| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,385.00 |
2,319.00 |
-66.00 |
-2.8% |
2,374.50 |
| High |
2,389.00 |
2,332.00 |
-57.00 |
-2.4% |
2,400.00 |
| Low |
2,313.00 |
2,282.75 |
-30.25 |
-1.3% |
2,368.75 |
| Close |
2,319.00 |
2,301.00 |
-18.00 |
-0.8% |
2,392.25 |
| Range |
76.00 |
49.25 |
-26.75 |
-35.2% |
31.25 |
| ATR |
27.71 |
29.25 |
1.54 |
5.6% |
0.00 |
| Volume |
127 |
758 |
631 |
496.9% |
1,648 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.00 |
2,426.25 |
2,328.00 |
|
| R3 |
2,403.75 |
2,377.00 |
2,314.50 |
|
| R2 |
2,354.50 |
2,354.50 |
2,310.00 |
|
| R1 |
2,327.75 |
2,327.75 |
2,305.50 |
2,316.50 |
| PP |
2,305.25 |
2,305.25 |
2,305.25 |
2,299.50 |
| S1 |
2,278.50 |
2,278.50 |
2,296.50 |
2,267.25 |
| S2 |
2,256.00 |
2,256.00 |
2,292.00 |
|
| S3 |
2,206.75 |
2,229.25 |
2,287.50 |
|
| S4 |
2,157.50 |
2,180.00 |
2,274.00 |
|
|
| 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 |
2,282.75 |
117.25 |
5.1% |
36.25 |
1.6% |
16% |
False |
True |
275 |
| 10 |
2,400.00 |
2,282.75 |
117.25 |
5.1% |
27.75 |
1.2% |
16% |
False |
True |
296 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.7% |
29.25 |
1.3% |
36% |
False |
False |
218 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.6% |
27.75 |
1.2% |
50% |
False |
False |
173 |
| 60 |
2,400.00 |
2,118.75 |
281.25 |
12.2% |
21.25 |
0.9% |
65% |
False |
False |
125 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.4% |
16.75 |
0.7% |
68% |
False |
False |
94 |
| 100 |
2,400.00 |
1,966.75 |
433.25 |
18.8% |
14.50 |
0.6% |
77% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,541.25 |
|
2.618 |
2,461.00 |
|
1.618 |
2,411.75 |
|
1.000 |
2,381.25 |
|
0.618 |
2,362.50 |
|
HIGH |
2,332.00 |
|
0.618 |
2,313.25 |
|
0.500 |
2,307.50 |
|
0.382 |
2,301.50 |
|
LOW |
2,282.75 |
|
0.618 |
2,252.25 |
|
1.000 |
2,233.50 |
|
1.618 |
2,203.00 |
|
2.618 |
2,153.75 |
|
4.250 |
2,073.50 |
|
|