| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,570.00 |
2,547.50 |
-22.50 |
-0.9% |
2,517.00 |
| High |
2,590.50 |
2,588.00 |
-2.50 |
-0.1% |
2,558.00 |
| Low |
2,548.75 |
2,539.50 |
-9.25 |
-0.4% |
2,504.50 |
| Close |
2,552.00 |
2,588.00 |
36.00 |
1.4% |
2,543.00 |
| Range |
41.75 |
48.50 |
6.75 |
16.2% |
53.50 |
| ATR |
24.90 |
26.59 |
1.69 |
6.8% |
0.00 |
| Volume |
78 |
176 |
98 |
125.6% |
159 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.25 |
2,701.25 |
2,614.75 |
|
| R3 |
2,668.75 |
2,652.75 |
2,601.25 |
|
| R2 |
2,620.25 |
2,620.25 |
2,597.00 |
|
| R1 |
2,604.25 |
2,604.25 |
2,592.50 |
2,612.25 |
| PP |
2,571.75 |
2,571.75 |
2,571.75 |
2,576.00 |
| S1 |
2,555.75 |
2,555.75 |
2,583.50 |
2,563.75 |
| S2 |
2,523.25 |
2,523.25 |
2,579.00 |
|
| S3 |
2,474.75 |
2,507.25 |
2,574.75 |
|
| S4 |
2,426.25 |
2,458.75 |
2,561.25 |
|
|
| 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 |
2,590.50 |
2,530.75 |
59.75 |
2.3% |
29.25 |
1.1% |
96% |
False |
False |
90 |
| 10 |
2,590.50 |
2,492.25 |
98.25 |
3.8% |
25.50 |
1.0% |
97% |
False |
False |
59 |
| 20 |
2,590.50 |
2,415.50 |
175.00 |
6.8% |
23.00 |
0.9% |
99% |
False |
False |
42 |
| 40 |
2,590.50 |
2,220.00 |
370.50 |
14.3% |
20.50 |
0.8% |
99% |
False |
False |
29 |
| 60 |
2,590.50 |
2,153.75 |
436.75 |
16.9% |
18.75 |
0.7% |
99% |
False |
False |
21 |
| 80 |
2,590.50 |
2,153.75 |
436.75 |
16.9% |
16.00 |
0.6% |
99% |
False |
False |
16 |
| 100 |
2,590.50 |
2,067.00 |
523.50 |
20.2% |
14.00 |
0.5% |
100% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,794.00 |
|
2.618 |
2,715.00 |
|
1.618 |
2,666.50 |
|
1.000 |
2,636.50 |
|
0.618 |
2,618.00 |
|
HIGH |
2,588.00 |
|
0.618 |
2,569.50 |
|
0.500 |
2,563.75 |
|
0.382 |
2,558.00 |
|
LOW |
2,539.50 |
|
0.618 |
2,509.50 |
|
1.000 |
2,491.00 |
|
1.618 |
2,461.00 |
|
2.618 |
2,412.50 |
|
4.250 |
2,333.50 |
|
|