| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,578.25 |
2,598.50 |
20.25 |
0.8% |
2,585.50 |
| High |
2,595.50 |
2,603.25 |
7.75 |
0.3% |
2,603.25 |
| Low |
2,566.00 |
2,593.00 |
27.00 |
1.1% |
2,566.00 |
| Close |
2,595.00 |
2,595.75 |
0.75 |
0.0% |
2,595.75 |
| Range |
29.50 |
10.25 |
-19.25 |
-65.3% |
37.25 |
| ATR |
26.58 |
25.42 |
-1.17 |
-4.4% |
0.00 |
| Volume |
100 |
286 |
186 |
186.0% |
622 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.00 |
2,622.25 |
2,601.50 |
|
| R3 |
2,617.75 |
2,612.00 |
2,598.50 |
|
| R2 |
2,607.50 |
2,607.50 |
2,597.75 |
|
| R1 |
2,601.75 |
2,601.75 |
2,596.75 |
2,599.50 |
| PP |
2,597.25 |
2,597.25 |
2,597.25 |
2,596.25 |
| S1 |
2,591.50 |
2,591.50 |
2,594.75 |
2,589.25 |
| S2 |
2,587.00 |
2,587.00 |
2,593.75 |
|
| S3 |
2,576.75 |
2,581.25 |
2,593.00 |
|
| S4 |
2,566.50 |
2,571.00 |
2,590.00 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.00 |
2,685.25 |
2,616.25 |
|
| R3 |
2,662.75 |
2,648.00 |
2,606.00 |
|
| R2 |
2,625.50 |
2,625.50 |
2,602.50 |
|
| R1 |
2,610.75 |
2,610.75 |
2,599.25 |
2,618.00 |
| PP |
2,588.25 |
2,588.25 |
2,588.25 |
2,592.00 |
| S1 |
2,573.50 |
2,573.50 |
2,592.25 |
2,581.00 |
| S2 |
2,551.00 |
2,551.00 |
2,589.00 |
|
| S3 |
2,513.75 |
2,536.25 |
2,585.50 |
|
| S4 |
2,476.50 |
2,499.00 |
2,575.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,603.25 |
2,566.00 |
37.25 |
1.4% |
23.25 |
0.9% |
80% |
True |
False |
150 |
| 10 |
2,603.25 |
2,530.75 |
72.50 |
2.8% |
26.25 |
1.0% |
90% |
True |
False |
120 |
| 20 |
2,603.25 |
2,422.50 |
180.75 |
7.0% |
23.50 |
0.9% |
96% |
True |
False |
73 |
| 40 |
2,603.25 |
2,254.75 |
348.50 |
13.4% |
20.75 |
0.8% |
98% |
True |
False |
47 |
| 60 |
2,603.25 |
2,204.75 |
398.50 |
15.4% |
19.75 |
0.8% |
98% |
True |
False |
33 |
| 80 |
2,603.25 |
2,153.75 |
449.50 |
17.3% |
17.00 |
0.7% |
98% |
True |
False |
25 |
| 100 |
2,603.25 |
2,067.00 |
536.25 |
20.7% |
15.00 |
0.6% |
99% |
True |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.75 |
|
2.618 |
2,630.00 |
|
1.618 |
2,619.75 |
|
1.000 |
2,613.50 |
|
0.618 |
2,609.50 |
|
HIGH |
2,603.25 |
|
0.618 |
2,599.25 |
|
0.500 |
2,598.00 |
|
0.382 |
2,597.00 |
|
LOW |
2,593.00 |
|
0.618 |
2,586.75 |
|
1.000 |
2,582.75 |
|
1.618 |
2,576.50 |
|
2.618 |
2,566.25 |
|
4.250 |
2,549.50 |
|
|