| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,585.00 |
2,578.25 |
-6.75 |
-0.3% |
2,552.50 |
| High |
2,594.50 |
2,595.50 |
1.00 |
0.0% |
2,591.25 |
| Low |
2,570.00 |
2,566.00 |
-4.00 |
-0.2% |
2,539.50 |
| Close |
2,573.00 |
2,595.00 |
22.00 |
0.9% |
2,576.50 |
| Range |
24.50 |
29.50 |
5.00 |
20.4% |
51.75 |
| ATR |
26.36 |
26.58 |
0.22 |
0.9% |
0.00 |
| Volume |
190 |
100 |
-90 |
-47.4% |
549 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.00 |
2,664.00 |
2,611.25 |
|
| R3 |
2,644.50 |
2,634.50 |
2,603.00 |
|
| R2 |
2,615.00 |
2,615.00 |
2,600.50 |
|
| R1 |
2,605.00 |
2,605.00 |
2,597.75 |
2,610.00 |
| PP |
2,585.50 |
2,585.50 |
2,585.50 |
2,588.00 |
| S1 |
2,575.50 |
2,575.50 |
2,592.25 |
2,580.50 |
| S2 |
2,556.00 |
2,556.00 |
2,589.50 |
|
| S3 |
2,526.50 |
2,546.00 |
2,587.00 |
|
| S4 |
2,497.00 |
2,516.50 |
2,578.75 |
|
|
| 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 |
2,598.50 |
2,539.50 |
59.00 |
2.3% |
30.75 |
1.2% |
94% |
False |
False |
128 |
| 10 |
2,598.50 |
2,530.75 |
67.75 |
2.6% |
27.75 |
1.1% |
95% |
False |
False |
97 |
| 20 |
2,598.50 |
2,422.50 |
176.00 |
6.8% |
24.50 |
0.9% |
98% |
False |
False |
61 |
| 40 |
2,598.50 |
2,254.75 |
343.75 |
13.2% |
20.50 |
0.8% |
99% |
False |
False |
40 |
| 60 |
2,598.50 |
2,200.00 |
398.50 |
15.4% |
19.75 |
0.8% |
99% |
False |
False |
28 |
| 80 |
2,598.50 |
2,153.75 |
444.75 |
17.1% |
17.00 |
0.7% |
99% |
False |
False |
22 |
| 100 |
2,598.50 |
2,067.00 |
531.50 |
20.5% |
15.00 |
0.6% |
99% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.00 |
|
2.618 |
2,672.75 |
|
1.618 |
2,643.25 |
|
1.000 |
2,625.00 |
|
0.618 |
2,613.75 |
|
HIGH |
2,595.50 |
|
0.618 |
2,584.25 |
|
0.500 |
2,580.75 |
|
0.382 |
2,577.25 |
|
LOW |
2,566.00 |
|
0.618 |
2,547.75 |
|
1.000 |
2,536.50 |
|
1.618 |
2,518.25 |
|
2.618 |
2,488.75 |
|
4.250 |
2,440.50 |
|
|