| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,774.44 |
2,771.16 |
-3.28 |
-0.1% |
2,749.40 |
| High |
2,777.13 |
2,776.71 |
-0.42 |
0.0% |
2,780.13 |
| Low |
2,766.31 |
2,761.41 |
-4.90 |
-0.2% |
2,715.51 |
| Close |
2,774.64 |
2,762.62 |
-12.02 |
-0.4% |
2,775.56 |
| Range |
10.82 |
15.30 |
4.48 |
41.4% |
64.62 |
| ATR |
28.82 |
27.86 |
-0.97 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.81 |
2,803.02 |
2,771.04 |
|
| R3 |
2,797.51 |
2,787.72 |
2,766.83 |
|
| R2 |
2,782.21 |
2,782.21 |
2,765.43 |
|
| R1 |
2,772.42 |
2,772.42 |
2,764.02 |
2,769.67 |
| PP |
2,766.91 |
2,766.91 |
2,766.91 |
2,765.54 |
| S1 |
2,757.12 |
2,757.12 |
2,761.22 |
2,754.37 |
| S2 |
2,751.61 |
2,751.61 |
2,759.82 |
|
| S3 |
2,736.31 |
2,741.82 |
2,758.41 |
|
| S4 |
2,721.01 |
2,726.52 |
2,754.21 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.93 |
2,927.86 |
2,811.10 |
|
| R3 |
2,886.31 |
2,863.24 |
2,793.33 |
|
| R2 |
2,821.69 |
2,821.69 |
2,787.41 |
|
| R1 |
2,798.62 |
2,798.62 |
2,781.48 |
2,810.16 |
| PP |
2,757.07 |
2,757.07 |
2,757.07 |
2,762.83 |
| S1 |
2,734.00 |
2,734.00 |
2,769.64 |
2,745.54 |
| S2 |
2,692.45 |
2,692.45 |
2,763.71 |
|
| S3 |
2,627.83 |
2,669.38 |
2,757.79 |
|
| S4 |
2,563.21 |
2,604.76 |
2,740.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.13 |
2,716.36 |
63.77 |
2.3% |
19.68 |
0.7% |
73% |
False |
False |
|
| 10 |
2,780.13 |
2,715.51 |
64.62 |
2.3% |
25.47 |
0.9% |
73% |
False |
False |
|
| 20 |
2,780.13 |
2,710.80 |
69.33 |
2.5% |
22.37 |
0.8% |
75% |
False |
False |
|
| 40 |
2,780.13 |
2,598.57 |
181.56 |
6.6% |
24.82 |
0.9% |
90% |
False |
False |
|
| 60 |
2,780.13 |
2,494.38 |
285.75 |
10.3% |
26.86 |
1.0% |
94% |
False |
False |
|
| 80 |
2,784.81 |
2,494.38 |
290.43 |
10.5% |
29.25 |
1.1% |
92% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.18 |
1.1% |
70% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
28.83 |
1.0% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.74 |
|
2.618 |
2,816.77 |
|
1.618 |
2,801.47 |
|
1.000 |
2,792.01 |
|
0.618 |
2,786.17 |
|
HIGH |
2,776.71 |
|
0.618 |
2,770.87 |
|
0.500 |
2,769.06 |
|
0.382 |
2,767.25 |
|
LOW |
2,761.41 |
|
0.618 |
2,751.95 |
|
1.000 |
2,746.11 |
|
1.618 |
2,736.65 |
|
2.618 |
2,721.35 |
|
4.250 |
2,696.39 |
|
|