| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,303.50 |
2,305.75 |
2.25 |
0.1% |
2,385.00 |
| High |
2,317.75 |
2,347.25 |
29.50 |
1.3% |
2,389.00 |
| Low |
2,278.50 |
2,304.00 |
25.50 |
1.1% |
2,278.50 |
| Close |
2,305.75 |
2,343.25 |
37.50 |
1.6% |
2,343.25 |
| Range |
39.25 |
43.25 |
4.00 |
10.2% |
110.50 |
| ATR |
29.97 |
30.91 |
0.95 |
3.2% |
0.00 |
| Volume |
757 |
414 |
-343 |
-45.3% |
2,056 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.25 |
2,445.50 |
2,367.00 |
|
| R3 |
2,418.00 |
2,402.25 |
2,355.25 |
|
| R2 |
2,374.75 |
2,374.75 |
2,351.25 |
|
| R1 |
2,359.00 |
2,359.00 |
2,347.25 |
2,367.00 |
| PP |
2,331.50 |
2,331.50 |
2,331.50 |
2,335.50 |
| S1 |
2,315.75 |
2,315.75 |
2,339.25 |
2,323.50 |
| S2 |
2,288.25 |
2,288.25 |
2,335.25 |
|
| S3 |
2,245.00 |
2,272.50 |
2,331.25 |
|
| S4 |
2,201.75 |
2,229.25 |
2,319.50 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.50 |
2,616.25 |
2,404.00 |
|
| R3 |
2,558.00 |
2,505.75 |
2,373.75 |
|
| R2 |
2,447.50 |
2,447.50 |
2,363.50 |
|
| R1 |
2,395.25 |
2,395.25 |
2,353.50 |
2,366.00 |
| PP |
2,337.00 |
2,337.00 |
2,337.00 |
2,322.25 |
| S1 |
2,284.75 |
2,284.75 |
2,333.00 |
2,255.50 |
| S2 |
2,226.50 |
2,226.50 |
2,323.00 |
|
| S3 |
2,116.00 |
2,174.25 |
2,312.75 |
|
| S4 |
2,005.50 |
2,063.75 |
2,282.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,397.00 |
2,278.50 |
118.50 |
5.1% |
45.00 |
1.9% |
55% |
False |
False |
441 |
| 10 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
32.00 |
1.4% |
53% |
False |
False |
378 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.6% |
31.25 |
1.3% |
63% |
False |
False |
263 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.4% |
29.25 |
1.2% |
71% |
False |
False |
201 |
| 60 |
2,400.00 |
2,154.00 |
246.00 |
10.5% |
22.50 |
1.0% |
77% |
False |
False |
144 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.1% |
17.75 |
0.8% |
82% |
False |
False |
108 |
| 100 |
2,400.00 |
1,998.50 |
401.50 |
17.1% |
15.00 |
0.6% |
86% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.00 |
|
2.618 |
2,460.50 |
|
1.618 |
2,417.25 |
|
1.000 |
2,390.50 |
|
0.618 |
2,374.00 |
|
HIGH |
2,347.25 |
|
0.618 |
2,330.75 |
|
0.500 |
2,325.50 |
|
0.382 |
2,320.50 |
|
LOW |
2,304.00 |
|
0.618 |
2,277.25 |
|
1.000 |
2,260.75 |
|
1.618 |
2,234.00 |
|
2.618 |
2,190.75 |
|
4.250 |
2,120.25 |
|
|