| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,611.00 |
2,640.50 |
29.50 |
1.1% |
2,590.50 |
| High |
2,640.00 |
2,644.00 |
4.00 |
0.2% |
2,644.00 |
| Low |
2,609.00 |
2,627.75 |
18.75 |
0.7% |
2,573.50 |
| Close |
2,637.50 |
2,638.00 |
0.50 |
0.0% |
2,638.00 |
| Range |
31.00 |
16.25 |
-14.75 |
-47.6% |
70.50 |
| ATR |
26.93 |
26.16 |
-0.76 |
-2.8% |
0.00 |
| Volume |
476 |
1,208 |
732 |
153.8% |
2,270 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.25 |
2,678.00 |
2,647.00 |
|
| R3 |
2,669.00 |
2,661.75 |
2,642.50 |
|
| R2 |
2,652.75 |
2,652.75 |
2,641.00 |
|
| R1 |
2,645.50 |
2,645.50 |
2,639.50 |
2,641.00 |
| PP |
2,636.50 |
2,636.50 |
2,636.50 |
2,634.50 |
| S1 |
2,629.25 |
2,629.25 |
2,636.50 |
2,624.75 |
| S2 |
2,620.25 |
2,620.25 |
2,635.00 |
|
| S3 |
2,604.00 |
2,613.00 |
2,633.50 |
|
| S4 |
2,587.75 |
2,596.75 |
2,629.00 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.00 |
2,804.50 |
2,676.75 |
|
| R3 |
2,759.50 |
2,734.00 |
2,657.50 |
|
| R2 |
2,689.00 |
2,689.00 |
2,651.00 |
|
| R1 |
2,663.50 |
2,663.50 |
2,644.50 |
2,676.25 |
| PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,625.00 |
| S1 |
2,593.00 |
2,593.00 |
2,631.50 |
2,605.75 |
| S2 |
2,548.00 |
2,548.00 |
2,625.00 |
|
| S3 |
2,477.50 |
2,522.50 |
2,618.50 |
|
| S4 |
2,407.00 |
2,452.00 |
2,599.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,644.00 |
2,573.50 |
70.50 |
2.7% |
28.25 |
1.1% |
91% |
True |
False |
454 |
| 10 |
2,644.00 |
2,566.00 |
78.00 |
3.0% |
25.75 |
1.0% |
92% |
True |
False |
302 |
| 20 |
2,644.00 |
2,492.25 |
151.75 |
5.8% |
25.50 |
1.0% |
96% |
True |
False |
180 |
| 40 |
2,644.00 |
2,312.75 |
331.25 |
12.6% |
22.25 |
0.8% |
98% |
True |
False |
103 |
| 60 |
2,644.00 |
2,206.50 |
437.50 |
16.6% |
20.50 |
0.8% |
99% |
True |
False |
70 |
| 80 |
2,644.00 |
2,153.75 |
490.25 |
18.6% |
18.75 |
0.7% |
99% |
True |
False |
54 |
| 100 |
2,644.00 |
2,153.75 |
490.25 |
18.6% |
16.00 |
0.6% |
99% |
True |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.00 |
|
2.618 |
2,686.50 |
|
1.618 |
2,670.25 |
|
1.000 |
2,660.25 |
|
0.618 |
2,654.00 |
|
HIGH |
2,644.00 |
|
0.618 |
2,637.75 |
|
0.500 |
2,636.00 |
|
0.382 |
2,634.00 |
|
LOW |
2,627.75 |
|
0.618 |
2,617.75 |
|
1.000 |
2,611.50 |
|
1.618 |
2,601.50 |
|
2.618 |
2,585.25 |
|
4.250 |
2,558.75 |
|
|