| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,590.50 |
2,605.00 |
14.50 |
0.6% |
2,585.50 |
| High |
2,610.75 |
2,629.25 |
18.50 |
0.7% |
2,603.25 |
| Low |
2,573.50 |
2,602.50 |
29.00 |
1.1% |
2,566.00 |
| Close |
2,602.25 |
2,626.25 |
24.00 |
0.9% |
2,595.75 |
| Range |
37.25 |
26.75 |
-10.50 |
-28.2% |
37.25 |
| ATR |
26.26 |
26.32 |
0.05 |
0.2% |
0.00 |
| Volume |
101 |
228 |
127 |
125.7% |
622 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.50 |
2,689.75 |
2,641.00 |
|
| R3 |
2,672.75 |
2,663.00 |
2,633.50 |
|
| R2 |
2,646.00 |
2,646.00 |
2,631.25 |
|
| R1 |
2,636.25 |
2,636.25 |
2,628.75 |
2,641.00 |
| PP |
2,619.25 |
2,619.25 |
2,619.25 |
2,621.75 |
| S1 |
2,609.50 |
2,609.50 |
2,623.75 |
2,614.50 |
| S2 |
2,592.50 |
2,592.50 |
2,621.25 |
|
| S3 |
2,565.75 |
2,582.75 |
2,619.00 |
|
| S4 |
2,539.00 |
2,556.00 |
2,611.50 |
|
|
| 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 |
2,629.25 |
2,566.00 |
63.25 |
2.4% |
25.75 |
1.0% |
95% |
True |
False |
181 |
| 10 |
2,629.25 |
2,539.50 |
89.75 |
3.4% |
29.00 |
1.1% |
97% |
True |
False |
145 |
| 20 |
2,629.25 |
2,448.00 |
181.25 |
6.9% |
24.25 |
0.9% |
98% |
True |
False |
88 |
| 40 |
2,629.25 |
2,271.25 |
358.00 |
13.6% |
21.00 |
0.8% |
99% |
True |
False |
55 |
| 60 |
2,629.25 |
2,206.50 |
422.75 |
16.1% |
19.75 |
0.8% |
99% |
True |
False |
38 |
| 80 |
2,629.25 |
2,153.75 |
475.50 |
18.1% |
17.75 |
0.7% |
99% |
True |
False |
29 |
| 100 |
2,629.25 |
2,153.75 |
475.50 |
18.1% |
15.00 |
0.6% |
99% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.00 |
|
2.618 |
2,699.25 |
|
1.618 |
2,672.50 |
|
1.000 |
2,656.00 |
|
0.618 |
2,645.75 |
|
HIGH |
2,629.25 |
|
0.618 |
2,619.00 |
|
0.500 |
2,616.00 |
|
0.382 |
2,612.75 |
|
LOW |
2,602.50 |
|
0.618 |
2,586.00 |
|
1.000 |
2,575.75 |
|
1.618 |
2,559.25 |
|
2.618 |
2,532.50 |
|
4.250 |
2,488.75 |
|
|