| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,770.70 |
2,760.12 |
-10.58 |
-0.4% |
2,749.40 |
| High |
2,783.19 |
2,776.49 |
-6.70 |
-0.2% |
2,780.13 |
| Low |
2,765.04 |
2,759.74 |
-5.30 |
-0.2% |
2,715.51 |
| Close |
2,773.77 |
2,771.43 |
-2.34 |
-0.1% |
2,775.56 |
| Range |
18.15 |
16.75 |
-1.40 |
-7.7% |
64.62 |
| ATR |
27.34 |
26.58 |
-0.76 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.47 |
2,812.20 |
2,780.64 |
|
| R3 |
2,802.72 |
2,795.45 |
2,776.04 |
|
| R2 |
2,785.97 |
2,785.97 |
2,774.50 |
|
| R1 |
2,778.70 |
2,778.70 |
2,772.97 |
2,782.34 |
| PP |
2,769.22 |
2,769.22 |
2,769.22 |
2,771.04 |
| S1 |
2,761.95 |
2,761.95 |
2,769.89 |
2,765.59 |
| S2 |
2,752.47 |
2,752.47 |
2,768.36 |
|
| S3 |
2,735.72 |
2,745.20 |
2,766.82 |
|
| S4 |
2,718.97 |
2,728.45 |
2,762.22 |
|
|
| 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 |
2,759.74 |
23.45 |
0.8% |
16.15 |
0.6% |
50% |
False |
True |
|
| 10 |
2,783.19 |
2,715.51 |
67.68 |
2.4% |
24.35 |
0.9% |
83% |
False |
False |
|
| 20 |
2,783.19 |
2,715.51 |
67.68 |
2.4% |
22.31 |
0.8% |
83% |
False |
False |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
24.16 |
0.9% |
94% |
False |
False |
|
| 60 |
2,783.19 |
2,562.52 |
220.67 |
8.0% |
26.20 |
0.9% |
95% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.4% |
28.91 |
1.0% |
96% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.22 |
1.1% |
72% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
28.64 |
1.0% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.68 |
|
2.618 |
2,820.34 |
|
1.618 |
2,803.59 |
|
1.000 |
2,793.24 |
|
0.618 |
2,786.84 |
|
HIGH |
2,776.49 |
|
0.618 |
2,770.09 |
|
0.500 |
2,768.12 |
|
0.382 |
2,766.14 |
|
LOW |
2,759.74 |
|
0.618 |
2,749.39 |
|
1.000 |
2,742.99 |
|
1.618 |
2,732.64 |
|
2.618 |
2,715.89 |
|
4.250 |
2,688.55 |
|
|