| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,587.22 |
2,589.21 |
1.99 |
0.1% |
2,564.93 |
| High |
2,593.56 |
2,601.74 |
8.18 |
0.3% |
2,600.96 |
| Low |
2,572.82 |
2,574.32 |
1.50 |
0.1% |
2,551.35 |
| Close |
2,584.24 |
2,590.24 |
6.00 |
0.2% |
2,584.24 |
| Range |
20.74 |
27.42 |
6.68 |
32.2% |
49.61 |
| ATR |
28.79 |
28.69 |
-0.10 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.03 |
2,658.05 |
2,605.32 |
|
| R3 |
2,643.61 |
2,630.63 |
2,597.78 |
|
| R2 |
2,616.19 |
2,616.19 |
2,595.27 |
|
| R1 |
2,603.21 |
2,603.21 |
2,592.75 |
2,609.70 |
| PP |
2,588.77 |
2,588.77 |
2,588.77 |
2,592.01 |
| S1 |
2,575.79 |
2,575.79 |
2,587.73 |
2,582.28 |
| S2 |
2,561.35 |
2,561.35 |
2,585.21 |
|
| S3 |
2,533.93 |
2,548.37 |
2,582.70 |
|
| S4 |
2,506.51 |
2,520.95 |
2,575.16 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.68 |
2,705.57 |
2,611.53 |
|
| R3 |
2,678.07 |
2,655.96 |
2,597.88 |
|
| R2 |
2,628.46 |
2,628.46 |
2,593.34 |
|
| R1 |
2,606.35 |
2,606.35 |
2,588.79 |
2,617.41 |
| PP |
2,578.85 |
2,578.85 |
2,578.85 |
2,584.38 |
| S1 |
2,556.74 |
2,556.74 |
2,579.69 |
2,567.80 |
| S2 |
2,529.24 |
2,529.24 |
2,575.14 |
|
| S3 |
2,479.63 |
2,507.13 |
2,570.60 |
|
| S4 |
2,430.02 |
2,457.52 |
2,556.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,601.74 |
2,551.35 |
50.39 |
1.9% |
32.24 |
1.2% |
77% |
True |
False |
|
| 10 |
2,601.74 |
2,514.90 |
86.84 |
3.4% |
26.53 |
1.0% |
87% |
True |
False |
|
| 20 |
2,601.74 |
2,423.24 |
178.50 |
6.9% |
24.99 |
1.0% |
94% |
True |
False |
|
| 40 |
2,601.74 |
2,251.31 |
350.43 |
13.5% |
23.17 |
0.9% |
97% |
True |
False |
|
| 60 |
2,601.74 |
2,150.71 |
451.03 |
17.4% |
26.77 |
1.0% |
97% |
True |
False |
|
| 80 |
2,601.74 |
2,150.71 |
451.03 |
17.4% |
30.04 |
1.2% |
97% |
True |
False |
|
| 100 |
2,601.74 |
2,042.90 |
558.84 |
21.6% |
34.20 |
1.3% |
98% |
True |
False |
|
| 120 |
2,601.74 |
2,042.90 |
558.84 |
21.6% |
36.61 |
1.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.28 |
|
2.618 |
2,673.53 |
|
1.618 |
2,646.11 |
|
1.000 |
2,629.16 |
|
0.618 |
2,618.69 |
|
HIGH |
2,601.74 |
|
0.618 |
2,591.27 |
|
0.500 |
2,588.03 |
|
0.382 |
2,584.79 |
|
LOW |
2,574.32 |
|
0.618 |
2,557.37 |
|
1.000 |
2,546.90 |
|
1.618 |
2,529.95 |
|
2.618 |
2,502.53 |
|
4.250 |
2,457.79 |
|
|