| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,634.20 |
2,640.43 |
6.23 |
0.2% |
2,589.44 |
| High |
2,645.91 |
2,650.00 |
4.09 |
0.2% |
2,650.00 |
| Low |
2,625.42 |
2,633.28 |
7.86 |
0.3% |
2,579.63 |
| Close |
2,643.54 |
2,641.58 |
-1.96 |
-0.1% |
2,641.58 |
| Range |
20.49 |
16.72 |
-3.77 |
-18.4% |
70.37 |
| ATR |
27.53 |
26.76 |
-0.77 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.78 |
2,683.40 |
2,650.78 |
|
| R3 |
2,675.06 |
2,666.68 |
2,646.18 |
|
| R2 |
2,658.34 |
2,658.34 |
2,644.65 |
|
| R1 |
2,649.96 |
2,649.96 |
2,643.11 |
2,654.15 |
| PP |
2,641.62 |
2,641.62 |
2,641.62 |
2,643.72 |
| S1 |
2,633.24 |
2,633.24 |
2,640.05 |
2,637.43 |
| S2 |
2,624.90 |
2,624.90 |
2,638.51 |
|
| S3 |
2,608.18 |
2,616.52 |
2,636.98 |
|
| S4 |
2,591.46 |
2,599.80 |
2,632.38 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.85 |
2,808.58 |
2,680.28 |
|
| R3 |
2,764.48 |
2,738.21 |
2,660.93 |
|
| R2 |
2,694.11 |
2,694.11 |
2,654.48 |
|
| R1 |
2,667.84 |
2,667.84 |
2,648.03 |
2,680.98 |
| PP |
2,623.74 |
2,623.74 |
2,623.74 |
2,630.30 |
| S1 |
2,597.47 |
2,597.47 |
2,635.13 |
2,610.61 |
| S2 |
2,553.37 |
2,553.37 |
2,628.68 |
|
| S3 |
2,483.00 |
2,527.10 |
2,622.23 |
|
| S4 |
2,412.63 |
2,456.73 |
2,602.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,650.00 |
2,579.63 |
70.37 |
2.7% |
26.38 |
1.0% |
88% |
True |
False |
|
| 10 |
2,650.00 |
2,570.07 |
79.93 |
3.0% |
23.66 |
0.9% |
89% |
True |
False |
|
| 20 |
2,650.00 |
2,513.51 |
136.49 |
5.2% |
24.29 |
0.9% |
94% |
True |
False |
|
| 40 |
2,650.00 |
2,317.52 |
332.48 |
12.6% |
23.78 |
0.9% |
97% |
True |
False |
|
| 60 |
2,650.00 |
2,209.57 |
440.43 |
16.7% |
26.00 |
1.0% |
98% |
True |
False |
|
| 80 |
2,650.00 |
2,150.71 |
499.29 |
18.9% |
28.47 |
1.1% |
98% |
True |
False |
|
| 100 |
2,650.00 |
2,150.71 |
499.29 |
18.9% |
30.76 |
1.2% |
98% |
True |
False |
|
| 120 |
2,650.00 |
2,042.90 |
607.10 |
23.0% |
35.23 |
1.3% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.06 |
|
2.618 |
2,693.77 |
|
1.618 |
2,677.05 |
|
1.000 |
2,666.72 |
|
0.618 |
2,660.33 |
|
HIGH |
2,650.00 |
|
0.618 |
2,643.61 |
|
0.500 |
2,641.64 |
|
0.382 |
2,639.67 |
|
LOW |
2,633.28 |
|
0.618 |
2,622.95 |
|
1.000 |
2,616.56 |
|
1.618 |
2,606.23 |
|
2.618 |
2,589.51 |
|
4.250 |
2,562.22 |
|
|