| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,387.50 |
2,385.00 |
-2.50 |
-0.1% |
2,374.50 |
| High |
2,397.00 |
2,389.00 |
-8.00 |
-0.3% |
2,400.00 |
| Low |
2,379.75 |
2,313.00 |
-66.75 |
-2.8% |
2,368.75 |
| Close |
2,392.25 |
2,319.00 |
-73.25 |
-3.1% |
2,392.25 |
| Range |
17.25 |
76.00 |
58.75 |
340.6% |
31.25 |
| ATR |
23.75 |
27.71 |
3.96 |
16.7% |
0.00 |
| Volume |
151 |
127 |
-24 |
-15.9% |
1,648 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.25 |
2,519.75 |
2,360.75 |
|
| R3 |
2,492.25 |
2,443.75 |
2,340.00 |
|
| R2 |
2,416.25 |
2,416.25 |
2,333.00 |
|
| R1 |
2,367.75 |
2,367.75 |
2,326.00 |
2,354.00 |
| PP |
2,340.25 |
2,340.25 |
2,340.25 |
2,333.50 |
| S1 |
2,291.75 |
2,291.75 |
2,312.00 |
2,278.00 |
| S2 |
2,264.25 |
2,264.25 |
2,305.00 |
|
| S3 |
2,188.25 |
2,215.75 |
2,298.00 |
|
| S4 |
2,112.25 |
2,139.75 |
2,277.25 |
|
|
| 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 |
2,313.00 |
87.00 |
3.8% |
29.25 |
1.3% |
7% |
False |
True |
140 |
| 10 |
2,400.00 |
2,313.00 |
87.00 |
3.8% |
25.00 |
1.1% |
7% |
False |
True |
224 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.7% |
27.75 |
1.2% |
47% |
False |
False |
183 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.5% |
27.00 |
1.2% |
59% |
False |
False |
156 |
| 60 |
2,400.00 |
2,118.75 |
281.25 |
12.1% |
20.50 |
0.9% |
71% |
False |
False |
112 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
16.25 |
0.7% |
74% |
False |
False |
84 |
| 100 |
2,400.00 |
1,966.75 |
433.25 |
18.7% |
14.00 |
0.6% |
81% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.00 |
|
2.618 |
2,588.00 |
|
1.618 |
2,512.00 |
|
1.000 |
2,465.00 |
|
0.618 |
2,436.00 |
|
HIGH |
2,389.00 |
|
0.618 |
2,360.00 |
|
0.500 |
2,351.00 |
|
0.382 |
2,342.00 |
|
LOW |
2,313.00 |
|
0.618 |
2,266.00 |
|
1.000 |
2,237.00 |
|
1.618 |
2,190.00 |
|
2.618 |
2,114.00 |
|
4.250 |
1,990.00 |
|
|