| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,550.0 |
2,602.0 |
52.0 |
2.0% |
2,573.0 |
| High |
2,600.0 |
2,602.0 |
2.0 |
0.1% |
2,601.0 |
| Low |
2,546.0 |
2,562.0 |
16.0 |
0.6% |
2,537.0 |
| Close |
2,599.0 |
2,574.0 |
-25.0 |
-1.0% |
2,549.0 |
| Range |
54.0 |
40.0 |
-14.0 |
-25.9% |
64.0 |
| ATR |
34.2 |
34.6 |
0.4 |
1.2% |
0.0 |
| Volume |
556 |
446 |
-110 |
-19.8% |
5,522 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.3 |
2,676.7 |
2,596.0 |
|
| R3 |
2,659.3 |
2,636.7 |
2,585.0 |
|
| R2 |
2,619.3 |
2,619.3 |
2,581.3 |
|
| R1 |
2,596.7 |
2,596.7 |
2,577.7 |
2,588.0 |
| PP |
2,579.3 |
2,579.3 |
2,579.3 |
2,575.0 |
| S1 |
2,556.7 |
2,556.7 |
2,570.3 |
2,548.0 |
| S2 |
2,539.3 |
2,539.3 |
2,566.7 |
|
| S3 |
2,499.3 |
2,516.7 |
2,563.0 |
|
| S4 |
2,459.3 |
2,476.7 |
2,552.0 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.3 |
2,715.7 |
2,584.2 |
|
| R3 |
2,690.3 |
2,651.7 |
2,566.6 |
|
| R2 |
2,626.3 |
2,626.3 |
2,560.7 |
|
| R1 |
2,587.7 |
2,587.7 |
2,554.9 |
2,575.0 |
| PP |
2,562.3 |
2,562.3 |
2,562.3 |
2,556.0 |
| S1 |
2,523.7 |
2,523.7 |
2,543.1 |
2,511.0 |
| S2 |
2,498.3 |
2,498.3 |
2,537.3 |
|
| S3 |
2,434.3 |
2,459.7 |
2,531.4 |
|
| S4 |
2,370.3 |
2,395.7 |
2,513.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,602.0 |
2,533.0 |
69.0 |
2.7% |
37.2 |
1.4% |
59% |
True |
False |
262 |
| 10 |
2,602.0 |
2,523.0 |
79.0 |
3.1% |
35.0 |
1.4% |
65% |
True |
False |
1,738 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
35.3 |
1.4% |
31% |
False |
False |
1,344 |
| 40 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
30.2 |
1.2% |
31% |
False |
False |
1,416 |
| 60 |
2,689.0 |
2,451.0 |
238.0 |
9.2% |
27.1 |
1.1% |
52% |
False |
False |
1,875 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
27.1 |
1.1% |
66% |
False |
False |
1,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.0 |
|
2.618 |
2,706.7 |
|
1.618 |
2,666.7 |
|
1.000 |
2,642.0 |
|
0.618 |
2,626.7 |
|
HIGH |
2,602.0 |
|
0.618 |
2,586.7 |
|
0.500 |
2,582.0 |
|
0.382 |
2,577.3 |
|
LOW |
2,562.0 |
|
0.618 |
2,537.3 |
|
1.000 |
2,522.0 |
|
1.618 |
2,497.3 |
|
2.618 |
2,457.3 |
|
4.250 |
2,392.0 |
|
|