| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,547.50 |
2,588.00 |
40.50 |
1.6% |
2,552.50 |
| High |
2,588.00 |
2,591.25 |
3.25 |
0.1% |
2,591.25 |
| Low |
2,539.50 |
2,568.00 |
28.50 |
1.1% |
2,539.50 |
| Close |
2,588.00 |
2,576.50 |
-11.50 |
-0.4% |
2,576.50 |
| Range |
48.50 |
23.25 |
-25.25 |
-52.1% |
51.75 |
| ATR |
26.59 |
26.35 |
-0.24 |
-0.9% |
0.00 |
| Volume |
176 |
132 |
-44 |
-25.0% |
549 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.25 |
2,635.75 |
2,589.25 |
|
| R3 |
2,625.00 |
2,612.50 |
2,583.00 |
|
| R2 |
2,601.75 |
2,601.75 |
2,580.75 |
|
| R1 |
2,589.25 |
2,589.25 |
2,578.75 |
2,584.00 |
| PP |
2,578.50 |
2,578.50 |
2,578.50 |
2,576.00 |
| S1 |
2,566.00 |
2,566.00 |
2,574.25 |
2,560.50 |
| S2 |
2,555.25 |
2,555.25 |
2,572.25 |
|
| S3 |
2,532.00 |
2,542.75 |
2,570.00 |
|
| S4 |
2,508.75 |
2,519.50 |
2,563.75 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.25 |
2,702.25 |
2,605.00 |
|
| R3 |
2,672.50 |
2,650.50 |
2,590.75 |
|
| R2 |
2,620.75 |
2,620.75 |
2,586.00 |
|
| R1 |
2,598.75 |
2,598.75 |
2,581.25 |
2,609.75 |
| PP |
2,569.00 |
2,569.00 |
2,569.00 |
2,574.50 |
| S1 |
2,547.00 |
2,547.00 |
2,571.75 |
2,558.00 |
| S2 |
2,517.25 |
2,517.25 |
2,567.00 |
|
| S3 |
2,465.50 |
2,495.25 |
2,562.25 |
|
| S4 |
2,413.75 |
2,443.50 |
2,548.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,591.25 |
2,539.50 |
51.75 |
2.0% |
30.75 |
1.2% |
71% |
True |
False |
109 |
| 10 |
2,591.25 |
2,504.50 |
86.75 |
3.4% |
24.75 |
1.0% |
83% |
True |
False |
70 |
| 20 |
2,591.25 |
2,415.50 |
175.75 |
6.8% |
23.50 |
0.9% |
92% |
True |
False |
47 |
| 40 |
2,591.25 |
2,220.00 |
371.25 |
14.4% |
20.50 |
0.8% |
96% |
True |
False |
33 |
| 60 |
2,591.25 |
2,153.75 |
437.50 |
17.0% |
19.25 |
0.7% |
97% |
True |
False |
23 |
| 80 |
2,591.25 |
2,153.75 |
437.50 |
17.0% |
16.25 |
0.6% |
97% |
True |
False |
18 |
| 100 |
2,591.25 |
2,067.00 |
524.25 |
20.3% |
14.25 |
0.5% |
97% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.00 |
|
2.618 |
2,652.00 |
|
1.618 |
2,628.75 |
|
1.000 |
2,614.50 |
|
0.618 |
2,605.50 |
|
HIGH |
2,591.25 |
|
0.618 |
2,582.25 |
|
0.500 |
2,579.50 |
|
0.382 |
2,577.00 |
|
LOW |
2,568.00 |
|
0.618 |
2,553.75 |
|
1.000 |
2,544.75 |
|
1.618 |
2,530.50 |
|
2.618 |
2,507.25 |
|
4.250 |
2,469.25 |
|
|