Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,862.5 |
5,793.0 |
-69.5 |
-1.2% |
5,875.0 |
High |
5,878.5 |
5,875.0 |
-3.5 |
-0.1% |
5,890.0 |
Low |
5,798.5 |
5,792.0 |
-6.5 |
-0.1% |
5,824.0 |
Close |
5,802.0 |
5,863.0 |
61.0 |
1.1% |
5,864.5 |
Range |
80.0 |
83.0 |
3.0 |
3.8% |
66.0 |
ATR |
49.1 |
51.5 |
2.4 |
4.9% |
0.0 |
Volume |
323 |
1,419 |
1,096 |
339.3% |
677 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,092.5 |
6,060.5 |
5,908.5 |
|
R3 |
6,009.5 |
5,977.5 |
5,886.0 |
|
R2 |
5,926.5 |
5,926.5 |
5,878.0 |
|
R1 |
5,894.5 |
5,894.5 |
5,870.5 |
5,910.5 |
PP |
5,843.5 |
5,843.5 |
5,843.5 |
5,851.0 |
S1 |
5,811.5 |
5,811.5 |
5,855.5 |
5,827.5 |
S2 |
5,760.5 |
5,760.5 |
5,848.0 |
|
S3 |
5,677.5 |
5,728.5 |
5,840.0 |
|
S4 |
5,594.5 |
5,645.5 |
5,817.5 |
|
|
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 |
5,792.0 |
98.0 |
1.7% |
53.0 |
0.9% |
72% |
False |
True |
402 |
10 |
5,890.0 |
5,792.0 |
98.0 |
1.7% |
40.5 |
0.7% |
72% |
False |
True |
259 |
20 |
5,890.0 |
5,716.5 |
173.5 |
3.0% |
42.5 |
0.7% |
84% |
False |
False |
150 |
40 |
5,890.0 |
5,523.5 |
366.5 |
6.3% |
35.5 |
0.6% |
93% |
False |
False |
88 |
60 |
5,890.0 |
5,277.5 |
612.5 |
10.4% |
27.5 |
0.5% |
96% |
False |
False |
90 |
80 |
5,890.0 |
5,070.5 |
819.5 |
14.0% |
22.5 |
0.4% |
97% |
False |
False |
71 |
100 |
5,890.0 |
5,070.5 |
819.5 |
14.0% |
20.0 |
0.3% |
97% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,228.0 |
2.618 |
6,092.5 |
1.618 |
6,009.5 |
1.000 |
5,958.0 |
0.618 |
5,926.5 |
HIGH |
5,875.0 |
0.618 |
5,843.5 |
0.500 |
5,833.5 |
0.382 |
5,823.5 |
LOW |
5,792.0 |
0.618 |
5,740.5 |
1.000 |
5,709.0 |
1.618 |
5,657.5 |
2.618 |
5,574.5 |
4.250 |
5,439.0 |
|
|