| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,759.75 |
2,756.00 |
-3.75 |
-0.1% |
2,771.50 |
| High |
2,770.00 |
2,777.50 |
7.50 |
0.3% |
2,775.00 |
| Low |
2,748.75 |
2,756.00 |
7.25 |
0.3% |
2,748.75 |
| Close |
2,754.75 |
2,774.25 |
19.50 |
0.7% |
2,754.75 |
| Range |
21.25 |
21.50 |
0.25 |
1.2% |
26.25 |
| ATR |
24.23 |
24.13 |
-0.11 |
-0.4% |
0.00 |
| Volume |
36 |
120 |
84 |
233.3% |
1,994 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.75 |
2,825.50 |
2,786.00 |
|
| R3 |
2,812.25 |
2,804.00 |
2,780.25 |
|
| R2 |
2,790.75 |
2,790.75 |
2,778.25 |
|
| R1 |
2,782.50 |
2,782.50 |
2,776.25 |
2,786.50 |
| PP |
2,769.25 |
2,769.25 |
2,769.25 |
2,771.25 |
| S1 |
2,761.00 |
2,761.00 |
2,772.25 |
2,765.00 |
| S2 |
2,747.75 |
2,747.75 |
2,770.25 |
|
| S3 |
2,726.25 |
2,739.50 |
2,768.25 |
|
| S4 |
2,704.75 |
2,718.00 |
2,762.50 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.25 |
2,822.75 |
2,769.25 |
|
| R3 |
2,812.00 |
2,796.50 |
2,762.00 |
|
| R2 |
2,785.75 |
2,785.75 |
2,759.50 |
|
| R1 |
2,770.25 |
2,770.25 |
2,757.25 |
2,765.00 |
| PP |
2,759.50 |
2,759.50 |
2,759.50 |
2,756.75 |
| S1 |
2,744.00 |
2,744.00 |
2,752.25 |
2,738.50 |
| S2 |
2,733.25 |
2,733.25 |
2,750.00 |
|
| S3 |
2,707.00 |
2,717.75 |
2,747.50 |
|
| S4 |
2,680.75 |
2,691.50 |
2,740.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,777.50 |
2,748.75 |
28.75 |
1.0% |
17.75 |
0.6% |
89% |
True |
False |
364 |
| 10 |
2,777.50 |
2,707.50 |
70.00 |
2.5% |
22.75 |
0.8% |
95% |
True |
False |
281 |
| 20 |
2,777.50 |
2,704.75 |
72.75 |
2.6% |
23.75 |
0.9% |
96% |
True |
False |
149 |
| 40 |
2,777.50 |
2,569.50 |
208.00 |
7.5% |
22.50 |
0.8% |
98% |
True |
False |
94 |
| 60 |
2,777.50 |
2,569.50 |
208.00 |
7.5% |
15.50 |
0.6% |
98% |
True |
False |
63 |
| 80 |
2,777.50 |
2,502.00 |
275.50 |
9.9% |
12.00 |
0.4% |
99% |
True |
False |
47 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.1% |
10.00 |
0.4% |
89% |
False |
False |
38 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
8.75 |
0.3% |
80% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.00 |
|
2.618 |
2,833.75 |
|
1.618 |
2,812.25 |
|
1.000 |
2,799.00 |
|
0.618 |
2,790.75 |
|
HIGH |
2,777.50 |
|
0.618 |
2,769.25 |
|
0.500 |
2,766.75 |
|
0.382 |
2,764.25 |
|
LOW |
2,756.00 |
|
0.618 |
2,742.75 |
|
1.000 |
2,734.50 |
|
1.618 |
2,721.25 |
|
2.618 |
2,699.75 |
|
4.250 |
2,664.50 |
|
|