Day Change Summary |
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Previous |
Current |
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28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
2,354.87 |
2,359.78 |
4.91 |
0.2% |
2,353.81 |
High |
2,362.79 |
2,359.98 |
-2.81 |
-0.1% |
2,366.43 |
Low |
2,338.21 |
2,308.05 |
-30.16 |
-1.3% |
2,284.64 |
Close |
2,350.99 |
2,315.26 |
-35.73 |
-1.5% |
2,346.29 |
Range |
24.58 |
51.93 |
27.35 |
111.3% |
81.79 |
ATR |
28.62 |
30.28 |
1.67 |
5.8% |
0.00 |
Volume |
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Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,483.55 |
2,451.34 |
2,343.82 |
|
R3 |
2,431.62 |
2,399.41 |
2,329.54 |
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R2 |
2,379.69 |
2,379.69 |
2,324.78 |
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R1 |
2,347.48 |
2,347.48 |
2,320.02 |
2,337.62 |
PP |
2,327.76 |
2,327.76 |
2,327.76 |
2,322.84 |
S1 |
2,295.55 |
2,295.55 |
2,310.50 |
2,285.69 |
S2 |
2,275.83 |
2,275.83 |
2,305.74 |
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S3 |
2,223.90 |
2,243.62 |
2,300.98 |
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S4 |
2,171.97 |
2,191.69 |
2,286.70 |
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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 |
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S3 |
2,168.87 |
2,216.69 |
2,323.80 |
|
S4 |
2,087.08 |
2,134.90 |
2,301.31 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,362.79 |
2,284.64 |
78.15 |
3.4% |
36.11 |
1.6% |
39% |
False |
False |
|
10 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
29.28 |
1.3% |
26% |
False |
False |
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20 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
25.32 |
1.1% |
26% |
False |
False |
|
40 |
2,403.52 |
2,237.73 |
165.79 |
7.2% |
25.96 |
1.1% |
47% |
False |
False |
|
60 |
2,403.52 |
2,176.28 |
227.24 |
9.8% |
22.70 |
1.0% |
61% |
False |
False |
|
80 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
23.41 |
1.0% |
72% |
False |
False |
|
100 |
2,403.52 |
1,996.25 |
407.27 |
17.6% |
23.54 |
1.0% |
78% |
False |
False |
|
120 |
2,403.52 |
1,879.71 |
523.81 |
22.6% |
23.81 |
1.0% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,580.68 |
2.618 |
2,495.93 |
1.618 |
2,444.00 |
1.000 |
2,411.91 |
0.618 |
2,392.07 |
HIGH |
2,359.98 |
0.618 |
2,340.14 |
0.500 |
2,334.02 |
0.382 |
2,327.89 |
LOW |
2,308.05 |
0.618 |
2,275.96 |
1.000 |
2,256.12 |
1.618 |
2,224.03 |
2.618 |
2,172.10 |
4.250 |
2,087.35 |
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