| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,388.75 |
2,387.50 |
-1.25 |
-0.1% |
2,374.50 |
| High |
2,397.75 |
2,397.00 |
-0.75 |
0.0% |
2,400.00 |
| Low |
2,381.25 |
2,379.75 |
-1.50 |
-0.1% |
2,368.75 |
| Close |
2,390.75 |
2,392.25 |
1.50 |
0.1% |
2,392.25 |
| Range |
16.50 |
17.25 |
0.75 |
4.5% |
31.25 |
| ATR |
24.25 |
23.75 |
-0.50 |
-2.1% |
0.00 |
| Volume |
176 |
151 |
-25 |
-14.2% |
1,648 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.50 |
2,434.00 |
2,401.75 |
|
| R3 |
2,424.25 |
2,416.75 |
2,397.00 |
|
| R2 |
2,407.00 |
2,407.00 |
2,395.50 |
|
| R1 |
2,399.50 |
2,399.50 |
2,393.75 |
2,403.25 |
| PP |
2,389.75 |
2,389.75 |
2,389.75 |
2,391.50 |
| S1 |
2,382.25 |
2,382.25 |
2,390.75 |
2,386.00 |
| S2 |
2,372.50 |
2,372.50 |
2,389.00 |
|
| S3 |
2,355.25 |
2,365.00 |
2,387.50 |
|
| S4 |
2,338.00 |
2,347.75 |
2,382.75 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.75 |
2,467.75 |
2,409.50 |
|
| R3 |
2,449.50 |
2,436.50 |
2,400.75 |
|
| R2 |
2,418.25 |
2,418.25 |
2,398.00 |
|
| R1 |
2,405.25 |
2,405.25 |
2,395.00 |
2,411.75 |
| PP |
2,387.00 |
2,387.00 |
2,387.00 |
2,390.25 |
| S1 |
2,374.00 |
2,374.00 |
2,389.50 |
2,380.50 |
| S2 |
2,355.75 |
2,355.75 |
2,386.50 |
|
| S3 |
2,324.50 |
2,342.75 |
2,383.75 |
|
| S4 |
2,293.25 |
2,311.50 |
2,375.00 |
|
|
| 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 |
2,368.75 |
31.25 |
1.3% |
16.25 |
0.7% |
75% |
False |
False |
329 |
| 10 |
2,400.00 |
2,333.00 |
67.00 |
2.8% |
19.75 |
0.8% |
88% |
False |
False |
220 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.4% |
25.50 |
1.1% |
95% |
False |
False |
183 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.3% |
25.50 |
1.1% |
96% |
False |
False |
156 |
| 60 |
2,400.00 |
2,118.75 |
281.25 |
11.8% |
19.25 |
0.8% |
97% |
False |
False |
110 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
12.9% |
15.25 |
0.6% |
97% |
False |
False |
83 |
| 100 |
2,400.00 |
1,966.75 |
433.25 |
18.1% |
13.25 |
0.6% |
98% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.25 |
|
2.618 |
2,442.25 |
|
1.618 |
2,425.00 |
|
1.000 |
2,414.25 |
|
0.618 |
2,407.75 |
|
HIGH |
2,397.00 |
|
0.618 |
2,390.50 |
|
0.500 |
2,388.50 |
|
0.382 |
2,386.25 |
|
LOW |
2,379.75 |
|
0.618 |
2,369.00 |
|
1.000 |
2,362.50 |
|
1.618 |
2,351.75 |
|
2.618 |
2,334.50 |
|
4.250 |
2,306.50 |
|
|