| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,602.0 |
2,558.0 |
-44.0 |
-1.7% |
2,573.0 |
| High |
2,602.0 |
2,558.0 |
-44.0 |
-1.7% |
2,601.0 |
| Low |
2,562.0 |
2,509.0 |
-53.0 |
-2.1% |
2,537.0 |
| Close |
2,574.0 |
2,513.0 |
-61.0 |
-2.4% |
2,549.0 |
| Range |
40.0 |
49.0 |
9.0 |
22.5% |
64.0 |
| ATR |
34.6 |
36.8 |
2.2 |
6.3% |
0.0 |
| Volume |
446 |
1,227 |
781 |
175.1% |
5,522 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.7 |
2,642.3 |
2,540.0 |
|
| R3 |
2,624.7 |
2,593.3 |
2,526.5 |
|
| R2 |
2,575.7 |
2,575.7 |
2,522.0 |
|
| R1 |
2,544.3 |
2,544.3 |
2,517.5 |
2,535.5 |
| PP |
2,526.7 |
2,526.7 |
2,526.7 |
2,522.3 |
| S1 |
2,495.3 |
2,495.3 |
2,508.5 |
2,486.5 |
| S2 |
2,477.7 |
2,477.7 |
2,504.0 |
|
| S3 |
2,428.7 |
2,446.3 |
2,499.5 |
|
| S4 |
2,379.7 |
2,397.3 |
2,486.1 |
|
|
| 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 |
2,509.0 |
93.0 |
3.7% |
40.8 |
1.6% |
4% |
False |
True |
484 |
| 10 |
2,602.0 |
2,509.0 |
93.0 |
3.7% |
35.0 |
1.4% |
4% |
False |
True |
844 |
| 20 |
2,689.0 |
2,509.0 |
180.0 |
7.2% |
36.2 |
1.4% |
2% |
False |
True |
1,378 |
| 40 |
2,689.0 |
2,509.0 |
180.0 |
7.2% |
30.7 |
1.2% |
2% |
False |
True |
1,174 |
| 60 |
2,689.0 |
2,455.0 |
234.0 |
9.3% |
27.8 |
1.1% |
25% |
False |
False |
1,895 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.3% |
27.5 |
1.1% |
47% |
False |
False |
1,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.3 |
|
2.618 |
2,686.3 |
|
1.618 |
2,637.3 |
|
1.000 |
2,607.0 |
|
0.618 |
2,588.3 |
|
HIGH |
2,558.0 |
|
0.618 |
2,539.3 |
|
0.500 |
2,533.5 |
|
0.382 |
2,527.7 |
|
LOW |
2,509.0 |
|
0.618 |
2,478.7 |
|
1.000 |
2,460.0 |
|
1.618 |
2,429.7 |
|
2.618 |
2,380.7 |
|
4.250 |
2,300.8 |
|
|