| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.81 |
2,321.44 |
-32.37 |
-1.4% |
2,379.52 |
| High |
2,366.43 |
2,329.12 |
-37.31 |
-1.6% |
2,403.52 |
| Low |
2,318.39 |
2,284.64 |
-33.75 |
-1.5% |
2,371.19 |
| Close |
2,322.86 |
2,300.94 |
-21.92 |
-0.9% |
2,392.47 |
| Range |
48.04 |
44.48 |
-3.56 |
-7.4% |
32.33 |
| ATR |
26.51 |
27.80 |
1.28 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.34 |
2,414.12 |
2,325.40 |
|
| R3 |
2,393.86 |
2,369.64 |
2,313.17 |
|
| R2 |
2,349.38 |
2,349.38 |
2,309.09 |
|
| R1 |
2,325.16 |
2,325.16 |
2,305.02 |
2,315.03 |
| PP |
2,304.90 |
2,304.90 |
2,304.90 |
2,299.84 |
| S1 |
2,280.68 |
2,280.68 |
2,296.86 |
2,270.55 |
| S2 |
2,260.42 |
2,260.42 |
2,292.79 |
|
| S3 |
2,215.94 |
2,236.20 |
2,288.71 |
|
| S4 |
2,171.46 |
2,191.72 |
2,276.48 |
|
|
| 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 |
2,284.64 |
118.88 |
5.2% |
28.63 |
1.2% |
14% |
False |
True |
|
| 10 |
2,403.52 |
2,284.64 |
118.88 |
5.2% |
23.45 |
1.0% |
14% |
False |
True |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.3% |
25.36 |
1.1% |
29% |
False |
False |
|
| 40 |
2,403.52 |
2,209.37 |
194.15 |
8.4% |
23.68 |
1.0% |
47% |
False |
False |
|
| 60 |
2,403.52 |
2,110.24 |
293.28 |
12.7% |
22.08 |
1.0% |
65% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.8% |
22.76 |
1.0% |
68% |
False |
False |
|
| 100 |
2,403.52 |
1,963.68 |
439.84 |
19.1% |
23.44 |
1.0% |
77% |
False |
False |
|
| 120 |
2,403.52 |
1,817.99 |
585.53 |
25.4% |
23.35 |
1.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.16 |
|
2.618 |
2,445.57 |
|
1.618 |
2,401.09 |
|
1.000 |
2,373.60 |
|
0.618 |
2,356.61 |
|
HIGH |
2,329.12 |
|
0.618 |
2,312.13 |
|
0.500 |
2,306.88 |
|
0.382 |
2,301.63 |
|
LOW |
2,284.64 |
|
0.618 |
2,257.15 |
|
1.000 |
2,240.16 |
|
1.618 |
2,212.67 |
|
2.618 |
2,168.19 |
|
4.250 |
2,095.60 |
|
|