| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,771.16 |
2,770.70 |
-0.46 |
0.0% |
2,749.40 |
| High |
2,776.71 |
2,783.19 |
6.48 |
0.2% |
2,780.13 |
| Low |
2,761.41 |
2,765.04 |
3.63 |
0.1% |
2,715.51 |
| Close |
2,762.62 |
2,773.77 |
11.15 |
0.4% |
2,775.56 |
| Range |
15.30 |
18.15 |
2.85 |
18.6% |
64.62 |
| ATR |
27.86 |
27.34 |
-0.52 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.45 |
2,819.26 |
2,783.75 |
|
| R3 |
2,810.30 |
2,801.11 |
2,778.76 |
|
| R2 |
2,792.15 |
2,792.15 |
2,777.10 |
|
| R1 |
2,782.96 |
2,782.96 |
2,775.43 |
2,787.56 |
| PP |
2,774.00 |
2,774.00 |
2,774.00 |
2,776.30 |
| S1 |
2,764.81 |
2,764.81 |
2,772.11 |
2,769.41 |
| S2 |
2,755.85 |
2,755.85 |
2,770.44 |
|
| S3 |
2,737.70 |
2,746.66 |
2,768.78 |
|
| S4 |
2,719.55 |
2,728.51 |
2,763.79 |
|
|
| 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 |
2,783.19 |
2,716.36 |
66.83 |
2.4% |
19.36 |
0.7% |
86% |
True |
False |
|
| 10 |
2,783.19 |
2,715.51 |
67.68 |
2.4% |
24.78 |
0.9% |
86% |
True |
False |
|
| 20 |
2,783.19 |
2,715.51 |
67.68 |
2.4% |
22.51 |
0.8% |
86% |
True |
False |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
24.68 |
0.9% |
95% |
True |
False |
|
| 60 |
2,783.19 |
2,494.38 |
288.81 |
10.4% |
26.70 |
1.0% |
97% |
True |
False |
|
| 80 |
2,784.81 |
2,494.38 |
290.43 |
10.5% |
29.01 |
1.0% |
96% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
29.26 |
1.1% |
73% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
28.84 |
1.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.33 |
|
2.618 |
2,830.71 |
|
1.618 |
2,812.56 |
|
1.000 |
2,801.34 |
|
0.618 |
2,794.41 |
|
HIGH |
2,783.19 |
|
0.618 |
2,776.26 |
|
0.500 |
2,774.12 |
|
0.382 |
2,771.97 |
|
LOW |
2,765.04 |
|
0.618 |
2,753.82 |
|
1.000 |
2,746.89 |
|
1.618 |
2,735.67 |
|
2.618 |
2,717.52 |
|
4.250 |
2,687.90 |
|
|