| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,552.50 |
2,562.25 |
9.75 |
0.4% |
2,517.00 |
| High |
2,567.75 |
2,570.50 |
2.75 |
0.1% |
2,558.00 |
| Low |
2,548.00 |
2,550.00 |
2.00 |
0.1% |
2,504.50 |
| Close |
2,562.00 |
2,570.00 |
8.00 |
0.3% |
2,543.00 |
| Range |
19.75 |
20.50 |
0.75 |
3.8% |
53.50 |
| ATR |
23.84 |
23.61 |
-0.24 |
-1.0% |
0.00 |
| Volume |
41 |
122 |
81 |
197.6% |
159 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.00 |
2,618.00 |
2,581.25 |
|
| R3 |
2,604.50 |
2,597.50 |
2,575.75 |
|
| R2 |
2,584.00 |
2,584.00 |
2,573.75 |
|
| R1 |
2,577.00 |
2,577.00 |
2,572.00 |
2,580.50 |
| PP |
2,563.50 |
2,563.50 |
2,563.50 |
2,565.25 |
| S1 |
2,556.50 |
2,556.50 |
2,568.00 |
2,560.00 |
| S2 |
2,543.00 |
2,543.00 |
2,566.25 |
|
| S3 |
2,522.50 |
2,536.00 |
2,564.25 |
|
| S4 |
2,502.00 |
2,515.50 |
2,558.75 |
|
|
| 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 |
2,570.50 |
2,516.25 |
54.25 |
2.1% |
21.00 |
0.8% |
99% |
True |
False |
53 |
| 10 |
2,570.50 |
2,471.75 |
98.75 |
3.8% |
19.25 |
0.8% |
99% |
True |
False |
40 |
| 20 |
2,570.50 |
2,415.00 |
155.50 |
6.1% |
19.75 |
0.8% |
100% |
True |
False |
31 |
| 40 |
2,570.50 |
2,206.50 |
364.00 |
14.2% |
19.25 |
0.7% |
100% |
True |
False |
23 |
| 60 |
2,570.50 |
2,153.75 |
416.75 |
16.2% |
18.00 |
0.7% |
100% |
True |
False |
17 |
| 80 |
2,570.50 |
2,153.75 |
416.75 |
16.2% |
15.00 |
0.6% |
100% |
True |
False |
13 |
| 100 |
2,570.50 |
2,067.00 |
503.50 |
19.6% |
13.00 |
0.5% |
100% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.50 |
|
2.618 |
2,624.25 |
|
1.618 |
2,603.75 |
|
1.000 |
2,591.00 |
|
0.618 |
2,583.25 |
|
HIGH |
2,570.50 |
|
0.618 |
2,562.75 |
|
0.500 |
2,560.25 |
|
0.382 |
2,557.75 |
|
LOW |
2,550.00 |
|
0.618 |
2,537.25 |
|
1.000 |
2,529.50 |
|
1.618 |
2,516.75 |
|
2.618 |
2,496.25 |
|
4.250 |
2,463.00 |
|
|