| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,524.50 |
2,530.25 |
5.75 |
0.2% |
2,428.75 |
| High |
2,527.75 |
2,539.25 |
11.50 |
0.5% |
2,522.50 |
| Low |
2,514.25 |
2,516.25 |
2.00 |
0.1% |
2,422.50 |
| Close |
2,523.75 |
2,539.25 |
15.50 |
0.6% |
2,517.25 |
| Range |
13.50 |
23.00 |
9.50 |
70.4% |
100.00 |
| ATR |
23.60 |
23.56 |
-0.04 |
-0.2% |
0.00 |
| Volume |
32 |
17 |
-15 |
-46.9% |
119 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,600.50 |
2,593.00 |
2,552.00 |
|
| R3 |
2,577.50 |
2,570.00 |
2,545.50 |
|
| R2 |
2,554.50 |
2,554.50 |
2,543.50 |
|
| R1 |
2,547.00 |
2,547.00 |
2,541.25 |
2,550.75 |
| PP |
2,531.50 |
2,531.50 |
2,531.50 |
2,533.50 |
| S1 |
2,524.00 |
2,524.00 |
2,537.25 |
2,527.75 |
| S2 |
2,508.50 |
2,508.50 |
2,535.00 |
|
| S3 |
2,485.50 |
2,501.00 |
2,533.00 |
|
| S4 |
2,462.50 |
2,478.00 |
2,526.50 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.50 |
2,752.25 |
2,572.25 |
|
| R3 |
2,687.50 |
2,652.25 |
2,544.75 |
|
| R2 |
2,587.50 |
2,587.50 |
2,535.50 |
|
| R1 |
2,552.25 |
2,552.25 |
2,526.50 |
2,570.00 |
| PP |
2,487.50 |
2,487.50 |
2,487.50 |
2,496.25 |
| S1 |
2,452.25 |
2,452.25 |
2,508.00 |
2,470.00 |
| S2 |
2,387.50 |
2,387.50 |
2,499.00 |
|
| S3 |
2,287.50 |
2,352.25 |
2,489.75 |
|
| S4 |
2,187.50 |
2,252.25 |
2,462.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,539.25 |
2,475.75 |
63.50 |
2.5% |
19.50 |
0.8% |
100% |
True |
False |
25 |
| 10 |
2,539.25 |
2,422.50 |
116.75 |
4.6% |
21.25 |
0.8% |
100% |
True |
False |
24 |
| 20 |
2,539.25 |
2,350.00 |
189.25 |
7.5% |
20.00 |
0.8% |
100% |
True |
False |
25 |
| 40 |
2,539.25 |
2,206.50 |
332.75 |
13.1% |
19.00 |
0.8% |
100% |
True |
False |
17 |
| 60 |
2,539.25 |
2,153.75 |
385.50 |
15.2% |
17.25 |
0.7% |
100% |
True |
False |
13 |
| 80 |
2,539.25 |
2,153.75 |
385.50 |
15.2% |
14.50 |
0.6% |
100% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.00 |
|
2.618 |
2,599.50 |
|
1.618 |
2,576.50 |
|
1.000 |
2,562.25 |
|
0.618 |
2,553.50 |
|
HIGH |
2,539.25 |
|
0.618 |
2,530.50 |
|
0.500 |
2,527.75 |
|
0.382 |
2,525.00 |
|
LOW |
2,516.25 |
|
0.618 |
2,502.00 |
|
1.000 |
2,493.25 |
|
1.618 |
2,479.00 |
|
2.618 |
2,456.00 |
|
4.250 |
2,418.50 |
|
|