| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,598.50 |
2,590.50 |
-8.00 |
-0.3% |
2,585.50 |
| High |
2,603.25 |
2,610.75 |
7.50 |
0.3% |
2,603.25 |
| Low |
2,593.00 |
2,573.50 |
-19.50 |
-0.8% |
2,566.00 |
| Close |
2,595.75 |
2,602.25 |
6.50 |
0.3% |
2,595.75 |
| Range |
10.25 |
37.25 |
27.00 |
263.4% |
37.25 |
| ATR |
25.42 |
26.26 |
0.85 |
3.3% |
0.00 |
| Volume |
286 |
101 |
-185 |
-64.7% |
622 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,707.25 |
2,692.00 |
2,622.75 |
|
| R3 |
2,670.00 |
2,654.75 |
2,612.50 |
|
| R2 |
2,632.75 |
2,632.75 |
2,609.00 |
|
| R1 |
2,617.50 |
2,617.50 |
2,605.75 |
2,625.00 |
| PP |
2,595.50 |
2,595.50 |
2,595.50 |
2,599.25 |
| S1 |
2,580.25 |
2,580.25 |
2,598.75 |
2,588.00 |
| S2 |
2,558.25 |
2,558.25 |
2,595.50 |
|
| S3 |
2,521.00 |
2,543.00 |
2,592.00 |
|
| S4 |
2,483.75 |
2,505.75 |
2,581.75 |
|
|
| 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 |
2,610.75 |
2,566.00 |
44.75 |
1.7% |
26.00 |
1.0% |
81% |
True |
False |
144 |
| 10 |
2,610.75 |
2,539.50 |
71.25 |
2.7% |
28.50 |
1.1% |
88% |
True |
False |
127 |
| 20 |
2,610.75 |
2,422.50 |
188.25 |
7.2% |
24.75 |
1.0% |
95% |
True |
False |
77 |
| 40 |
2,610.75 |
2,257.50 |
353.25 |
13.6% |
21.00 |
0.8% |
98% |
True |
False |
49 |
| 60 |
2,610.75 |
2,206.50 |
404.25 |
15.5% |
20.50 |
0.8% |
98% |
True |
False |
34 |
| 80 |
2,610.75 |
2,153.75 |
457.00 |
17.6% |
17.50 |
0.7% |
98% |
True |
False |
26 |
| 100 |
2,610.75 |
2,107.00 |
503.75 |
19.4% |
14.75 |
0.6% |
98% |
True |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.00 |
|
2.618 |
2,708.25 |
|
1.618 |
2,671.00 |
|
1.000 |
2,648.00 |
|
0.618 |
2,633.75 |
|
HIGH |
2,610.75 |
|
0.618 |
2,596.50 |
|
0.500 |
2,592.00 |
|
0.382 |
2,587.75 |
|
LOW |
2,573.50 |
|
0.618 |
2,550.50 |
|
1.000 |
2,536.25 |
|
1.618 |
2,513.25 |
|
2.618 |
2,476.00 |
|
4.250 |
2,415.25 |
|
|