| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,610.04 |
2,638.97 |
28.93 |
1.1% |
2,589.21 |
| High |
2,634.23 |
2,645.20 |
10.97 |
0.4% |
2,609.45 |
| Low |
2,607.50 |
2,614.48 |
6.98 |
0.3% |
2,570.07 |
| Close |
2,633.46 |
2,623.10 |
-10.36 |
-0.4% |
2,604.21 |
| Range |
26.73 |
30.72 |
3.99 |
14.9% |
39.38 |
| ATR |
27.68 |
27.89 |
0.22 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.75 |
2,702.15 |
2,640.00 |
|
| R3 |
2,689.03 |
2,671.43 |
2,631.55 |
|
| R2 |
2,658.31 |
2,658.31 |
2,628.73 |
|
| R1 |
2,640.71 |
2,640.71 |
2,625.92 |
2,634.15 |
| PP |
2,627.59 |
2,627.59 |
2,627.59 |
2,624.32 |
| S1 |
2,609.99 |
2,609.99 |
2,620.28 |
2,603.43 |
| S2 |
2,596.87 |
2,596.87 |
2,617.47 |
|
| S3 |
2,566.15 |
2,579.27 |
2,614.65 |
|
| S4 |
2,535.43 |
2,548.55 |
2,606.20 |
|
|
| 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 |
2,645.20 |
2,570.07 |
75.13 |
2.9% |
26.70 |
1.0% |
71% |
True |
False |
|
| 10 |
2,645.20 |
2,551.35 |
93.85 |
3.6% |
29.12 |
1.1% |
76% |
True |
False |
|
| 20 |
2,645.20 |
2,474.29 |
170.91 |
6.5% |
24.43 |
0.9% |
87% |
True |
False |
|
| 40 |
2,645.20 |
2,307.56 |
337.64 |
12.9% |
23.91 |
0.9% |
93% |
True |
False |
|
| 60 |
2,645.20 |
2,209.57 |
435.63 |
16.6% |
26.34 |
1.0% |
95% |
True |
False |
|
| 80 |
2,645.20 |
2,150.71 |
494.49 |
18.9% |
29.15 |
1.1% |
96% |
True |
False |
|
| 100 |
2,645.20 |
2,150.71 |
494.49 |
18.9% |
31.24 |
1.2% |
96% |
True |
False |
|
| 120 |
2,645.20 |
2,042.90 |
602.30 |
23.0% |
35.69 |
1.4% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,775.76 |
|
2.618 |
2,725.62 |
|
1.618 |
2,694.90 |
|
1.000 |
2,675.92 |
|
0.618 |
2,664.18 |
|
HIGH |
2,645.20 |
|
0.618 |
2,633.46 |
|
0.500 |
2,629.84 |
|
0.382 |
2,626.22 |
|
LOW |
2,614.48 |
|
0.618 |
2,595.50 |
|
1.000 |
2,583.76 |
|
1.618 |
2,564.78 |
|
2.618 |
2,534.06 |
|
4.250 |
2,483.92 |
|
|