| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,379.52 |
2,380.15 |
0.63 |
0.0% |
2,340.44 |
| High |
2,388.62 |
2,384.81 |
-3.81 |
-0.2% |
2,381.39 |
| Low |
2,378.15 |
2,371.19 |
-6.96 |
-0.3% |
2,338.87 |
| Close |
2,385.60 |
2,381.92 |
-3.68 |
-0.2% |
2,379.14 |
| Range |
10.47 |
13.62 |
3.15 |
30.1% |
42.52 |
| ATR |
24.62 |
23.89 |
-0.73 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.17 |
2,414.66 |
2,389.41 |
|
| R3 |
2,406.55 |
2,401.04 |
2,385.67 |
|
| R2 |
2,392.93 |
2,392.93 |
2,384.42 |
|
| R1 |
2,387.42 |
2,387.42 |
2,383.17 |
2,390.18 |
| PP |
2,379.31 |
2,379.31 |
2,379.31 |
2,380.68 |
| S1 |
2,373.80 |
2,373.80 |
2,380.67 |
2,376.56 |
| S2 |
2,365.69 |
2,365.69 |
2,379.42 |
|
| S3 |
2,352.07 |
2,360.18 |
2,378.17 |
|
| S4 |
2,338.45 |
2,346.56 |
2,374.43 |
|
|
| 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% |
18.28 |
0.8% |
86% |
False |
False |
|
| 10 |
2,388.62 |
2,297.79 |
90.83 |
3.8% |
19.47 |
0.8% |
93% |
False |
False |
|
| 20 |
2,388.62 |
2,258.05 |
130.57 |
5.5% |
25.66 |
1.1% |
95% |
False |
False |
|
| 40 |
2,388.62 |
2,206.30 |
182.32 |
7.7% |
22.00 |
0.9% |
96% |
False |
False |
|
| 60 |
2,388.62 |
2,105.61 |
283.01 |
11.9% |
21.68 |
0.9% |
98% |
False |
False |
|
| 80 |
2,388.62 |
2,085.27 |
303.35 |
12.7% |
22.32 |
0.9% |
98% |
False |
False |
|
| 100 |
2,388.62 |
1,963.68 |
424.94 |
17.8% |
23.36 |
1.0% |
98% |
False |
False |
|
| 120 |
2,388.62 |
1,747.32 |
641.30 |
26.9% |
23.53 |
1.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.70 |
|
2.618 |
2,420.47 |
|
1.618 |
2,406.85 |
|
1.000 |
2,398.43 |
|
0.618 |
2,393.23 |
|
HIGH |
2,384.81 |
|
0.618 |
2,379.61 |
|
0.500 |
2,378.00 |
|
0.382 |
2,376.39 |
|
LOW |
2,371.19 |
|
0.618 |
2,362.77 |
|
1.000 |
2,357.57 |
|
1.618 |
2,349.15 |
|
2.618 |
2,335.53 |
|
4.250 |
2,313.31 |
|
|