| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,305.75 |
2,338.25 |
32.50 |
1.4% |
2,385.00 |
| High |
2,347.25 |
2,360.00 |
12.75 |
0.5% |
2,389.00 |
| Low |
2,304.00 |
2,334.00 |
30.00 |
1.3% |
2,278.50 |
| Close |
2,343.25 |
2,348.25 |
5.00 |
0.2% |
2,343.25 |
| Range |
43.25 |
26.00 |
-17.25 |
-39.9% |
110.50 |
| ATR |
30.91 |
30.56 |
-0.35 |
-1.1% |
0.00 |
| Volume |
414 |
159 |
-255 |
-61.6% |
2,056 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.50 |
2,412.75 |
2,362.50 |
|
| R3 |
2,399.50 |
2,386.75 |
2,355.50 |
|
| R2 |
2,373.50 |
2,373.50 |
2,353.00 |
|
| R1 |
2,360.75 |
2,360.75 |
2,350.75 |
2,367.00 |
| PP |
2,347.50 |
2,347.50 |
2,347.50 |
2,350.50 |
| S1 |
2,334.75 |
2,334.75 |
2,345.75 |
2,341.00 |
| S2 |
2,321.50 |
2,321.50 |
2,343.50 |
|
| S3 |
2,295.50 |
2,308.75 |
2,341.00 |
|
| S4 |
2,269.50 |
2,282.75 |
2,334.00 |
|
|
| 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 |
2,389.00 |
2,278.50 |
110.50 |
4.7% |
46.75 |
2.0% |
63% |
False |
False |
443 |
| 10 |
2,400.00 |
2,278.50 |
121.50 |
5.2% |
31.50 |
1.3% |
57% |
False |
False |
386 |
| 20 |
2,400.00 |
2,245.75 |
154.25 |
6.6% |
29.00 |
1.2% |
66% |
False |
False |
258 |
| 40 |
2,400.00 |
2,202.50 |
197.50 |
8.4% |
29.75 |
1.3% |
74% |
False |
False |
205 |
| 60 |
2,400.00 |
2,172.75 |
227.25 |
9.7% |
23.00 |
1.0% |
77% |
False |
False |
147 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.1% |
18.25 |
0.8% |
83% |
False |
False |
110 |
| 100 |
2,400.00 |
1,998.50 |
401.50 |
17.1% |
15.25 |
0.7% |
87% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.50 |
|
2.618 |
2,428.00 |
|
1.618 |
2,402.00 |
|
1.000 |
2,386.00 |
|
0.618 |
2,376.00 |
|
HIGH |
2,360.00 |
|
0.618 |
2,350.00 |
|
0.500 |
2,347.00 |
|
0.382 |
2,344.00 |
|
LOW |
2,334.00 |
|
0.618 |
2,318.00 |
|
1.000 |
2,308.00 |
|
1.618 |
2,292.00 |
|
2.618 |
2,266.00 |
|
4.250 |
2,223.50 |
|
|