| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,309.08 |
2,326.12 |
17.04 |
0.7% |
2,353.81 |
| High |
2,321.20 |
2,349.51 |
28.31 |
1.2% |
2,366.43 |
| Low |
2,285.44 |
2,325.71 |
40.27 |
1.8% |
2,284.64 |
| Close |
2,313.31 |
2,346.29 |
32.98 |
1.4% |
2,346.29 |
| Range |
35.76 |
23.80 |
-11.96 |
-33.4% |
81.79 |
| ATR |
28.37 |
28.93 |
0.56 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.90 |
2,402.90 |
2,359.38 |
|
| R3 |
2,388.10 |
2,379.10 |
2,352.84 |
|
| R2 |
2,364.30 |
2,364.30 |
2,350.65 |
|
| R1 |
2,355.30 |
2,355.30 |
2,348.47 |
2,359.80 |
| PP |
2,340.50 |
2,340.50 |
2,340.50 |
2,342.76 |
| S1 |
2,331.50 |
2,331.50 |
2,344.11 |
2,336.00 |
| S2 |
2,316.70 |
2,316.70 |
2,341.93 |
|
| S3 |
2,292.90 |
2,307.70 |
2,339.75 |
|
| S4 |
2,269.10 |
2,283.90 |
2,333.20 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.82 |
2,543.85 |
2,391.27 |
|
| R3 |
2,496.03 |
2,462.06 |
2,368.78 |
|
| R2 |
2,414.24 |
2,414.24 |
2,361.28 |
|
| R1 |
2,380.27 |
2,380.27 |
2,353.79 |
2,356.36 |
| PP |
2,332.45 |
2,332.45 |
2,332.45 |
2,320.50 |
| S1 |
2,298.48 |
2,298.48 |
2,338.79 |
2,274.57 |
| S2 |
2,250.66 |
2,250.66 |
2,331.30 |
|
| S3 |
2,168.87 |
2,216.69 |
2,323.80 |
|
| S4 |
2,087.08 |
2,134.90 |
2,301.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.47 |
2,284.64 |
115.83 |
4.9% |
34.03 |
1.5% |
53% |
False |
False |
|
| 10 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
25.49 |
1.1% |
52% |
False |
False |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.2% |
26.44 |
1.1% |
61% |
False |
False |
|
| 40 |
2,403.52 |
2,209.37 |
194.15 |
8.3% |
24.68 |
1.1% |
71% |
False |
False |
|
| 60 |
2,403.52 |
2,150.63 |
252.89 |
10.8% |
22.19 |
0.9% |
77% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
22.96 |
1.0% |
82% |
False |
False |
|
| 100 |
2,403.52 |
1,992.65 |
410.87 |
17.5% |
23.40 |
1.0% |
86% |
False |
False |
|
| 120 |
2,403.52 |
1,854.43 |
549.09 |
23.4% |
23.50 |
1.0% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,450.66 |
|
2.618 |
2,411.82 |
|
1.618 |
2,388.02 |
|
1.000 |
2,373.31 |
|
0.618 |
2,364.22 |
|
HIGH |
2,349.51 |
|
0.618 |
2,340.42 |
|
0.500 |
2,337.61 |
|
0.382 |
2,334.80 |
|
LOW |
2,325.71 |
|
0.618 |
2,311.00 |
|
1.000 |
2,301.91 |
|
1.618 |
2,287.20 |
|
2.618 |
2,263.40 |
|
4.250 |
2,224.56 |
|
|