Day Change Summary |
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Previous |
Current |
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|
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17-Feb-2012 |
20-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,840.0 |
5,875.0 |
35.0 |
0.6% |
5,793.5 |
High |
5,844.5 |
5,880.5 |
36.0 |
0.6% |
5,845.0 |
Low |
5,831.5 |
5,866.0 |
34.5 |
0.6% |
5,767.0 |
Close |
5,830.5 |
5,869.5 |
39.0 |
0.7% |
5,830.5 |
Range |
13.0 |
14.5 |
1.5 |
11.5% |
78.0 |
ATR |
50.8 |
50.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
42 |
27 |
-15 |
-35.7% |
396 |
|
Daily Pivots for day following 20-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,915.5 |
5,907.0 |
5,877.5 |
|
R3 |
5,901.0 |
5,892.5 |
5,873.5 |
|
R2 |
5,886.5 |
5,886.5 |
5,872.0 |
|
R1 |
5,878.0 |
5,878.0 |
5,871.0 |
5,875.0 |
PP |
5,872.0 |
5,872.0 |
5,872.0 |
5,870.5 |
S1 |
5,863.5 |
5,863.5 |
5,868.0 |
5,860.5 |
S2 |
5,857.5 |
5,857.5 |
5,867.0 |
|
S3 |
5,843.0 |
5,849.0 |
5,865.5 |
|
S4 |
5,828.5 |
5,834.5 |
5,861.5 |
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|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,048.0 |
6,017.5 |
5,873.5 |
|
R3 |
5,970.0 |
5,939.5 |
5,852.0 |
|
R2 |
5,892.0 |
5,892.0 |
5,845.0 |
|
R1 |
5,861.5 |
5,861.5 |
5,837.5 |
5,877.0 |
PP |
5,814.0 |
5,814.0 |
5,814.0 |
5,822.0 |
S1 |
5,783.5 |
5,783.5 |
5,823.5 |
5,799.0 |
S2 |
5,736.0 |
5,736.0 |
5,816.0 |
|
S3 |
5,658.0 |
5,705.5 |
5,809.0 |
|
S4 |
5,580.0 |
5,627.5 |
5,787.5 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,880.5 |
5,767.0 |
113.5 |
1.9% |
37.0 |
0.6% |
90% |
True |
False |
81 |
10 |
5,880.5 |
5,748.5 |
132.0 |
2.2% |
36.5 |
0.6% |
92% |
True |
False |
46 |
20 |
5,880.5 |
5,563.0 |
317.5 |
5.4% |
43.0 |
0.7% |
97% |
True |
False |
39 |
40 |
5,880.5 |
5,371.5 |
509.0 |
8.7% |
26.5 |
0.5% |
98% |
True |
False |
26 |
60 |
5,880.5 |
5,070.5 |
810.0 |
13.8% |
23.0 |
0.4% |
99% |
True |
False |
49 |
80 |
5,880.5 |
5,070.5 |
810.0 |
13.8% |
19.0 |
0.3% |
99% |
True |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,942.0 |
2.618 |
5,918.5 |
1.618 |
5,904.0 |
1.000 |
5,895.0 |
0.618 |
5,889.5 |
HIGH |
5,880.5 |
0.618 |
5,875.0 |
0.500 |
5,873.0 |
0.382 |
5,871.5 |
LOW |
5,866.0 |
0.618 |
5,857.0 |
1.000 |
5,851.5 |
1.618 |
5,842.5 |
2.618 |
5,828.0 |
4.250 |
5,804.5 |
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