| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,359.78 |
2,314.28 |
-45.50 |
-1.9% |
2,353.81 |
| High |
2,359.98 |
2,340.80 |
-19.18 |
-0.8% |
2,366.43 |
| Low |
2,308.05 |
2,311.99 |
3.94 |
0.2% |
2,284.64 |
| Close |
2,315.26 |
2,326.77 |
11.51 |
0.5% |
2,346.29 |
| Range |
51.93 |
28.81 |
-23.12 |
-44.5% |
81.79 |
| ATR |
30.28 |
30.18 |
-0.11 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.95 |
2,398.67 |
2,342.62 |
|
| R3 |
2,384.14 |
2,369.86 |
2,334.69 |
|
| R2 |
2,355.33 |
2,355.33 |
2,332.05 |
|
| R1 |
2,341.05 |
2,341.05 |
2,329.41 |
2,348.19 |
| PP |
2,326.52 |
2,326.52 |
2,326.52 |
2,330.09 |
| S1 |
2,312.24 |
2,312.24 |
2,324.13 |
2,319.38 |
| S2 |
2,297.71 |
2,297.71 |
2,321.49 |
|
| S3 |
2,268.90 |
2,283.43 |
2,318.85 |
|
| S4 |
2,240.09 |
2,254.62 |
2,310.92 |
|
|
| 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 |
2,362.79 |
2,285.44 |
77.35 |
3.3% |
32.98 |
1.4% |
53% |
False |
False |
|
| 10 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
30.80 |
1.3% |
35% |
False |
False |
|
| 20 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
25.13 |
1.1% |
35% |
False |
False |
|
| 40 |
2,403.52 |
2,237.73 |
165.79 |
7.1% |
25.92 |
1.1% |
54% |
False |
False |
|
| 60 |
2,403.52 |
2,182.99 |
220.53 |
9.5% |
22.90 |
1.0% |
65% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
23.58 |
1.0% |
76% |
False |
False |
|
| 100 |
2,403.52 |
1,999.89 |
403.63 |
17.3% |
23.62 |
1.0% |
81% |
False |
False |
|
| 120 |
2,403.52 |
1,879.71 |
523.81 |
22.5% |
23.92 |
1.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.24 |
|
2.618 |
2,416.22 |
|
1.618 |
2,387.41 |
|
1.000 |
2,369.61 |
|
0.618 |
2,358.60 |
|
HIGH |
2,340.80 |
|
0.618 |
2,329.79 |
|
0.500 |
2,326.40 |
|
0.382 |
2,323.00 |
|
LOW |
2,311.99 |
|
0.618 |
2,294.19 |
|
1.000 |
2,283.18 |
|
1.618 |
2,265.38 |
|
2.618 |
2,236.57 |
|
4.250 |
2,189.55 |
|
|