| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,562.25 |
2,570.00 |
7.75 |
0.3% |
2,517.00 |
| High |
2,570.50 |
2,590.50 |
20.00 |
0.8% |
2,558.00 |
| Low |
2,550.00 |
2,548.75 |
-1.25 |
0.0% |
2,504.50 |
| Close |
2,570.00 |
2,552.00 |
-18.00 |
-0.7% |
2,543.00 |
| Range |
20.50 |
41.75 |
21.25 |
103.7% |
53.50 |
| ATR |
23.61 |
24.90 |
1.30 |
5.5% |
0.00 |
| Volume |
122 |
78 |
-44 |
-36.1% |
159 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.00 |
2,662.25 |
2,575.00 |
|
| R3 |
2,647.25 |
2,620.50 |
2,563.50 |
|
| R2 |
2,605.50 |
2,605.50 |
2,559.75 |
|
| R1 |
2,578.75 |
2,578.75 |
2,555.75 |
2,571.25 |
| PP |
2,563.75 |
2,563.75 |
2,563.75 |
2,560.00 |
| S1 |
2,537.00 |
2,537.00 |
2,548.25 |
2,529.50 |
| S2 |
2,522.00 |
2,522.00 |
2,544.25 |
|
| S3 |
2,480.25 |
2,495.25 |
2,540.50 |
|
| S4 |
2,438.50 |
2,453.50 |
2,529.00 |
|
|
| 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 |
2,590.50 |
2,530.75 |
59.75 |
2.3% |
24.75 |
1.0% |
36% |
True |
False |
66 |
| 10 |
2,590.50 |
2,475.75 |
114.75 |
4.5% |
22.00 |
0.9% |
66% |
True |
False |
45 |
| 20 |
2,590.50 |
2,415.00 |
175.50 |
6.9% |
22.00 |
0.9% |
78% |
True |
False |
34 |
| 40 |
2,590.50 |
2,206.50 |
384.00 |
15.0% |
19.50 |
0.8% |
90% |
True |
False |
25 |
| 60 |
2,590.50 |
2,153.75 |
436.75 |
17.1% |
18.50 |
0.7% |
91% |
True |
False |
18 |
| 80 |
2,590.50 |
2,153.75 |
436.75 |
17.1% |
15.50 |
0.6% |
91% |
True |
False |
14 |
| 100 |
2,590.50 |
2,067.00 |
523.50 |
20.5% |
13.50 |
0.5% |
93% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.00 |
|
2.618 |
2,699.75 |
|
1.618 |
2,658.00 |
|
1.000 |
2,632.25 |
|
0.618 |
2,616.25 |
|
HIGH |
2,590.50 |
|
0.618 |
2,574.50 |
|
0.500 |
2,569.50 |
|
0.382 |
2,564.75 |
|
LOW |
2,548.75 |
|
0.618 |
2,523.00 |
|
1.000 |
2,507.00 |
|
1.618 |
2,481.25 |
|
2.618 |
2,439.50 |
|
4.250 |
2,371.25 |
|
|