| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,586.32 |
2,578.91 |
-7.41 |
-0.3% |
2,564.93 |
| High |
2,593.05 |
2,598.10 |
5.05 |
0.2% |
2,600.96 |
| Low |
2,575.31 |
2,570.07 |
-5.24 |
-0.2% |
2,551.35 |
| Close |
2,579.78 |
2,594.93 |
15.15 |
0.6% |
2,584.24 |
| Range |
17.74 |
28.03 |
10.29 |
58.0% |
49.61 |
| ATR |
27.91 |
27.91 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.79 |
2,661.39 |
2,610.35 |
|
| R3 |
2,643.76 |
2,633.36 |
2,602.64 |
|
| R2 |
2,615.73 |
2,615.73 |
2,600.07 |
|
| R1 |
2,605.33 |
2,605.33 |
2,597.50 |
2,610.53 |
| PP |
2,587.70 |
2,587.70 |
2,587.70 |
2,590.30 |
| S1 |
2,577.30 |
2,577.30 |
2,592.36 |
2,582.50 |
| S2 |
2,559.67 |
2,559.67 |
2,589.79 |
|
| S3 |
2,531.64 |
2,549.27 |
2,587.22 |
|
| S4 |
2,503.61 |
2,521.24 |
2,579.51 |
|
|
| 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% |
27.46 |
1.1% |
86% |
False |
False |
|
| 10 |
2,601.74 |
2,537.99 |
63.75 |
2.5% |
26.64 |
1.0% |
89% |
False |
False |
|
| 20 |
2,601.74 |
2,433.63 |
168.11 |
6.5% |
24.93 |
1.0% |
96% |
False |
False |
|
| 40 |
2,601.74 |
2,262.22 |
339.52 |
13.1% |
23.39 |
0.9% |
98% |
False |
False |
|
| 60 |
2,601.74 |
2,205.77 |
395.97 |
15.3% |
26.40 |
1.0% |
98% |
False |
False |
|
| 80 |
2,601.74 |
2,150.71 |
451.03 |
17.4% |
29.24 |
1.1% |
98% |
False |
False |
|
| 100 |
2,601.74 |
2,042.90 |
558.84 |
21.5% |
33.04 |
1.3% |
99% |
False |
False |
|
| 120 |
2,601.74 |
2,042.90 |
558.84 |
21.5% |
36.22 |
1.4% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.23 |
|
2.618 |
2,671.48 |
|
1.618 |
2,643.45 |
|
1.000 |
2,626.13 |
|
0.618 |
2,615.42 |
|
HIGH |
2,598.10 |
|
0.618 |
2,587.39 |
|
0.500 |
2,584.09 |
|
0.382 |
2,580.78 |
|
LOW |
2,570.07 |
|
0.618 |
2,552.75 |
|
1.000 |
2,542.04 |
|
1.618 |
2,524.72 |
|
2.618 |
2,496.69 |
|
4.250 |
2,450.94 |
|
|