| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,326.12 |
2,354.87 |
28.75 |
1.2% |
2,353.81 |
| High |
2,349.51 |
2,362.79 |
13.28 |
0.6% |
2,366.43 |
| Low |
2,325.71 |
2,338.21 |
12.50 |
0.5% |
2,284.64 |
| Close |
2,346.29 |
2,350.99 |
4.70 |
0.2% |
2,346.29 |
| Range |
23.80 |
24.58 |
0.78 |
3.3% |
81.79 |
| ATR |
28.93 |
28.62 |
-0.31 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.40 |
2,412.28 |
2,364.51 |
|
| R3 |
2,399.82 |
2,387.70 |
2,357.75 |
|
| R2 |
2,375.24 |
2,375.24 |
2,355.50 |
|
| R1 |
2,363.12 |
2,363.12 |
2,353.24 |
2,356.89 |
| PP |
2,350.66 |
2,350.66 |
2,350.66 |
2,347.55 |
| S1 |
2,338.54 |
2,338.54 |
2,348.74 |
2,332.31 |
| S2 |
2,326.08 |
2,326.08 |
2,346.48 |
|
| S3 |
2,301.50 |
2,313.96 |
2,344.23 |
|
| S4 |
2,276.92 |
2,289.38 |
2,337.47 |
|
|
| 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 |
2,366.43 |
2,284.64 |
81.79 |
3.5% |
35.33 |
1.5% |
81% |
False |
False |
|
| 10 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
25.14 |
1.1% |
56% |
False |
False |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.2% |
24.20 |
1.0% |
64% |
False |
False |
|
| 40 |
2,403.52 |
2,209.37 |
194.15 |
8.3% |
25.05 |
1.1% |
73% |
False |
False |
|
| 60 |
2,403.52 |
2,164.53 |
238.99 |
10.2% |
22.22 |
0.9% |
78% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.5% |
23.09 |
1.0% |
83% |
False |
False |
|
| 100 |
2,403.52 |
1,992.65 |
410.87 |
17.5% |
23.34 |
1.0% |
87% |
False |
False |
|
| 120 |
2,403.52 |
1,863.53 |
539.99 |
23.0% |
23.57 |
1.0% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.26 |
|
2.618 |
2,427.14 |
|
1.618 |
2,402.56 |
|
1.000 |
2,387.37 |
|
0.618 |
2,377.98 |
|
HIGH |
2,362.79 |
|
0.618 |
2,353.40 |
|
0.500 |
2,350.50 |
|
0.382 |
2,347.60 |
|
LOW |
2,338.21 |
|
0.618 |
2,323.02 |
|
1.000 |
2,313.63 |
|
1.618 |
2,298.44 |
|
2.618 |
2,273.86 |
|
4.250 |
2,233.75 |
|
|