| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,781.00 |
2,730.10 |
-50.90 |
-1.8% |
2,774.44 |
| High |
2,782.45 |
2,731.25 |
-51.20 |
-1.8% |
2,783.19 |
| Low |
2,739.27 |
2,700.32 |
-38.95 |
-1.4% |
2,756.43 |
| Close |
2,739.99 |
2,711.51 |
-28.48 |
-1.0% |
2,764.67 |
| Range |
43.18 |
30.93 |
-12.25 |
-28.4% |
26.76 |
| ATR |
27.00 |
27.90 |
0.91 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.15 |
2,790.26 |
2,728.52 |
|
| R3 |
2,776.22 |
2,759.33 |
2,720.02 |
|
| R2 |
2,745.29 |
2,745.29 |
2,717.18 |
|
| R1 |
2,728.40 |
2,728.40 |
2,714.35 |
2,721.38 |
| PP |
2,714.36 |
2,714.36 |
2,714.36 |
2,710.85 |
| S1 |
2,697.47 |
2,697.47 |
2,708.67 |
2,690.45 |
| S2 |
2,683.43 |
2,683.43 |
2,705.84 |
|
| S3 |
2,652.50 |
2,666.54 |
2,703.00 |
|
| S4 |
2,621.57 |
2,635.61 |
2,694.50 |
|
|
| 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 |
2,782.86 |
2,700.32 |
82.54 |
3.0% |
25.90 |
1.0% |
14% |
False |
True |
|
| 10 |
2,783.19 |
2,700.32 |
82.87 |
3.1% |
22.63 |
0.8% |
14% |
False |
True |
|
| 20 |
2,783.19 |
2,700.32 |
82.87 |
3.1% |
24.67 |
0.9% |
14% |
False |
True |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.8% |
24.27 |
0.9% |
61% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.8% |
26.33 |
1.0% |
61% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.7% |
28.25 |
1.0% |
75% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
13.0% |
29.23 |
1.1% |
62% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.2% |
28.68 |
1.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.70 |
|
2.618 |
2,812.22 |
|
1.618 |
2,781.29 |
|
1.000 |
2,762.18 |
|
0.618 |
2,750.36 |
|
HIGH |
2,731.25 |
|
0.618 |
2,719.43 |
|
0.500 |
2,715.79 |
|
0.382 |
2,712.14 |
|
LOW |
2,700.32 |
|
0.618 |
2,681.21 |
|
1.000 |
2,669.39 |
|
1.618 |
2,650.28 |
|
2.618 |
2,619.35 |
|
4.250 |
2,568.87 |
|
|