| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,544.00 |
2,552.50 |
8.50 |
0.3% |
2,517.00 |
| High |
2,546.75 |
2,567.75 |
21.00 |
0.8% |
2,558.00 |
| Low |
2,530.75 |
2,548.00 |
17.25 |
0.7% |
2,504.50 |
| Close |
2,543.00 |
2,562.00 |
19.00 |
0.7% |
2,543.00 |
| Range |
16.00 |
19.75 |
3.75 |
23.4% |
53.50 |
| ATR |
23.78 |
23.84 |
0.07 |
0.3% |
0.00 |
| Volume |
33 |
41 |
8 |
24.2% |
159 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.50 |
2,610.00 |
2,572.75 |
|
| R3 |
2,598.75 |
2,590.25 |
2,567.50 |
|
| R2 |
2,579.00 |
2,579.00 |
2,565.50 |
|
| R1 |
2,570.50 |
2,570.50 |
2,563.75 |
2,574.75 |
| PP |
2,559.25 |
2,559.25 |
2,559.25 |
2,561.50 |
| S1 |
2,550.75 |
2,550.75 |
2,560.25 |
2,555.00 |
| S2 |
2,539.50 |
2,539.50 |
2,558.50 |
|
| S3 |
2,519.75 |
2,531.00 |
2,556.50 |
|
| S4 |
2,500.00 |
2,511.25 |
2,551.25 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.75 |
2,672.75 |
2,572.50 |
|
| R3 |
2,642.25 |
2,619.25 |
2,557.75 |
|
| R2 |
2,588.75 |
2,588.75 |
2,552.75 |
|
| R1 |
2,565.75 |
2,565.75 |
2,548.00 |
2,577.25 |
| PP |
2,535.25 |
2,535.25 |
2,535.25 |
2,541.00 |
| S1 |
2,512.25 |
2,512.25 |
2,538.00 |
2,523.75 |
| S2 |
2,481.75 |
2,481.75 |
2,533.25 |
|
| S3 |
2,428.25 |
2,458.75 |
2,528.25 |
|
| S4 |
2,374.75 |
2,405.25 |
2,513.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,567.75 |
2,514.25 |
53.50 |
2.1% |
19.50 |
0.8% |
89% |
True |
False |
35 |
| 10 |
2,567.75 |
2,448.00 |
119.75 |
4.7% |
19.25 |
0.8% |
95% |
True |
False |
31 |
| 20 |
2,567.75 |
2,377.00 |
190.75 |
7.4% |
19.75 |
0.8% |
97% |
True |
False |
25 |
| 40 |
2,567.75 |
2,206.50 |
361.25 |
14.1% |
18.75 |
0.7% |
98% |
True |
False |
20 |
| 60 |
2,567.75 |
2,153.75 |
414.00 |
16.2% |
18.00 |
0.7% |
99% |
True |
False |
15 |
| 80 |
2,567.75 |
2,153.75 |
414.00 |
16.2% |
14.75 |
0.6% |
99% |
True |
False |
12 |
| 100 |
2,567.75 |
2,067.00 |
500.75 |
19.5% |
13.25 |
0.5% |
99% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.75 |
|
2.618 |
2,619.50 |
|
1.618 |
2,599.75 |
|
1.000 |
2,587.50 |
|
0.618 |
2,580.00 |
|
HIGH |
2,567.75 |
|
0.618 |
2,560.25 |
|
0.500 |
2,558.00 |
|
0.382 |
2,555.50 |
|
LOW |
2,548.00 |
|
0.618 |
2,535.75 |
|
1.000 |
2,528.25 |
|
1.618 |
2,516.00 |
|
2.618 |
2,496.25 |
|
4.250 |
2,464.00 |
|
|