| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,585.50 |
2,585.00 |
-0.50 |
0.0% |
2,552.50 |
| High |
2,598.50 |
2,594.50 |
-4.00 |
-0.2% |
2,591.25 |
| Low |
2,570.00 |
2,570.00 |
0.00 |
0.0% |
2,539.50 |
| Close |
2,585.25 |
2,573.00 |
-12.25 |
-0.5% |
2,576.50 |
| Range |
28.50 |
24.50 |
-4.00 |
-14.0% |
51.75 |
| ATR |
26.50 |
26.36 |
-0.14 |
-0.5% |
0.00 |
| Volume |
46 |
190 |
144 |
313.0% |
549 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.75 |
2,637.25 |
2,586.50 |
|
| R3 |
2,628.25 |
2,612.75 |
2,579.75 |
|
| R2 |
2,603.75 |
2,603.75 |
2,577.50 |
|
| R1 |
2,588.25 |
2,588.25 |
2,575.25 |
2,583.75 |
| PP |
2,579.25 |
2,579.25 |
2,579.25 |
2,577.00 |
| S1 |
2,563.75 |
2,563.75 |
2,570.75 |
2,559.25 |
| S2 |
2,554.75 |
2,554.75 |
2,568.50 |
|
| S3 |
2,530.25 |
2,539.25 |
2,566.25 |
|
| S4 |
2,505.75 |
2,514.75 |
2,559.50 |
|
|
| 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% |
33.25 |
1.3% |
57% |
False |
False |
124 |
| 10 |
2,598.50 |
2,516.25 |
82.25 |
3.2% |
27.00 |
1.1% |
69% |
False |
False |
89 |
| 20 |
2,598.50 |
2,422.50 |
176.00 |
6.8% |
24.25 |
0.9% |
86% |
False |
False |
56 |
| 40 |
2,598.50 |
2,254.75 |
343.75 |
13.4% |
19.75 |
0.8% |
93% |
False |
False |
38 |
| 60 |
2,598.50 |
2,178.75 |
419.75 |
16.3% |
19.25 |
0.8% |
94% |
False |
False |
27 |
| 80 |
2,598.50 |
2,153.75 |
444.75 |
17.3% |
16.75 |
0.7% |
94% |
False |
False |
21 |
| 100 |
2,598.50 |
2,067.00 |
531.50 |
20.7% |
14.75 |
0.6% |
95% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.50 |
|
2.618 |
2,658.75 |
|
1.618 |
2,634.25 |
|
1.000 |
2,619.00 |
|
0.618 |
2,609.75 |
|
HIGH |
2,594.50 |
|
0.618 |
2,585.25 |
|
0.500 |
2,582.25 |
|
0.382 |
2,579.25 |
|
LOW |
2,570.00 |
|
0.618 |
2,554.75 |
|
1.000 |
2,545.50 |
|
1.618 |
2,530.25 |
|
2.618 |
2,505.75 |
|
4.250 |
2,466.00 |
|
|