Day Change Summary |
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Previous |
Current |
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|
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20-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,875.0 |
5,857.0 |
-18.0 |
-0.3% |
5,793.5 |
High |
5,880.5 |
5,868.0 |
-12.5 |
-0.2% |
5,845.0 |
Low |
5,866.0 |
5,840.0 |
-26.0 |
-0.4% |
5,767.0 |
Close |
5,869.5 |
5,860.0 |
-9.5 |
-0.2% |
5,830.5 |
Range |
14.5 |
28.0 |
13.5 |
93.1% |
78.0 |
ATR |
50.8 |
49.2 |
-1.5 |
-3.0% |
0.0 |
Volume |
27 |
270 |
243 |
900.0% |
396 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,940.0 |
5,928.0 |
5,875.5 |
|
R3 |
5,912.0 |
5,900.0 |
5,867.5 |
|
R2 |
5,884.0 |
5,884.0 |
5,865.0 |
|
R1 |
5,872.0 |
5,872.0 |
5,862.5 |
5,878.0 |
PP |
5,856.0 |
5,856.0 |
5,856.0 |
5,859.0 |
S1 |
5,844.0 |
5,844.0 |
5,857.5 |
5,850.0 |
S2 |
5,828.0 |
5,828.0 |
5,855.0 |
|
S3 |
5,800.0 |
5,816.0 |
5,852.5 |
|
S4 |
5,772.0 |
5,788.0 |
5,844.5 |
|
|
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 |
|
|
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% |
35.5 |
0.6% |
82% |
False |
False |
121 |
10 |
5,880.5 |
5,748.5 |
132.0 |
2.3% |
35.5 |
0.6% |
84% |
False |
False |
73 |
20 |
5,880.5 |
5,563.0 |
317.5 |
5.4% |
41.5 |
0.7% |
94% |
False |
False |
52 |
40 |
5,880.5 |
5,429.5 |
451.0 |
7.7% |
27.5 |
0.5% |
95% |
False |
False |
33 |
60 |
5,880.5 |
5,118.0 |
762.5 |
13.0% |
23.5 |
0.4% |
97% |
False |
False |
53 |
80 |
5,880.5 |
5,070.5 |
810.0 |
13.8% |
19.0 |
0.3% |
97% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,987.0 |
2.618 |
5,941.5 |
1.618 |
5,913.5 |
1.000 |
5,896.0 |
0.618 |
5,885.5 |
HIGH |
5,868.0 |
0.618 |
5,857.5 |
0.500 |
5,854.0 |
0.382 |
5,850.5 |
LOW |
5,840.0 |
0.618 |
5,822.5 |
1.000 |
5,812.0 |
1.618 |
5,794.5 |
2.618 |
5,766.5 |
4.250 |
5,721.0 |
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