| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,578.91 |
2,602.66 |
23.75 |
0.9% |
2,589.21 |
| High |
2,598.10 |
2,609.45 |
11.35 |
0.4% |
2,609.45 |
| Low |
2,570.07 |
2,598.67 |
28.60 |
1.1% |
2,570.07 |
| Close |
2,594.93 |
2,604.21 |
9.28 |
0.4% |
2,604.21 |
| Range |
28.03 |
10.78 |
-17.25 |
-61.5% |
39.38 |
| ATR |
27.91 |
26.96 |
-0.96 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,636.45 |
2,631.11 |
2,610.14 |
|
| R3 |
2,625.67 |
2,620.33 |
2,607.17 |
|
| R2 |
2,614.89 |
2,614.89 |
2,606.19 |
|
| R1 |
2,609.55 |
2,609.55 |
2,605.20 |
2,612.22 |
| PP |
2,604.11 |
2,604.11 |
2,604.11 |
2,605.45 |
| S1 |
2,598.77 |
2,598.77 |
2,603.22 |
2,601.44 |
| S2 |
2,593.33 |
2,593.33 |
2,602.23 |
|
| S3 |
2,582.55 |
2,587.99 |
2,601.25 |
|
| S4 |
2,571.77 |
2,577.21 |
2,598.28 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.72 |
2,697.84 |
2,625.87 |
|
| R3 |
2,673.34 |
2,658.46 |
2,615.04 |
|
| R2 |
2,633.96 |
2,633.96 |
2,611.43 |
|
| R1 |
2,619.08 |
2,619.08 |
2,607.82 |
2,626.52 |
| PP |
2,594.58 |
2,594.58 |
2,594.58 |
2,598.30 |
| S1 |
2,579.70 |
2,579.70 |
2,600.60 |
2,587.14 |
| S2 |
2,555.20 |
2,555.20 |
2,596.99 |
|
| S3 |
2,515.82 |
2,540.32 |
2,593.38 |
|
| S4 |
2,476.44 |
2,500.94 |
2,582.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,609.45 |
2,570.07 |
39.38 |
1.5% |
20.94 |
0.8% |
87% |
True |
False |
|
| 10 |
2,609.45 |
2,537.99 |
71.46 |
2.7% |
25.11 |
1.0% |
93% |
True |
False |
|
| 20 |
2,609.45 |
2,433.63 |
175.82 |
6.8% |
23.75 |
0.9% |
97% |
True |
False |
|
| 40 |
2,609.45 |
2,262.22 |
347.23 |
13.3% |
23.18 |
0.9% |
98% |
True |
False |
|
| 60 |
2,609.45 |
2,205.77 |
403.68 |
15.5% |
26.22 |
1.0% |
99% |
True |
False |
|
| 80 |
2,609.45 |
2,150.71 |
458.74 |
17.6% |
29.13 |
1.1% |
99% |
True |
False |
|
| 100 |
2,609.45 |
2,042.90 |
566.55 |
21.8% |
32.69 |
1.3% |
99% |
True |
False |
|
| 120 |
2,609.45 |
2,042.90 |
566.55 |
21.8% |
35.91 |
1.4% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,655.27 |
|
2.618 |
2,637.67 |
|
1.618 |
2,626.89 |
|
1.000 |
2,620.23 |
|
0.618 |
2,616.11 |
|
HIGH |
2,609.45 |
|
0.618 |
2,605.33 |
|
0.500 |
2,604.06 |
|
0.382 |
2,602.79 |
|
LOW |
2,598.67 |
|
0.618 |
2,592.01 |
|
1.000 |
2,587.89 |
|
1.618 |
2,581.23 |
|
2.618 |
2,570.45 |
|
4.250 |
2,552.86 |
|
|