| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1,307.50 |
1,300.00 |
-7.50 |
-0.6% |
1,319.00 |
| High |
1,310.00 |
1,300.50 |
-9.50 |
-0.7% |
1,332.50 |
| Low |
1,288.50 |
1,283.50 |
-5.00 |
-0.4% |
1,313.00 |
| Close |
1,295.50 |
1,292.75 |
-2.75 |
-0.2% |
1,332.50 |
| Range |
21.50 |
17.00 |
-4.50 |
-20.9% |
19.50 |
| ATR |
12.78 |
13.08 |
0.30 |
2.4% |
0.00 |
| Volume |
21 |
16 |
-5 |
-23.8% |
50 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.25 |
1,335.00 |
1,302.00 |
|
| R3 |
1,326.25 |
1,318.00 |
1,297.50 |
|
| R2 |
1,309.25 |
1,309.25 |
1,295.75 |
|
| R1 |
1,301.00 |
1,301.00 |
1,294.25 |
1,296.50 |
| PP |
1,292.25 |
1,292.25 |
1,292.25 |
1,290.00 |
| S1 |
1,284.00 |
1,284.00 |
1,291.25 |
1,279.50 |
| S2 |
1,275.25 |
1,275.25 |
1,289.75 |
|
| S3 |
1,258.25 |
1,267.00 |
1,288.00 |
|
| S4 |
1,241.25 |
1,250.00 |
1,283.50 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.50 |
1,378.00 |
1,343.25 |
|
| R3 |
1,365.00 |
1,358.50 |
1,337.75 |
|
| R2 |
1,345.50 |
1,345.50 |
1,336.00 |
|
| R1 |
1,339.00 |
1,339.00 |
1,334.25 |
1,342.25 |
| PP |
1,326.00 |
1,326.00 |
1,326.00 |
1,327.50 |
| S1 |
1,319.50 |
1,319.50 |
1,330.75 |
1,322.75 |
| S2 |
1,306.50 |
1,306.50 |
1,329.00 |
|
| S3 |
1,287.00 |
1,300.00 |
1,327.25 |
|
| S4 |
1,267.50 |
1,280.50 |
1,321.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,332.50 |
1,283.50 |
49.00 |
3.8% |
15.50 |
1.2% |
19% |
False |
True |
11 |
| 10 |
1,332.50 |
1,283.50 |
49.00 |
3.8% |
12.25 |
0.9% |
19% |
False |
True |
11 |
| 20 |
1,332.50 |
1,253.00 |
79.50 |
6.1% |
13.00 |
1.0% |
50% |
False |
False |
11 |
| 40 |
1,332.50 |
1,240.50 |
92.00 |
7.1% |
12.00 |
0.9% |
57% |
False |
False |
43 |
| 60 |
1,332.50 |
1,168.25 |
164.25 |
12.7% |
8.75 |
0.7% |
76% |
False |
False |
31 |
| 80 |
1,332.50 |
1,162.75 |
169.75 |
13.1% |
6.50 |
0.5% |
77% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.75 |
|
2.618 |
1,345.00 |
|
1.618 |
1,328.00 |
|
1.000 |
1,317.50 |
|
0.618 |
1,311.00 |
|
HIGH |
1,300.50 |
|
0.618 |
1,294.00 |
|
0.500 |
1,292.00 |
|
0.382 |
1,290.00 |
|
LOW |
1,283.50 |
|
0.618 |
1,273.00 |
|
1.000 |
1,266.50 |
|
1.618 |
1,256.00 |
|
2.618 |
1,239.00 |
|
4.250 |
1,211.25 |
|
|