| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,771.50 |
2,763.25 |
-8.25 |
-0.3% |
2,743.75 |
| High |
2,771.50 |
2,765.25 |
-6.25 |
-0.2% |
2,770.00 |
| Low |
2,758.25 |
2,753.25 |
-5.00 |
-0.2% |
2,704.75 |
| Close |
2,764.00 |
2,754.25 |
-9.75 |
-0.4% |
2,765.50 |
| Range |
13.25 |
12.00 |
-1.25 |
-9.4% |
65.25 |
| ATR |
26.37 |
25.34 |
-1.03 |
-3.9% |
0.00 |
| Volume |
292 |
34 |
-258 |
-88.4% |
728 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.50 |
2,786.00 |
2,760.75 |
|
| R3 |
2,781.50 |
2,774.00 |
2,757.50 |
|
| R2 |
2,769.50 |
2,769.50 |
2,756.50 |
|
| R1 |
2,762.00 |
2,762.00 |
2,755.25 |
2,759.75 |
| PP |
2,757.50 |
2,757.50 |
2,757.50 |
2,756.50 |
| S1 |
2,750.00 |
2,750.00 |
2,753.25 |
2,747.75 |
| S2 |
2,745.50 |
2,745.50 |
2,752.00 |
|
| S3 |
2,733.50 |
2,738.00 |
2,751.00 |
|
| S4 |
2,721.50 |
2,726.00 |
2,747.75 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.50 |
2,919.25 |
2,801.50 |
|
| R3 |
2,877.25 |
2,854.00 |
2,783.50 |
|
| R2 |
2,812.00 |
2,812.00 |
2,777.50 |
|
| R1 |
2,788.75 |
2,788.75 |
2,771.50 |
2,800.50 |
| PP |
2,746.75 |
2,746.75 |
2,746.75 |
2,752.50 |
| S1 |
2,723.50 |
2,723.50 |
2,759.50 |
2,735.00 |
| S2 |
2,681.50 |
2,681.50 |
2,753.50 |
|
| S3 |
2,616.25 |
2,658.25 |
2,747.50 |
|
| S4 |
2,551.00 |
2,593.00 |
2,729.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,771.50 |
2,711.00 |
60.50 |
2.2% |
22.00 |
0.8% |
71% |
False |
False |
183 |
| 10 |
2,771.50 |
2,704.75 |
66.75 |
2.4% |
25.75 |
0.9% |
74% |
False |
False |
112 |
| 20 |
2,771.50 |
2,702.00 |
69.50 |
2.5% |
22.25 |
0.8% |
75% |
False |
False |
62 |
| 40 |
2,771.50 |
2,569.50 |
202.00 |
7.3% |
21.00 |
0.8% |
91% |
False |
False |
49 |
| 60 |
2,771.50 |
2,502.00 |
269.50 |
9.8% |
14.75 |
0.5% |
94% |
False |
False |
33 |
| 80 |
2,771.50 |
2,502.00 |
269.50 |
9.8% |
11.25 |
0.4% |
94% |
False |
False |
25 |
| 100 |
2,842.25 |
2,502.00 |
340.25 |
12.4% |
9.25 |
0.3% |
74% |
False |
False |
20 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
8.25 |
0.3% |
74% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.25 |
|
2.618 |
2,796.75 |
|
1.618 |
2,784.75 |
|
1.000 |
2,777.25 |
|
0.618 |
2,772.75 |
|
HIGH |
2,765.25 |
|
0.618 |
2,760.75 |
|
0.500 |
2,759.25 |
|
0.382 |
2,757.75 |
|
LOW |
2,753.25 |
|
0.618 |
2,745.75 |
|
1.000 |
2,741.25 |
|
1.618 |
2,733.75 |
|
2.618 |
2,721.75 |
|
4.250 |
2,702.25 |
|
|