| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,714.45 |
2,742.38 |
27.93 |
1.0% |
2,770.70 |
| High |
2,757.61 |
2,761.28 |
3.67 |
0.1% |
2,782.86 |
| Low |
2,710.19 |
2,738.22 |
28.03 |
1.0% |
2,700.32 |
| Close |
2,741.26 |
2,738.58 |
-2.68 |
-0.1% |
2,737.28 |
| Range |
47.42 |
23.06 |
-24.36 |
-51.4% |
82.54 |
| ATR |
31.36 |
30.76 |
-0.59 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.21 |
2,799.95 |
2,751.26 |
|
| R3 |
2,792.15 |
2,776.89 |
2,744.92 |
|
| R2 |
2,769.09 |
2,769.09 |
2,742.81 |
|
| R1 |
2,753.83 |
2,753.83 |
2,740.69 |
2,749.93 |
| PP |
2,746.03 |
2,746.03 |
2,746.03 |
2,744.08 |
| S1 |
2,730.77 |
2,730.77 |
2,736.47 |
2,726.87 |
| S2 |
2,722.97 |
2,722.97 |
2,734.35 |
|
| S3 |
2,699.91 |
2,707.71 |
2,732.24 |
|
| S4 |
2,676.85 |
2,684.65 |
2,725.90 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.77 |
2,945.07 |
2,782.68 |
|
| R3 |
2,905.23 |
2,862.53 |
2,759.98 |
|
| R2 |
2,822.69 |
2,822.69 |
2,752.41 |
|
| R1 |
2,779.99 |
2,779.99 |
2,744.85 |
2,760.07 |
| PP |
2,740.15 |
2,740.15 |
2,740.15 |
2,730.20 |
| S1 |
2,697.45 |
2,697.45 |
2,729.71 |
2,677.53 |
| S2 |
2,657.61 |
2,657.61 |
2,722.15 |
|
| S3 |
2,575.07 |
2,614.91 |
2,714.58 |
|
| S4 |
2,492.53 |
2,532.37 |
2,691.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,763.96 |
2,689.83 |
74.13 |
2.7% |
36.70 |
1.3% |
66% |
False |
False |
|
| 10 |
2,782.86 |
2,689.83 |
93.03 |
3.4% |
31.30 |
1.1% |
52% |
False |
False |
|
| 20 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
28.04 |
1.0% |
52% |
False |
False |
|
| 40 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
24.37 |
0.9% |
52% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
27.12 |
1.0% |
76% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.5% |
28.66 |
1.0% |
85% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
12.8% |
29.29 |
1.1% |
69% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.10 |
1.1% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.29 |
|
2.618 |
2,821.65 |
|
1.618 |
2,798.59 |
|
1.000 |
2,784.34 |
|
0.618 |
2,775.53 |
|
HIGH |
2,761.28 |
|
0.618 |
2,752.47 |
|
0.500 |
2,749.75 |
|
0.382 |
2,747.03 |
|
LOW |
2,738.22 |
|
0.618 |
2,723.97 |
|
1.000 |
2,715.16 |
|
1.618 |
2,700.91 |
|
2.618 |
2,677.85 |
|
4.250 |
2,640.22 |
|
|