |
34.4 |
1.4% |
85% |
False |
False |
697 |
| 10 |
2,454.0 |
2,332.0 |
122.0 |
5.0% |
33.7 |
1.4% |
87% |
False |
False |
624 |
| 20 |
2,454.0 |
2,235.0 |
219.0 |
9.0% |
39.5 |
1.6% |
93% |
False |
False |
688 |
| 40 |
2,454.0 |
2,109.0 |
345.0 |
14.2% |
43.2 |
1.8% |
95% |
False |
False |
4,162 |
| 60 |
2,454.0 |
1,999.0 |
455.0 |
18.7% |
48.3 |
2.0% |
96% |
False |
False |
3,963 |
| 80 |
2,454.0 |
1,999.0 |
455.0 |
18.7% |
49.6 |
2.0% |
96% |
False |
False |
3,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.8 |
|
2.618 |
2,503.2 |
|
1.618 |
2,480.2 |
|
1.000 |
2,466.0 |
|
0.618 |
2,457.2 |
|
HIGH |
2,443.0 |
|
0.618 |
2,434.2 |
|
0.500 |
2,431.5 |
|
0.382 |
2,428.8 |
|
LOW |
2,420.0 |
|
0.618 |
2,405.8 |
|
1.000 |
2,397.0 |
|
1.618 |
2,382.8 |
|
2.618 |
2,359.8 |
|
4.250 |
2,322.3 |
|
|