Day Change Summary |
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Previous |
Current |
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|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,845.0 |
5,859.0 |
14.0 |
0.2% |
5,875.0 |
High |
5,845.5 |
5,861.0 |
15.5 |
0.3% |
5,890.0 |
Low |
5,804.0 |
5,834.0 |
30.0 |
0.5% |
5,824.0 |
Close |
5,845.0 |
5,852.5 |
7.5 |
0.1% |
5,864.5 |
Range |
41.5 |
27.0 |
-14.5 |
-34.9% |
66.0 |
ATR |
48.2 |
46.7 |
-1.5 |
-3.1% |
0.0 |
Volume |
47 |
83 |
36 |
76.6% |
677 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,930.0 |
5,918.5 |
5,867.5 |
|
R3 |
5,903.0 |
5,891.5 |
5,860.0 |
|
R2 |
5,876.0 |
5,876.0 |
5,857.5 |
|
R1 |
5,864.5 |
5,864.5 |
5,855.0 |
5,857.0 |
PP |
5,849.0 |
5,849.0 |
5,849.0 |
5,845.5 |
S1 |
5,837.5 |
5,837.5 |
5,850.0 |
5,830.0 |
S2 |
5,822.0 |
5,822.0 |
5,847.5 |
|
S3 |
5,795.0 |
5,810.5 |
5,845.0 |
|
S4 |
5,768.0 |
5,783.5 |
5,837.5 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,057.5 |
6,027.0 |
5,901.0 |
|
R3 |
5,991.5 |
5,961.0 |
5,882.5 |
|
R2 |
5,925.5 |
5,925.5 |
5,876.5 |
|
R1 |
5,895.0 |
5,895.0 |
5,870.5 |
5,877.0 |
PP |
5,859.5 |
5,859.5 |
5,859.5 |
5,850.5 |
S1 |
5,829.0 |
5,829.0 |
5,858.5 |
5,811.0 |
S2 |
5,793.5 |
5,793.5 |
5,852.5 |
|
S3 |
5,727.5 |
5,763.0 |
5,846.5 |
|
S4 |
5,661.5 |
5,697.0 |
5,828.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,890.0 |
5,804.0 |
86.0 |
1.5% |
37.5 |
0.6% |
56% |
False |
False |
102 |
10 |
5,890.0 |
5,767.0 |
123.0 |
2.1% |
36.5 |
0.6% |
70% |
False |
False |
111 |
20 |
5,890.0 |
5,645.5 |
244.5 |
4.2% |
38.0 |
0.7% |
85% |
False |
False |
64 |
40 |
5,890.0 |
5,523.5 |
366.5 |
6.3% |
31.5 |
0.5% |
90% |
False |
False |
44 |
60 |
5,890.0 |
5,277.5 |
612.5 |
10.5% |
25.5 |
0.4% |
94% |
False |
False |
61 |
80 |
5,890.0 |
5,070.5 |
819.5 |
14.0% |
20.5 |
0.3% |
95% |
False |
False |
51 |
100 |
5,890.0 |
5,070.5 |
819.5 |
14.0% |
18.5 |
0.3% |
95% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,976.0 |
2.618 |
5,931.5 |
1.618 |
5,904.5 |
1.000 |
5,888.0 |
0.618 |
5,877.5 |
HIGH |
5,861.0 |
0.618 |
5,850.5 |
0.500 |
5,847.5 |
0.382 |
5,844.5 |
LOW |
5,834.0 |
0.618 |
5,817.5 |
1.000 |
5,807.0 |
1.618 |
5,790.5 |
2.618 |
5,763.5 |
4.250 |
5,719.0 |
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