Day Change Summary |
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Previous |
Current |
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24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2,602.66 |
2,589.44 |
-13.22 |
-0.5% |
2,589.21 |
High |
2,609.45 |
2,616.86 |
7.41 |
0.3% |
2,609.45 |
Low |
2,598.67 |
2,579.63 |
-19.04 |
-0.7% |
2,570.07 |
Close |
2,604.21 |
2,606.76 |
2.55 |
0.1% |
2,604.21 |
Range |
10.78 |
37.23 |
26.45 |
245.4% |
39.38 |
ATR |
26.96 |
27.69 |
0.73 |
2.7% |
0.00 |
Volume |
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Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,712.77 |
2,697.00 |
2,627.24 |
|
R3 |
2,675.54 |
2,659.77 |
2,617.00 |
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R2 |
2,638.31 |
2,638.31 |
2,613.59 |
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R1 |
2,622.54 |
2,622.54 |
2,610.17 |
2,630.43 |
PP |
2,601.08 |
2,601.08 |
2,601.08 |
2,605.03 |
S1 |
2,585.31 |
2,585.31 |
2,603.35 |
2,593.20 |
S2 |
2,563.85 |
2,563.85 |
2,599.93 |
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S3 |
2,526.62 |
2,548.08 |
2,596.52 |
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S4 |
2,489.39 |
2,510.85 |
2,586.28 |
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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 |
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R2 |
2,633.96 |
2,633.96 |
2,611.43 |
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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 |
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S3 |
2,515.82 |
2,540.32 |
2,593.38 |
|
S4 |
2,476.44 |
2,500.94 |
2,582.55 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,616.86 |
2,570.07 |
46.79 |
1.8% |
24.24 |
0.9% |
78% |
True |
False |
|
10 |
2,616.86 |
2,551.35 |
65.51 |
2.5% |
27.33 |
1.0% |
85% |
True |
False |
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20 |
2,616.86 |
2,433.63 |
183.23 |
7.0% |
24.73 |
0.9% |
94% |
True |
False |
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40 |
2,616.86 |
2,264.89 |
351.97 |
13.5% |
23.28 |
0.9% |
97% |
True |
False |
|
60 |
2,616.86 |
2,209.57 |
407.29 |
15.6% |
26.26 |
1.0% |
98% |
True |
False |
|
80 |
2,616.86 |
2,150.71 |
466.15 |
17.9% |
29.23 |
1.1% |
98% |
True |
False |
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100 |
2,616.86 |
2,042.90 |
573.96 |
22.0% |
32.36 |
1.2% |
98% |
True |
False |
|
120 |
2,616.86 |
2,042.90 |
573.96 |
22.0% |
35.95 |
1.4% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,775.09 |
2.618 |
2,714.33 |
1.618 |
2,677.10 |
1.000 |
2,654.09 |
0.618 |
2,639.87 |
HIGH |
2,616.86 |
0.618 |
2,602.64 |
0.500 |
2,598.25 |
0.382 |
2,593.85 |
LOW |
2,579.63 |
0.618 |
2,556.62 |
1.000 |
2,542.40 |
1.618 |
2,519.39 |
2.618 |
2,482.16 |
4.250 |
2,421.40 |
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