| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,319.00 |
2,303.50 |
-15.50 |
-0.7% |
2,374.50 |
| High |
2,332.00 |
2,317.75 |
-14.25 |
-0.6% |
2,400.00 |
| Low |
2,282.75 |
2,278.50 |
-4.25 |
-0.2% |
2,368.75 |
| Close |
2,301.00 |
2,305.75 |
4.75 |
0.2% |
2,392.25 |
| Range |
49.25 |
39.25 |
-10.00 |
-20.3% |
31.25 |
| ATR |
29.25 |
29.97 |
0.71 |
2.4% |
0.00 |
| Volume |
758 |
757 |
-1 |
-0.1% |
1,648 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.50 |
2,401.25 |
2,327.25 |
|
| R3 |
2,379.25 |
2,362.00 |
2,316.50 |
|
| R2 |
2,340.00 |
2,340.00 |
2,313.00 |
|
| R1 |
2,322.75 |
2,322.75 |
2,309.25 |
2,331.50 |
| PP |
2,300.75 |
2,300.75 |
2,300.75 |
2,305.00 |
| S1 |
2,283.50 |
2,283.50 |
2,302.25 |
2,292.00 |
| S2 |
2,261.50 |
2,261.50 |
2,298.50 |
|
| S3 |
2,222.25 |
2,244.25 |
2,295.00 |
|
| S4 |
2,183.00 |
2,205.00 |
2,284.25 |
|
|
| 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 |
2,397.75 |
2,278.50 |
119.25 |
5.2% |
39.75 |
1.7% |
23% |
False |
True |
393 |
| 10 |
2,400.00 |
2,278.50 |
121.50 |
5.3% |
30.25 |
1.3% |
22% |
False |
True |
364 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.7% |
30.00 |
1.3% |
39% |
False |
False |
250 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.6% |
28.25 |
1.2% |
52% |
False |
False |
192 |
| 60 |
2,400.00 |
2,118.75 |
281.25 |
12.2% |
22.00 |
0.9% |
66% |
False |
False |
137 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
17.25 |
0.7% |
69% |
False |
False |
103 |
| 100 |
2,400.00 |
1,966.75 |
433.25 |
18.8% |
14.75 |
0.6% |
78% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.50 |
|
2.618 |
2,420.50 |
|
1.618 |
2,381.25 |
|
1.000 |
2,357.00 |
|
0.618 |
2,342.00 |
|
HIGH |
2,317.75 |
|
0.618 |
2,302.75 |
|
0.500 |
2,298.00 |
|
0.382 |
2,293.50 |
|
LOW |
2,278.50 |
|
0.618 |
2,254.25 |
|
1.000 |
2,239.25 |
|
1.618 |
2,215.00 |
|
2.618 |
2,175.75 |
|
4.250 |
2,111.75 |
|
|