| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,626.00 |
2,611.00 |
-15.00 |
-0.6% |
2,585.50 |
| High |
2,639.00 |
2,640.00 |
1.00 |
0.0% |
2,603.25 |
| Low |
2,608.50 |
2,609.00 |
0.50 |
0.0% |
2,566.00 |
| Close |
2,617.25 |
2,637.50 |
20.25 |
0.8% |
2,595.75 |
| Range |
30.50 |
31.00 |
0.50 |
1.6% |
37.25 |
| ATR |
26.61 |
26.93 |
0.31 |
1.2% |
0.00 |
| Volume |
257 |
476 |
219 |
85.2% |
622 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.75 |
2,710.75 |
2,654.50 |
|
| R3 |
2,690.75 |
2,679.75 |
2,646.00 |
|
| R2 |
2,659.75 |
2,659.75 |
2,643.25 |
|
| R1 |
2,648.75 |
2,648.75 |
2,640.25 |
2,654.25 |
| PP |
2,628.75 |
2,628.75 |
2,628.75 |
2,631.50 |
| S1 |
2,617.75 |
2,617.75 |
2,634.75 |
2,623.25 |
| S2 |
2,597.75 |
2,597.75 |
2,631.75 |
|
| S3 |
2,566.75 |
2,586.75 |
2,629.00 |
|
| S4 |
2,535.75 |
2,555.75 |
2,620.50 |
|
|
| 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 |
2,640.00 |
2,573.50 |
66.50 |
2.5% |
27.25 |
1.0% |
96% |
True |
False |
269 |
| 10 |
2,640.00 |
2,539.50 |
100.50 |
3.8% |
29.00 |
1.1% |
98% |
True |
False |
199 |
| 20 |
2,640.00 |
2,475.75 |
164.25 |
6.2% |
25.50 |
1.0% |
98% |
True |
False |
122 |
| 40 |
2,640.00 |
2,309.00 |
331.00 |
12.5% |
22.25 |
0.8% |
99% |
True |
False |
73 |
| 60 |
2,640.00 |
2,206.50 |
433.50 |
16.4% |
20.25 |
0.8% |
99% |
True |
False |
50 |
| 80 |
2,640.00 |
2,153.75 |
486.25 |
18.4% |
18.50 |
0.7% |
99% |
True |
False |
38 |
| 100 |
2,640.00 |
2,153.75 |
486.25 |
18.4% |
15.75 |
0.6% |
99% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.75 |
|
2.618 |
2,721.25 |
|
1.618 |
2,690.25 |
|
1.000 |
2,671.00 |
|
0.618 |
2,659.25 |
|
HIGH |
2,640.00 |
|
0.618 |
2,628.25 |
|
0.500 |
2,624.50 |
|
0.382 |
2,620.75 |
|
LOW |
2,609.00 |
|
0.618 |
2,589.75 |
|
1.000 |
2,578.00 |
|
1.618 |
2,558.75 |
|
2.618 |
2,527.75 |
|
4.250 |
2,477.25 |
|
|