| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,760.12 |
2,772.56 |
12.44 |
0.5% |
2,774.44 |
| High |
2,776.49 |
2,779.07 |
2.58 |
0.1% |
2,783.19 |
| Low |
2,759.74 |
2,756.43 |
-3.31 |
-0.1% |
2,756.43 |
| Close |
2,771.43 |
2,764.67 |
-6.76 |
-0.2% |
2,764.67 |
| Range |
16.75 |
22.64 |
5.89 |
35.2% |
26.76 |
| ATR |
26.58 |
26.30 |
-0.28 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.64 |
2,822.30 |
2,777.12 |
|
| R3 |
2,812.00 |
2,799.66 |
2,770.90 |
|
| R2 |
2,789.36 |
2,789.36 |
2,768.82 |
|
| R1 |
2,777.02 |
2,777.02 |
2,766.75 |
2,771.87 |
| PP |
2,766.72 |
2,766.72 |
2,766.72 |
2,764.15 |
| S1 |
2,754.38 |
2,754.38 |
2,762.59 |
2,749.23 |
| S2 |
2,744.08 |
2,744.08 |
2,760.52 |
|
| S3 |
2,721.44 |
2,731.74 |
2,758.44 |
|
| S4 |
2,698.80 |
2,709.10 |
2,752.22 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.38 |
2,833.28 |
2,779.39 |
|
| R3 |
2,821.62 |
2,806.52 |
2,772.03 |
|
| R2 |
2,794.86 |
2,794.86 |
2,769.58 |
|
| R1 |
2,779.76 |
2,779.76 |
2,767.12 |
2,773.93 |
| PP |
2,768.10 |
2,768.10 |
2,768.10 |
2,765.18 |
| S1 |
2,753.00 |
2,753.00 |
2,762.22 |
2,747.17 |
| S2 |
2,741.34 |
2,741.34 |
2,759.76 |
|
| S3 |
2,714.58 |
2,726.24 |
2,757.31 |
|
| S4 |
2,687.82 |
2,699.48 |
2,749.95 |
|
|
| 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 |
2,756.43 |
26.76 |
1.0% |
16.73 |
0.6% |
31% |
False |
True |
|
| 10 |
2,783.19 |
2,715.51 |
67.68 |
2.4% |
23.82 |
0.9% |
73% |
False |
False |
|
| 20 |
2,783.19 |
2,715.51 |
67.68 |
2.4% |
22.61 |
0.8% |
73% |
False |
False |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
23.76 |
0.9% |
90% |
False |
False |
|
| 60 |
2,783.19 |
2,570.66 |
212.53 |
7.7% |
26.01 |
0.9% |
91% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.4% |
28.68 |
1.0% |
94% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.23 |
1.1% |
70% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
28.57 |
1.0% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.29 |
|
2.618 |
2,838.34 |
|
1.618 |
2,815.70 |
|
1.000 |
2,801.71 |
|
0.618 |
2,793.06 |
|
HIGH |
2,779.07 |
|
0.618 |
2,770.42 |
|
0.500 |
2,767.75 |
|
0.382 |
2,765.08 |
|
LOW |
2,756.43 |
|
0.618 |
2,742.44 |
|
1.000 |
2,733.79 |
|
1.618 |
2,719.80 |
|
2.618 |
2,697.16 |
|
4.250 |
2,660.21 |
|
|