| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,351.75 |
2,374.50 |
22.75 |
1.0% |
2,339.00 |
| High |
2,377.25 |
2,384.25 |
7.00 |
0.3% |
2,377.25 |
| Low |
2,345.75 |
2,374.00 |
28.25 |
1.2% |
2,333.00 |
| Close |
2,375.50 |
2,379.00 |
3.50 |
0.1% |
2,375.50 |
| Range |
31.50 |
10.25 |
-21.25 |
-67.5% |
44.25 |
| ATR |
27.03 |
25.83 |
-1.20 |
-4.4% |
0.00 |
| Volume |
79 |
1,075 |
996 |
1,260.8% |
556 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.75 |
2,404.75 |
2,384.75 |
|
| R3 |
2,399.50 |
2,394.50 |
2,381.75 |
|
| R2 |
2,389.25 |
2,389.25 |
2,381.00 |
|
| R1 |
2,384.25 |
2,384.25 |
2,380.00 |
2,386.75 |
| PP |
2,379.00 |
2,379.00 |
2,379.00 |
2,380.50 |
| S1 |
2,374.00 |
2,374.00 |
2,378.00 |
2,376.50 |
| S2 |
2,368.75 |
2,368.75 |
2,377.00 |
|
| S3 |
2,358.50 |
2,363.75 |
2,376.25 |
|
| S4 |
2,348.25 |
2,353.50 |
2,373.25 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.75 |
2,479.25 |
2,399.75 |
|
| R3 |
2,450.50 |
2,435.00 |
2,387.75 |
|
| R2 |
2,406.25 |
2,406.25 |
2,383.50 |
|
| R1 |
2,390.75 |
2,390.75 |
2,379.50 |
2,398.50 |
| PP |
2,362.00 |
2,362.00 |
2,362.00 |
2,365.75 |
| S1 |
2,346.50 |
2,346.50 |
2,371.50 |
2,354.25 |
| S2 |
2,317.75 |
2,317.75 |
2,367.50 |
|
| S3 |
2,273.50 |
2,302.25 |
2,363.25 |
|
| S4 |
2,229.25 |
2,258.00 |
2,351.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,384.25 |
2,336.00 |
48.25 |
2.0% |
20.75 |
0.9% |
89% |
True |
False |
308 |
| 10 |
2,384.25 |
2,280.00 |
104.25 |
4.4% |
23.50 |
1.0% |
95% |
True |
False |
218 |
| 20 |
2,384.25 |
2,245.75 |
138.50 |
5.8% |
30.25 |
1.3% |
96% |
True |
False |
174 |
| 40 |
2,384.25 |
2,202.50 |
181.75 |
7.6% |
25.50 |
1.1% |
97% |
True |
False |
150 |
| 60 |
2,384.25 |
2,114.00 |
270.25 |
11.4% |
18.00 |
0.8% |
98% |
True |
False |
100 |
| 80 |
2,384.25 |
2,072.25 |
312.00 |
13.1% |
14.50 |
0.6% |
98% |
True |
False |
75 |
| 100 |
2,384.25 |
1,966.75 |
417.50 |
17.5% |
12.50 |
0.5% |
99% |
True |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.75 |
|
2.618 |
2,411.00 |
|
1.618 |
2,400.75 |
|
1.000 |
2,394.50 |
|
0.618 |
2,390.50 |
|
HIGH |
2,384.25 |
|
0.618 |
2,380.25 |
|
0.500 |
2,379.00 |
|
0.382 |
2,378.00 |
|
LOW |
2,374.00 |
|
0.618 |
2,367.75 |
|
1.000 |
2,363.75 |
|
1.618 |
2,357.50 |
|
2.618 |
2,347.25 |
|
4.250 |
2,330.50 |
|
|