| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,558.0 |
2,525.0 |
-33.0 |
-1.3% |
2,549.0 |
| High |
2,558.0 |
2,580.0 |
22.0 |
0.9% |
2,602.0 |
| Low |
2,509.0 |
2,525.0 |
16.0 |
0.6% |
2,509.0 |
| Close |
2,513.0 |
2,564.0 |
51.0 |
2.0% |
2,564.0 |
| Range |
49.0 |
55.0 |
6.0 |
12.2% |
93.0 |
| ATR |
36.8 |
38.9 |
2.2 |
5.9% |
0.0 |
| Volume |
1,227 |
614 |
-613 |
-50.0% |
2,942 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,721.3 |
2,697.7 |
2,594.3 |
|
| R3 |
2,666.3 |
2,642.7 |
2,579.1 |
|
| R2 |
2,611.3 |
2,611.3 |
2,574.1 |
|
| R1 |
2,587.7 |
2,587.7 |
2,569.0 |
2,599.5 |
| PP |
2,556.3 |
2,556.3 |
2,556.3 |
2,562.3 |
| S1 |
2,532.7 |
2,532.7 |
2,559.0 |
2,544.5 |
| S2 |
2,501.3 |
2,501.3 |
2,553.9 |
|
| S3 |
2,446.3 |
2,477.7 |
2,548.9 |
|
| S4 |
2,391.3 |
2,422.7 |
2,533.8 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.3 |
2,793.7 |
2,615.2 |
|
| R3 |
2,744.3 |
2,700.7 |
2,589.6 |
|
| R2 |
2,651.3 |
2,651.3 |
2,581.1 |
|
| R1 |
2,607.7 |
2,607.7 |
2,572.5 |
2,629.5 |
| PP |
2,558.3 |
2,558.3 |
2,558.3 |
2,569.3 |
| S1 |
2,514.7 |
2,514.7 |
2,555.5 |
2,536.5 |
| S2 |
2,465.3 |
2,465.3 |
2,547.0 |
|
| S3 |
2,372.3 |
2,421.7 |
2,538.4 |
|
| S4 |
2,279.3 |
2,328.7 |
2,512.9 |
|
|
| 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 |
3.6% |
44.2 |
1.7% |
59% |
False |
False |
588 |
| 10 |
2,602.0 |
2,509.0 |
93.0 |
3.6% |
37.3 |
1.5% |
59% |
False |
False |
846 |
| 20 |
2,689.0 |
2,509.0 |
180.0 |
7.0% |
37.2 |
1.5% |
31% |
False |
False |
1,203 |
| 40 |
2,689.0 |
2,509.0 |
180.0 |
7.0% |
31.3 |
1.2% |
31% |
False |
False |
997 |
| 60 |
2,689.0 |
2,455.0 |
234.0 |
9.1% |
28.4 |
1.1% |
47% |
False |
False |
1,903 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
27.7 |
1.1% |
63% |
False |
False |
1,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.8 |
|
2.618 |
2,724.0 |
|
1.618 |
2,669.0 |
|
1.000 |
2,635.0 |
|
0.618 |
2,614.0 |
|
HIGH |
2,580.0 |
|
0.618 |
2,559.0 |
|
0.500 |
2,552.5 |
|
0.382 |
2,546.0 |
|
LOW |
2,525.0 |
|
0.618 |
2,491.0 |
|
1.000 |
2,470.0 |
|
1.618 |
2,436.0 |
|
2.618 |
2,381.0 |
|
4.250 |
2,291.3 |
|
|