| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,638.97 |
2,634.20 |
-4.77 |
-0.2% |
2,589.21 |
| High |
2,645.20 |
2,645.91 |
0.71 |
0.0% |
2,609.45 |
| Low |
2,614.48 |
2,625.42 |
10.94 |
0.4% |
2,570.07 |
| Close |
2,623.10 |
2,643.54 |
20.44 |
0.8% |
2,604.21 |
| Range |
30.72 |
20.49 |
-10.23 |
-33.3% |
39.38 |
| ATR |
27.89 |
27.53 |
-0.36 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.76 |
2,692.14 |
2,654.81 |
|
| R3 |
2,679.27 |
2,671.65 |
2,649.17 |
|
| R2 |
2,658.78 |
2,658.78 |
2,647.30 |
|
| R1 |
2,651.16 |
2,651.16 |
2,645.42 |
2,654.97 |
| PP |
2,638.29 |
2,638.29 |
2,638.29 |
2,640.20 |
| S1 |
2,630.67 |
2,630.67 |
2,641.66 |
2,634.48 |
| S2 |
2,617.80 |
2,617.80 |
2,639.78 |
|
| S3 |
2,597.31 |
2,610.18 |
2,637.91 |
|
| S4 |
2,576.82 |
2,589.69 |
2,632.27 |
|
|
| 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 |
2,645.91 |
2,579.63 |
66.28 |
2.5% |
25.19 |
1.0% |
96% |
True |
False |
|
| 10 |
2,645.91 |
2,551.35 |
94.56 |
3.6% |
26.32 |
1.0% |
97% |
True |
False |
|
| 20 |
2,645.91 |
2,487.15 |
158.76 |
6.0% |
24.30 |
0.9% |
99% |
True |
False |
|
| 40 |
2,645.91 |
2,307.56 |
338.35 |
12.8% |
24.00 |
0.9% |
99% |
True |
False |
|
| 60 |
2,645.91 |
2,209.57 |
436.34 |
16.5% |
26.19 |
1.0% |
99% |
True |
False |
|
| 80 |
2,645.91 |
2,150.71 |
495.20 |
18.7% |
28.67 |
1.1% |
100% |
True |
False |
|
| 100 |
2,645.91 |
2,150.71 |
495.20 |
18.7% |
30.96 |
1.2% |
100% |
True |
False |
|
| 120 |
2,645.91 |
2,042.90 |
603.01 |
22.8% |
35.55 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.99 |
|
2.618 |
2,699.55 |
|
1.618 |
2,679.06 |
|
1.000 |
2,666.40 |
|
0.618 |
2,658.57 |
|
HIGH |
2,645.91 |
|
0.618 |
2,638.08 |
|
0.500 |
2,635.67 |
|
0.382 |
2,633.25 |
|
LOW |
2,625.42 |
|
0.618 |
2,612.76 |
|
1.000 |
2,604.93 |
|
1.618 |
2,592.27 |
|
2.618 |
2,571.78 |
|
4.250 |
2,538.34 |
|
|