| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,384.69 |
2,396.75 |
12.06 |
0.5% |
2,379.52 |
| High |
2,400.88 |
2,400.47 |
-0.41 |
0.0% |
2,403.52 |
| Low |
2,384.22 |
2,382.38 |
-1.84 |
-0.1% |
2,371.19 |
| Close |
2,397.57 |
2,392.47 |
-5.10 |
-0.2% |
2,392.47 |
| Range |
16.66 |
18.09 |
1.43 |
8.6% |
32.33 |
| ATR |
23.22 |
22.86 |
-0.37 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.04 |
2,437.35 |
2,402.42 |
|
| R3 |
2,427.95 |
2,419.26 |
2,397.44 |
|
| R2 |
2,409.86 |
2,409.86 |
2,395.79 |
|
| R1 |
2,401.17 |
2,401.17 |
2,394.13 |
2,396.47 |
| PP |
2,391.77 |
2,391.77 |
2,391.77 |
2,389.43 |
| S1 |
2,383.08 |
2,383.08 |
2,390.81 |
2,378.38 |
| S2 |
2,373.68 |
2,373.68 |
2,389.15 |
|
| S3 |
2,355.59 |
2,364.99 |
2,387.50 |
|
| S4 |
2,337.50 |
2,346.90 |
2,382.52 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.05 |
2,471.59 |
2,410.25 |
|
| R3 |
2,453.72 |
2,439.26 |
2,401.36 |
|
| R2 |
2,421.39 |
2,421.39 |
2,398.40 |
|
| R1 |
2,406.93 |
2,406.93 |
2,395.43 |
2,414.16 |
| PP |
2,389.06 |
2,389.06 |
2,389.06 |
2,392.68 |
| S1 |
2,374.60 |
2,374.60 |
2,389.51 |
2,381.83 |
| S2 |
2,356.73 |
2,356.73 |
2,386.54 |
|
| S3 |
2,324.40 |
2,342.27 |
2,383.58 |
|
| S4 |
2,292.07 |
2,309.94 |
2,374.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.52 |
2,371.19 |
32.33 |
1.4% |
14.94 |
0.6% |
66% |
False |
False |
|
| 10 |
2,403.52 |
2,338.87 |
64.65 |
2.7% |
18.29 |
0.8% |
83% |
False |
False |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.1% |
23.33 |
1.0% |
92% |
False |
False |
|
| 40 |
2,403.52 |
2,208.80 |
194.72 |
8.1% |
22.26 |
0.9% |
94% |
False |
False |
|
| 60 |
2,403.52 |
2,110.24 |
293.28 |
12.3% |
21.29 |
0.9% |
96% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.3% |
22.17 |
0.9% |
97% |
False |
False |
|
| 100 |
2,403.52 |
1,963.68 |
439.84 |
18.4% |
23.11 |
1.0% |
97% |
False |
False |
|
| 120 |
2,403.52 |
1,755.38 |
648.14 |
27.1% |
23.07 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.35 |
|
2.618 |
2,447.83 |
|
1.618 |
2,429.74 |
|
1.000 |
2,418.56 |
|
0.618 |
2,411.65 |
|
HIGH |
2,400.47 |
|
0.618 |
2,393.56 |
|
0.500 |
2,391.43 |
|
0.382 |
2,389.29 |
|
LOW |
2,382.38 |
|
0.618 |
2,371.20 |
|
1.000 |
2,364.29 |
|
1.618 |
2,353.11 |
|
2.618 |
2,335.02 |
|
4.250 |
2,305.50 |
|
|