| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,756.00 |
2,777.00 |
21.00 |
0.8% |
2,771.50 |
| High |
2,777.50 |
2,780.00 |
2.50 |
0.1% |
2,775.00 |
| Low |
2,756.00 |
2,726.25 |
-29.75 |
-1.1% |
2,748.75 |
| Close |
2,774.25 |
2,731.00 |
-43.25 |
-1.6% |
2,754.75 |
| Range |
21.50 |
53.75 |
32.25 |
150.0% |
26.25 |
| ATR |
24.13 |
26.24 |
2.12 |
8.8% |
0.00 |
| Volume |
120 |
95 |
-25 |
-20.8% |
1,994 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.00 |
2,872.75 |
2,760.50 |
|
| R3 |
2,853.25 |
2,819.00 |
2,745.75 |
|
| R2 |
2,799.50 |
2,799.50 |
2,740.75 |
|
| R1 |
2,765.25 |
2,765.25 |
2,736.00 |
2,755.50 |
| PP |
2,745.75 |
2,745.75 |
2,745.75 |
2,741.00 |
| S1 |
2,711.50 |
2,711.50 |
2,726.00 |
2,701.75 |
| S2 |
2,692.00 |
2,692.00 |
2,721.25 |
|
| S3 |
2,638.25 |
2,657.75 |
2,716.25 |
|
| S4 |
2,584.50 |
2,604.00 |
2,701.50 |
|
|
| 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 |
2,780.00 |
2,726.25 |
53.75 |
2.0% |
26.25 |
1.0% |
9% |
True |
True |
376 |
| 10 |
2,780.00 |
2,711.00 |
69.00 |
2.5% |
24.00 |
0.9% |
29% |
True |
False |
279 |
| 20 |
2,780.00 |
2,704.75 |
75.25 |
2.8% |
24.75 |
0.9% |
35% |
True |
False |
154 |
| 40 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
23.50 |
0.9% |
77% |
True |
False |
86 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
16.50 |
0.6% |
77% |
True |
False |
64 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.2% |
12.50 |
0.5% |
82% |
True |
False |
48 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.3% |
10.50 |
0.4% |
74% |
False |
False |
39 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
9.25 |
0.3% |
67% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.50 |
|
2.618 |
2,920.75 |
|
1.618 |
2,867.00 |
|
1.000 |
2,833.75 |
|
0.618 |
2,813.25 |
|
HIGH |
2,780.00 |
|
0.618 |
2,759.50 |
|
0.500 |
2,753.00 |
|
0.382 |
2,746.75 |
|
LOW |
2,726.25 |
|
0.618 |
2,693.00 |
|
1.000 |
2,672.50 |
|
1.618 |
2,639.25 |
|
2.618 |
2,585.50 |
|
4.250 |
2,497.75 |
|
|