| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,760.50 |
2,760.25 |
-0.25 |
0.0% |
2,743.75 |
| High |
2,775.00 |
2,767.25 |
-7.75 |
-0.3% |
2,770.00 |
| Low |
2,758.00 |
2,750.00 |
-8.00 |
-0.3% |
2,704.75 |
| Close |
2,763.75 |
2,760.75 |
-3.00 |
-0.1% |
2,765.50 |
| Range |
17.00 |
17.25 |
0.25 |
1.5% |
65.25 |
| ATR |
25.02 |
24.46 |
-0.55 |
-2.2% |
0.00 |
| Volume |
1,011 |
621 |
-390 |
-38.6% |
728 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.00 |
2,803.25 |
2,770.25 |
|
| R3 |
2,793.75 |
2,786.00 |
2,765.50 |
|
| R2 |
2,776.50 |
2,776.50 |
2,764.00 |
|
| R1 |
2,768.75 |
2,768.75 |
2,762.25 |
2,772.50 |
| PP |
2,759.25 |
2,759.25 |
2,759.25 |
2,761.25 |
| S1 |
2,751.50 |
2,751.50 |
2,759.25 |
2,755.50 |
| S2 |
2,742.00 |
2,742.00 |
2,757.50 |
|
| S3 |
2,724.75 |
2,734.25 |
2,756.00 |
|
| S4 |
2,707.50 |
2,717.00 |
2,751.25 |
|
|
| 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 |
2,775.00 |
2,734.25 |
40.75 |
1.5% |
19.00 |
0.7% |
65% |
False |
False |
466 |
| 10 |
2,775.00 |
2,704.75 |
70.25 |
2.5% |
26.00 |
0.9% |
80% |
False |
False |
270 |
| 20 |
2,775.00 |
2,704.75 |
70.25 |
2.5% |
22.50 |
0.8% |
80% |
False |
False |
142 |
| 40 |
2,775.00 |
2,569.50 |
205.50 |
7.4% |
22.00 |
0.8% |
93% |
False |
False |
90 |
| 60 |
2,775.00 |
2,569.50 |
205.50 |
7.4% |
15.00 |
0.5% |
93% |
False |
False |
60 |
| 80 |
2,775.00 |
2,502.00 |
273.00 |
9.9% |
11.75 |
0.4% |
95% |
False |
False |
45 |
| 100 |
2,826.50 |
2,502.00 |
324.50 |
11.8% |
9.50 |
0.3% |
80% |
False |
False |
36 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
8.50 |
0.3% |
76% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.50 |
|
2.618 |
2,812.50 |
|
1.618 |
2,795.25 |
|
1.000 |
2,784.50 |
|
0.618 |
2,778.00 |
|
HIGH |
2,767.25 |
|
0.618 |
2,760.75 |
|
0.500 |
2,758.50 |
|
0.382 |
2,756.50 |
|
LOW |
2,750.00 |
|
0.618 |
2,739.25 |
|
1.000 |
2,732.75 |
|
1.618 |
2,722.00 |
|
2.618 |
2,704.75 |
|
4.250 |
2,676.75 |
|
|