| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,584.95 |
2,555.55 |
-29.40 |
-1.1% |
2,519.33 |
| High |
2,600.96 |
2,594.71 |
-6.25 |
-0.2% |
2,567.28 |
| Low |
2,552.56 |
2,551.35 |
-1.21 |
0.0% |
2,513.51 |
| Close |
2,556.01 |
2,592.29 |
36.28 |
1.4% |
2,547.32 |
| Range |
48.40 |
43.36 |
-5.04 |
-10.4% |
53.77 |
| ATR |
28.33 |
29.40 |
1.07 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.53 |
2,694.27 |
2,616.14 |
|
| R3 |
2,666.17 |
2,650.91 |
2,604.21 |
|
| R2 |
2,622.81 |
2,622.81 |
2,600.24 |
|
| R1 |
2,607.55 |
2,607.55 |
2,596.26 |
2,615.18 |
| PP |
2,579.45 |
2,579.45 |
2,579.45 |
2,583.27 |
| S1 |
2,564.19 |
2,564.19 |
2,588.32 |
2,571.82 |
| S2 |
2,536.09 |
2,536.09 |
2,584.34 |
|
| S3 |
2,492.73 |
2,520.83 |
2,580.37 |
|
| S4 |
2,449.37 |
2,477.47 |
2,568.44 |
|
|
| 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 |
2,600.96 |
2,537.99 |
62.97 |
2.4% |
29.28 |
1.1% |
86% |
False |
False |
|
| 10 |
2,600.96 |
2,513.51 |
87.45 |
3.4% |
24.92 |
1.0% |
90% |
False |
False |
|
| 20 |
2,600.96 |
2,423.24 |
177.72 |
6.9% |
24.63 |
0.9% |
95% |
False |
False |
|
| 40 |
2,600.96 |
2,222.68 |
378.28 |
14.6% |
23.85 |
0.9% |
98% |
False |
False |
|
| 60 |
2,600.96 |
2,150.71 |
450.25 |
17.4% |
27.13 |
1.0% |
98% |
False |
False |
|
| 80 |
2,600.96 |
2,150.71 |
450.25 |
17.4% |
30.59 |
1.2% |
98% |
False |
False |
|
| 100 |
2,600.96 |
2,042.90 |
558.06 |
21.5% |
34.87 |
1.3% |
98% |
False |
False |
|
| 120 |
2,600.96 |
2,042.90 |
558.06 |
21.5% |
37.24 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.99 |
|
2.618 |
2,708.23 |
|
1.618 |
2,664.87 |
|
1.000 |
2,638.07 |
|
0.618 |
2,621.51 |
|
HIGH |
2,594.71 |
|
0.618 |
2,578.15 |
|
0.500 |
2,573.03 |
|
0.382 |
2,567.91 |
|
LOW |
2,551.35 |
|
0.618 |
2,524.55 |
|
1.000 |
2,507.99 |
|
1.618 |
2,481.19 |
|
2.618 |
2,437.83 |
|
4.250 |
2,367.07 |
|
|