| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,605.00 |
2,626.00 |
21.00 |
0.8% |
2,585.50 |
| High |
2,629.25 |
2,639.00 |
9.75 |
0.4% |
2,603.25 |
| Low |
2,602.50 |
2,608.50 |
6.00 |
0.2% |
2,566.00 |
| Close |
2,626.25 |
2,617.25 |
-9.00 |
-0.3% |
2,595.75 |
| Range |
26.75 |
30.50 |
3.75 |
14.0% |
37.25 |
| ATR |
26.32 |
26.61 |
0.30 |
1.1% |
0.00 |
| Volume |
228 |
257 |
29 |
12.7% |
622 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.00 |
2,695.75 |
2,634.00 |
|
| R3 |
2,682.50 |
2,665.25 |
2,625.75 |
|
| R2 |
2,652.00 |
2,652.00 |
2,622.75 |
|
| R1 |
2,634.75 |
2,634.75 |
2,620.00 |
2,628.00 |
| PP |
2,621.50 |
2,621.50 |
2,621.50 |
2,618.25 |
| S1 |
2,604.25 |
2,604.25 |
2,614.50 |
2,597.50 |
| S2 |
2,591.00 |
2,591.00 |
2,611.75 |
|
| S3 |
2,560.50 |
2,573.75 |
2,608.75 |
|
| S4 |
2,530.00 |
2,543.25 |
2,600.50 |
|
|
| 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 |
2,639.00 |
2,566.00 |
73.00 |
2.8% |
26.75 |
1.0% |
70% |
True |
False |
194 |
| 10 |
2,639.00 |
2,539.50 |
99.50 |
3.8% |
30.00 |
1.1% |
78% |
True |
False |
159 |
| 20 |
2,639.00 |
2,471.75 |
167.25 |
6.4% |
24.75 |
0.9% |
87% |
True |
False |
99 |
| 40 |
2,639.00 |
2,309.00 |
330.00 |
12.6% |
21.75 |
0.8% |
93% |
True |
False |
61 |
| 60 |
2,639.00 |
2,206.50 |
432.50 |
16.5% |
20.25 |
0.8% |
95% |
True |
False |
42 |
| 80 |
2,639.00 |
2,153.75 |
485.25 |
18.5% |
18.00 |
0.7% |
96% |
True |
False |
32 |
| 100 |
2,639.00 |
2,153.75 |
485.25 |
18.5% |
15.50 |
0.6% |
96% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.50 |
|
2.618 |
2,718.75 |
|
1.618 |
2,688.25 |
|
1.000 |
2,669.50 |
|
0.618 |
2,657.75 |
|
HIGH |
2,639.00 |
|
0.618 |
2,627.25 |
|
0.500 |
2,623.75 |
|
0.382 |
2,620.25 |
|
LOW |
2,608.50 |
|
0.618 |
2,589.75 |
|
1.000 |
2,578.00 |
|
1.618 |
2,559.25 |
|
2.618 |
2,528.75 |
|
4.250 |
2,479.00 |
|
|