| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.25 |
2,347.75 |
9.50 |
0.4% |
2,385.00 |
| High |
2,360.00 |
2,369.00 |
9.00 |
0.4% |
2,389.00 |
| Low |
2,334.00 |
2,305.00 |
-29.00 |
-1.2% |
2,278.50 |
| Close |
2,348.25 |
2,309.25 |
-39.00 |
-1.7% |
2,343.25 |
| Range |
26.00 |
64.00 |
38.00 |
146.2% |
110.50 |
| ATR |
30.56 |
32.95 |
2.39 |
7.8% |
0.00 |
| Volume |
159 |
323 |
164 |
103.1% |
2,056 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.75 |
2,478.50 |
2,344.50 |
|
| R3 |
2,455.75 |
2,414.50 |
2,326.75 |
|
| R2 |
2,391.75 |
2,391.75 |
2,321.00 |
|
| R1 |
2,350.50 |
2,350.50 |
2,315.00 |
2,339.00 |
| PP |
2,327.75 |
2,327.75 |
2,327.75 |
2,322.00 |
| S1 |
2,286.50 |
2,286.50 |
2,303.50 |
2,275.00 |
| S2 |
2,263.75 |
2,263.75 |
2,297.50 |
|
| S3 |
2,199.75 |
2,222.50 |
2,291.75 |
|
| S4 |
2,135.75 |
2,158.50 |
2,274.00 |
|
|
| 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 |
2,369.00 |
2,278.50 |
90.50 |
3.9% |
44.25 |
1.9% |
34% |
True |
False |
482 |
| 10 |
2,400.00 |
2,278.50 |
121.50 |
5.3% |
36.75 |
1.6% |
25% |
False |
False |
311 |
| 20 |
2,400.00 |
2,278.50 |
121.50 |
5.3% |
30.25 |
1.3% |
25% |
False |
False |
264 |
| 40 |
2,400.00 |
2,217.25 |
182.75 |
7.9% |
30.75 |
1.3% |
50% |
False |
False |
213 |
| 60 |
2,400.00 |
2,175.00 |
225.00 |
9.7% |
24.00 |
1.0% |
60% |
False |
False |
152 |
| 80 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
19.00 |
0.8% |
70% |
False |
False |
114 |
| 100 |
2,400.00 |
1,998.50 |
401.50 |
17.4% |
16.00 |
0.7% |
77% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.00 |
|
2.618 |
2,536.50 |
|
1.618 |
2,472.50 |
|
1.000 |
2,433.00 |
|
0.618 |
2,408.50 |
|
HIGH |
2,369.00 |
|
0.618 |
2,344.50 |
|
0.500 |
2,337.00 |
|
0.382 |
2,329.50 |
|
LOW |
2,305.00 |
|
0.618 |
2,265.50 |
|
1.000 |
2,241.00 |
|
1.618 |
2,201.50 |
|
2.618 |
2,137.50 |
|
4.250 |
2,033.00 |
|
|