| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,588.00 |
2,585.50 |
-2.50 |
-0.1% |
2,552.50 |
| High |
2,591.25 |
2,598.50 |
7.25 |
0.3% |
2,591.25 |
| Low |
2,568.00 |
2,570.00 |
2.00 |
0.1% |
2,539.50 |
| Close |
2,576.50 |
2,585.25 |
8.75 |
0.3% |
2,576.50 |
| Range |
23.25 |
28.50 |
5.25 |
22.6% |
51.75 |
| ATR |
26.35 |
26.50 |
0.15 |
0.6% |
0.00 |
| Volume |
132 |
46 |
-86 |
-65.2% |
549 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.00 |
2,656.25 |
2,601.00 |
|
| R3 |
2,641.50 |
2,627.75 |
2,593.00 |
|
| R2 |
2,613.00 |
2,613.00 |
2,590.50 |
|
| R1 |
2,599.25 |
2,599.25 |
2,587.75 |
2,592.00 |
| PP |
2,584.50 |
2,584.50 |
2,584.50 |
2,581.00 |
| S1 |
2,570.75 |
2,570.75 |
2,582.75 |
2,563.50 |
| S2 |
2,556.00 |
2,556.00 |
2,580.00 |
|
| S3 |
2,527.50 |
2,542.25 |
2,577.50 |
|
| S4 |
2,499.00 |
2,513.75 |
2,569.50 |
|
|
| 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 |
2,598.50 |
2,539.50 |
59.00 |
2.3% |
32.50 |
1.3% |
78% |
True |
False |
110 |
| 10 |
2,598.50 |
2,514.25 |
84.25 |
3.3% |
26.00 |
1.0% |
84% |
True |
False |
73 |
| 20 |
2,598.50 |
2,422.50 |
176.00 |
6.8% |
23.50 |
0.9% |
92% |
True |
False |
48 |
| 40 |
2,598.50 |
2,237.00 |
361.50 |
14.0% |
19.75 |
0.8% |
96% |
True |
False |
34 |
| 60 |
2,598.50 |
2,153.75 |
444.75 |
17.2% |
19.50 |
0.8% |
97% |
True |
False |
24 |
| 80 |
2,598.50 |
2,153.75 |
444.75 |
17.2% |
16.50 |
0.6% |
97% |
True |
False |
18 |
| 100 |
2,598.50 |
2,067.00 |
531.50 |
20.6% |
14.50 |
0.6% |
98% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,719.50 |
|
2.618 |
2,673.00 |
|
1.618 |
2,644.50 |
|
1.000 |
2,627.00 |
|
0.618 |
2,616.00 |
|
HIGH |
2,598.50 |
|
0.618 |
2,587.50 |
|
0.500 |
2,584.25 |
|
0.382 |
2,581.00 |
|
LOW |
2,570.00 |
|
0.618 |
2,552.50 |
|
1.000 |
2,541.50 |
|
1.618 |
2,524.00 |
|
2.618 |
2,495.50 |
|
4.250 |
2,449.00 |
|
|