| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,376.00 |
2,380.00 |
4.00 |
0.2% |
2,339.00 |
| High |
2,383.25 |
2,400.00 |
16.75 |
0.7% |
2,377.25 |
| Low |
2,368.75 |
2,377.50 |
8.75 |
0.4% |
2,333.00 |
| Close |
2,378.75 |
2,389.25 |
10.50 |
0.4% |
2,375.50 |
| Range |
14.50 |
22.50 |
8.00 |
55.2% |
44.25 |
| ATR |
25.02 |
24.84 |
-0.18 |
-0.7% |
0.00 |
| Volume |
82 |
164 |
82 |
100.0% |
556 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.50 |
2,445.25 |
2,401.50 |
|
| R3 |
2,434.00 |
2,422.75 |
2,395.50 |
|
| R2 |
2,411.50 |
2,411.50 |
2,393.50 |
|
| R1 |
2,400.25 |
2,400.25 |
2,391.25 |
2,406.00 |
| PP |
2,389.00 |
2,389.00 |
2,389.00 |
2,391.75 |
| S1 |
2,377.75 |
2,377.75 |
2,387.25 |
2,383.50 |
| S2 |
2,366.50 |
2,366.50 |
2,385.00 |
|
| S3 |
2,344.00 |
2,355.25 |
2,383.00 |
|
| S4 |
2,321.50 |
2,332.75 |
2,377.00 |
|
|
| 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 |
2,400.00 |
2,336.00 |
64.00 |
2.7% |
21.00 |
0.9% |
83% |
True |
False |
334 |
| 10 |
2,400.00 |
2,293.75 |
106.25 |
4.4% |
21.50 |
0.9% |
90% |
True |
False |
201 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.5% |
27.25 |
1.1% |
93% |
True |
False |
175 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.3% |
25.50 |
1.1% |
95% |
True |
False |
154 |
| 60 |
2,400.00 |
2,114.00 |
286.00 |
12.0% |
18.50 |
0.8% |
96% |
True |
False |
105 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
12.9% |
14.75 |
0.6% |
97% |
True |
False |
79 |
| 100 |
2,400.00 |
1,966.75 |
433.25 |
18.1% |
12.75 |
0.5% |
98% |
True |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.50 |
|
2.618 |
2,459.00 |
|
1.618 |
2,436.50 |
|
1.000 |
2,422.50 |
|
0.618 |
2,414.00 |
|
HIGH |
2,400.00 |
|
0.618 |
2,391.50 |
|
0.500 |
2,388.75 |
|
0.382 |
2,386.00 |
|
LOW |
2,377.50 |
|
0.618 |
2,363.50 |
|
1.000 |
2,355.00 |
|
1.618 |
2,341.00 |
|
2.618 |
2,318.50 |
|
4.250 |
2,282.00 |
|
|