| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.86 |
2,564.93 |
21.07 |
0.8% |
2,519.33 |
| High |
2,552.99 |
2,572.64 |
19.65 |
0.8% |
2,567.28 |
| Low |
2,537.99 |
2,554.29 |
16.30 |
0.6% |
2,513.51 |
| Close |
2,547.32 |
2,569.49 |
22.17 |
0.9% |
2,547.32 |
| Range |
15.00 |
18.35 |
3.35 |
22.3% |
53.77 |
| ATR |
27.36 |
27.21 |
-0.15 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.52 |
2,613.36 |
2,579.58 |
|
| R3 |
2,602.17 |
2,595.01 |
2,574.54 |
|
| R2 |
2,583.82 |
2,583.82 |
2,572.85 |
|
| R1 |
2,576.66 |
2,576.66 |
2,571.17 |
2,580.24 |
| PP |
2,565.47 |
2,565.47 |
2,565.47 |
2,567.27 |
| S1 |
2,558.31 |
2,558.31 |
2,567.81 |
2,561.89 |
| S2 |
2,547.12 |
2,547.12 |
2,566.13 |
|
| S3 |
2,528.77 |
2,539.96 |
2,564.44 |
|
| S4 |
2,510.42 |
2,521.61 |
2,559.40 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.01 |
2,679.44 |
2,576.89 |
|
| R3 |
2,650.24 |
2,625.67 |
2,562.11 |
|
| R2 |
2,596.47 |
2,596.47 |
2,557.18 |
|
| R1 |
2,571.90 |
2,571.90 |
2,552.25 |
2,584.19 |
| PP |
2,542.70 |
2,542.70 |
2,542.70 |
2,548.85 |
| S1 |
2,518.13 |
2,518.13 |
2,542.39 |
2,530.42 |
| S2 |
2,488.93 |
2,488.93 |
2,537.46 |
|
| S3 |
2,435.16 |
2,464.36 |
2,532.53 |
|
| S4 |
2,381.39 |
2,410.59 |
2,517.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,572.64 |
2,514.90 |
57.74 |
2.2% |
20.82 |
0.8% |
95% |
True |
False |
|
| 10 |
2,572.64 |
2,453.05 |
119.59 |
4.7% |
20.46 |
0.8% |
97% |
True |
False |
|
| 20 |
2,572.64 |
2,385.79 |
186.85 |
7.3% |
22.04 |
0.9% |
98% |
True |
False |
|
| 40 |
2,572.64 |
2,209.57 |
363.07 |
14.1% |
23.61 |
0.9% |
99% |
True |
False |
|
| 60 |
2,572.64 |
2,150.71 |
421.93 |
16.4% |
27.40 |
1.1% |
99% |
True |
False |
|
| 80 |
2,572.64 |
2,150.71 |
421.93 |
16.4% |
30.74 |
1.2% |
99% |
True |
False |
|
| 100 |
2,572.64 |
2,042.90 |
529.74 |
20.6% |
35.57 |
1.4% |
99% |
True |
False |
|
| 120 |
2,572.64 |
2,042.90 |
529.74 |
20.6% |
37.75 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.63 |
|
2.618 |
2,620.68 |
|
1.618 |
2,602.33 |
|
1.000 |
2,590.99 |
|
0.618 |
2,583.98 |
|
HIGH |
2,572.64 |
|
0.618 |
2,565.63 |
|
0.500 |
2,563.47 |
|
0.382 |
2,561.30 |
|
LOW |
2,554.29 |
|
0.618 |
2,542.95 |
|
1.000 |
2,535.94 |
|
1.618 |
2,524.60 |
|
2.618 |
2,506.25 |
|
4.250 |
2,476.30 |
|
|