| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,374.50 |
2,376.00 |
1.50 |
0.1% |
2,339.00 |
| High |
2,384.25 |
2,383.25 |
-1.00 |
0.0% |
2,377.25 |
| Low |
2,374.00 |
2,368.75 |
-5.25 |
-0.2% |
2,333.00 |
| Close |
2,379.00 |
2,378.75 |
-0.25 |
0.0% |
2,375.50 |
| Range |
10.25 |
14.50 |
4.25 |
41.5% |
44.25 |
| ATR |
25.83 |
25.02 |
-0.81 |
-3.1% |
0.00 |
| Volume |
1,075 |
82 |
-993 |
-92.4% |
556 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.50 |
2,414.00 |
2,386.75 |
|
| R3 |
2,406.00 |
2,399.50 |
2,382.75 |
|
| R2 |
2,391.50 |
2,391.50 |
2,381.50 |
|
| R1 |
2,385.00 |
2,385.00 |
2,380.00 |
2,388.25 |
| PP |
2,377.00 |
2,377.00 |
2,377.00 |
2,378.50 |
| S1 |
2,370.50 |
2,370.50 |
2,377.50 |
2,373.75 |
| S2 |
2,362.50 |
2,362.50 |
2,376.00 |
|
| S3 |
2,348.00 |
2,356.00 |
2,374.75 |
|
| S4 |
2,333.50 |
2,341.50 |
2,370.75 |
|
|
| 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% |
19.25 |
0.8% |
89% |
False |
False |
318 |
| 10 |
2,384.25 |
2,293.75 |
90.50 |
3.8% |
20.50 |
0.9% |
94% |
False |
False |
200 |
| 20 |
2,384.25 |
2,245.75 |
138.50 |
5.8% |
28.75 |
1.2% |
96% |
False |
False |
174 |
| 40 |
2,384.25 |
2,202.50 |
181.75 |
7.6% |
25.50 |
1.1% |
97% |
False |
False |
152 |
| 60 |
2,384.25 |
2,114.00 |
270.25 |
11.4% |
18.25 |
0.8% |
98% |
False |
False |
102 |
| 80 |
2,384.25 |
2,092.50 |
291.75 |
12.3% |
14.50 |
0.6% |
98% |
False |
False |
76 |
| 100 |
2,384.25 |
1,966.75 |
417.50 |
17.6% |
12.50 |
0.5% |
99% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.00 |
|
2.618 |
2,421.25 |
|
1.618 |
2,406.75 |
|
1.000 |
2,397.75 |
|
0.618 |
2,392.25 |
|
HIGH |
2,383.25 |
|
0.618 |
2,377.75 |
|
0.500 |
2,376.00 |
|
0.382 |
2,374.25 |
|
LOW |
2,368.75 |
|
0.618 |
2,359.75 |
|
1.000 |
2,354.25 |
|
1.618 |
2,345.25 |
|
2.618 |
2,330.75 |
|
4.250 |
2,307.00 |
|
|