| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,589.44 |
2,610.04 |
20.60 |
0.8% |
2,589.21 |
| High |
2,616.86 |
2,634.23 |
17.37 |
0.7% |
2,609.45 |
| Low |
2,579.63 |
2,607.50 |
27.87 |
1.1% |
2,570.07 |
| Close |
2,606.76 |
2,633.46 |
26.70 |
1.0% |
2,604.21 |
| Range |
37.23 |
26.73 |
-10.50 |
-28.2% |
39.38 |
| ATR |
27.69 |
27.68 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.25 |
2,696.09 |
2,648.16 |
|
| R3 |
2,678.52 |
2,669.36 |
2,640.81 |
|
| R2 |
2,651.79 |
2,651.79 |
2,638.36 |
|
| R1 |
2,642.63 |
2,642.63 |
2,635.91 |
2,647.21 |
| PP |
2,625.06 |
2,625.06 |
2,625.06 |
2,627.36 |
| S1 |
2,615.90 |
2,615.90 |
2,631.01 |
2,620.48 |
| S2 |
2,598.33 |
2,598.33 |
2,628.56 |
|
| S3 |
2,571.60 |
2,589.17 |
2,626.11 |
|
| S4 |
2,544.87 |
2,562.44 |
2,618.76 |
|
|
| 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 |
2,634.23 |
2,570.07 |
64.16 |
2.4% |
24.10 |
0.9% |
99% |
True |
False |
|
| 10 |
2,634.23 |
2,551.35 |
82.88 |
3.1% |
28.17 |
1.1% |
99% |
True |
False |
|
| 20 |
2,634.23 |
2,453.05 |
181.18 |
6.9% |
24.32 |
0.9% |
100% |
True |
False |
|
| 40 |
2,634.23 |
2,277.77 |
356.46 |
13.5% |
23.43 |
0.9% |
100% |
True |
False |
|
| 60 |
2,634.23 |
2,209.57 |
424.66 |
16.1% |
26.21 |
1.0% |
100% |
True |
False |
|
| 80 |
2,634.23 |
2,150.71 |
483.52 |
18.4% |
29.14 |
1.1% |
100% |
True |
False |
|
| 100 |
2,634.23 |
2,106.62 |
527.61 |
20.0% |
31.75 |
1.2% |
100% |
True |
False |
|
| 120 |
2,634.23 |
2,042.90 |
591.33 |
22.5% |
35.69 |
1.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.83 |
|
2.618 |
2,704.21 |
|
1.618 |
2,677.48 |
|
1.000 |
2,660.96 |
|
0.618 |
2,650.75 |
|
HIGH |
2,634.23 |
|
0.618 |
2,624.02 |
|
0.500 |
2,620.87 |
|
0.382 |
2,617.71 |
|
LOW |
2,607.50 |
|
0.618 |
2,590.98 |
|
1.000 |
2,580.77 |
|
1.618 |
2,564.25 |
|
2.618 |
2,537.52 |
|
4.250 |
2,493.90 |
|
|