| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,770.70 |
2,781.00 |
10.30 |
0.4% |
2,774.44 |
| High |
2,782.86 |
2,782.45 |
-0.41 |
0.0% |
2,783.19 |
| Low |
2,766.86 |
2,739.27 |
-27.59 |
-1.0% |
2,756.43 |
| Close |
2,782.86 |
2,739.99 |
-42.87 |
-1.5% |
2,764.67 |
| Range |
16.00 |
43.18 |
27.18 |
169.9% |
26.76 |
| ATR |
25.72 |
27.00 |
1.28 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.44 |
2,854.90 |
2,763.74 |
|
| R3 |
2,840.26 |
2,811.72 |
2,751.86 |
|
| R2 |
2,797.08 |
2,797.08 |
2,747.91 |
|
| R1 |
2,768.54 |
2,768.54 |
2,743.95 |
2,761.22 |
| PP |
2,753.90 |
2,753.90 |
2,753.90 |
2,750.25 |
| S1 |
2,725.36 |
2,725.36 |
2,736.03 |
2,718.04 |
| S2 |
2,710.72 |
2,710.72 |
2,732.07 |
|
| S3 |
2,667.54 |
2,682.18 |
2,728.12 |
|
| S4 |
2,624.36 |
2,639.00 |
2,716.24 |
|
|
| 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 |
2,739.27 |
43.92 |
1.6% |
23.34 |
0.9% |
2% |
False |
True |
|
| 10 |
2,783.19 |
2,716.36 |
66.83 |
2.4% |
21.51 |
0.8% |
35% |
False |
False |
|
| 20 |
2,783.19 |
2,715.51 |
67.68 |
2.5% |
23.76 |
0.9% |
36% |
False |
False |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
24.20 |
0.9% |
77% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
26.25 |
1.0% |
77% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.5% |
28.25 |
1.0% |
85% |
False |
False |
|
| 100 |
2,858.68 |
2,494.38 |
364.30 |
13.3% |
29.46 |
1.1% |
67% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
28.56 |
1.0% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,965.97 |
|
2.618 |
2,895.50 |
|
1.618 |
2,852.32 |
|
1.000 |
2,825.63 |
|
0.618 |
2,809.14 |
|
HIGH |
2,782.45 |
|
0.618 |
2,765.96 |
|
0.500 |
2,760.86 |
|
0.382 |
2,755.76 |
|
LOW |
2,739.27 |
|
0.618 |
2,712.58 |
|
1.000 |
2,696.09 |
|
1.618 |
2,669.40 |
|
2.618 |
2,626.22 |
|
4.250 |
2,555.76 |
|
|