| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,357.77 |
2,379.52 |
21.75 |
0.9% |
2,340.44 |
| High |
2,381.39 |
2,388.62 |
7.23 |
0.3% |
2,381.39 |
| Low |
2,353.28 |
2,378.15 |
24.87 |
1.1% |
2,338.87 |
| Close |
2,379.14 |
2,385.60 |
6.46 |
0.3% |
2,379.14 |
| Range |
28.11 |
10.47 |
-17.64 |
-62.8% |
42.52 |
| ATR |
25.71 |
24.62 |
-1.09 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.53 |
2,411.04 |
2,391.36 |
|
| R3 |
2,405.06 |
2,400.57 |
2,388.48 |
|
| R2 |
2,394.59 |
2,394.59 |
2,387.52 |
|
| R1 |
2,390.10 |
2,390.10 |
2,386.56 |
2,392.35 |
| PP |
2,384.12 |
2,384.12 |
2,384.12 |
2,385.25 |
| S1 |
2,379.63 |
2,379.63 |
2,384.64 |
2,381.88 |
| S2 |
2,373.65 |
2,373.65 |
2,383.68 |
|
| S3 |
2,363.18 |
2,369.16 |
2,382.72 |
|
| S4 |
2,352.71 |
2,358.69 |
2,379.84 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.03 |
2,479.10 |
2,402.53 |
|
| R3 |
2,451.51 |
2,436.58 |
2,390.83 |
|
| R2 |
2,408.99 |
2,408.99 |
2,386.94 |
|
| R1 |
2,394.06 |
2,394.06 |
2,383.04 |
2,401.53 |
| PP |
2,366.47 |
2,366.47 |
2,366.47 |
2,370.20 |
| S1 |
2,351.54 |
2,351.54 |
2,375.24 |
2,359.01 |
| S2 |
2,323.95 |
2,323.95 |
2,371.34 |
|
| S3 |
2,281.43 |
2,309.02 |
2,367.45 |
|
| S4 |
2,238.91 |
2,266.50 |
2,355.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.62 |
2,341.81 |
46.81 |
2.0% |
19.34 |
0.8% |
94% |
True |
False |
|
| 10 |
2,388.62 |
2,296.74 |
91.88 |
3.9% |
21.36 |
0.9% |
97% |
True |
False |
|
| 20 |
2,388.62 |
2,258.05 |
130.57 |
5.5% |
26.58 |
1.1% |
98% |
True |
False |
|
| 40 |
2,388.62 |
2,206.30 |
182.32 |
7.6% |
21.91 |
0.9% |
98% |
True |
False |
|
| 60 |
2,388.62 |
2,105.61 |
283.01 |
11.9% |
21.89 |
0.9% |
99% |
True |
False |
|
| 80 |
2,388.62 |
2,069.45 |
319.17 |
13.4% |
22.61 |
0.9% |
99% |
True |
False |
|
| 100 |
2,388.62 |
1,963.68 |
424.94 |
17.8% |
23.57 |
1.0% |
99% |
True |
False |
|
| 120 |
2,388.62 |
1,747.32 |
641.30 |
26.9% |
23.75 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.12 |
|
2.618 |
2,416.03 |
|
1.618 |
2,405.56 |
|
1.000 |
2,399.09 |
|
0.618 |
2,395.09 |
|
HIGH |
2,388.62 |
|
0.618 |
2,384.62 |
|
0.500 |
2,383.39 |
|
0.382 |
2,382.15 |
|
LOW |
2,378.15 |
|
0.618 |
2,371.68 |
|
1.000 |
2,367.68 |
|
1.618 |
2,361.21 |
|
2.618 |
2,350.74 |
|
4.250 |
2,333.65 |
|
|