| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
6,647.5 |
6,678.0 |
30.5 |
0.5% |
6,497.0 |
| High |
6,685.0 |
6,806.5 |
121.5 |
1.8% |
6,806.5 |
| Low |
6,627.0 |
6,655.0 |
28.0 |
0.4% |
6,439.0 |
| Close |
6,676.0 |
6,781.5 |
105.5 |
1.6% |
6,781.5 |
| Range |
58.0 |
151.5 |
93.5 |
161.2% |
367.5 |
| ATR |
109.9 |
112.9 |
3.0 |
2.7% |
0.0 |
| Volume |
254 |
293 |
39 |
15.4% |
2,160 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,202.2 |
7,143.3 |
6,864.8 |
|
| R3 |
7,050.7 |
6,991.8 |
6,823.2 |
|
| R2 |
6,899.2 |
6,899.2 |
6,809.3 |
|
| R1 |
6,840.3 |
6,840.3 |
6,795.4 |
6,869.8 |
| PP |
6,747.7 |
6,747.7 |
6,747.7 |
6,762.4 |
| S1 |
6,688.8 |
6,688.8 |
6,767.6 |
6,718.3 |
| S2 |
6,596.2 |
6,596.2 |
6,753.7 |
|
| S3 |
6,444.7 |
6,537.3 |
6,739.8 |
|
| S4 |
6,293.2 |
6,385.8 |
6,698.2 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,778.2 |
7,647.3 |
6,983.6 |
|
| R3 |
7,410.7 |
7,279.8 |
6,882.6 |
|
| R2 |
7,043.2 |
7,043.2 |
6,848.9 |
|
| R1 |
6,912.3 |
6,912.3 |
6,815.2 |
6,977.8 |
| PP |
6,675.7 |
6,675.7 |
6,675.7 |
6,708.4 |
| S1 |
6,544.8 |
6,544.8 |
6,747.8 |
6,610.3 |
| S2 |
6,308.2 |
6,308.2 |
6,714.1 |
|
| S3 |
5,940.7 |
6,177.3 |
6,680.4 |
|
| S4 |
5,573.2 |
5,809.8 |
6,579.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,806.5 |
6,439.0 |
367.5 |
5.4% |
103.4 |
1.5% |
93% |
True |
False |
432 |
| 10 |
6,806.5 |
6,358.0 |
448.5 |
6.6% |
101.4 |
1.5% |
94% |
True |
False |
385 |
| 20 |
6,806.5 |
6,014.0 |
792.5 |
11.7% |
97.2 |
1.4% |
97% |
True |
False |
390 |
| 40 |
6,806.5 |
5,641.5 |
1,165.0 |
17.2% |
114.0 |
1.7% |
98% |
True |
False |
1,393 |
| 60 |
6,806.5 |
5,409.0 |
1,397.5 |
20.6% |
124.6 |
1.8% |
98% |
True |
False |
989 |
| 80 |
6,806.5 |
5,409.0 |
1,397.5 |
20.6% |
138.0 |
2.0% |
98% |
True |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,450.4 |
|
2.618 |
7,203.1 |
|
1.618 |
7,051.6 |
|
1.000 |
6,958.0 |
|
0.618 |
6,900.1 |
|
HIGH |
6,806.5 |
|
0.618 |
6,748.6 |
|
0.500 |
6,730.8 |
|
0.382 |
6,712.9 |
|
LOW |
6,655.0 |
|
0.618 |
6,561.4 |
|
1.000 |
6,503.5 |
|
1.618 |
6,409.9 |
|
2.618 |
6,258.4 |
|
4.250 |
6,011.1 |
|
|