| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,515.50 |
1,496.00 |
-19.50 |
-1.3% |
1,503.00 |
| High |
1,517.00 |
1,496.00 |
-21.00 |
-1.4% |
1,508.75 |
| Low |
1,494.50 |
1,485.50 |
-9.00 |
-0.6% |
1,497.25 |
| Close |
1,494.50 |
1,488.50 |
-6.00 |
-0.4% |
1,504.50 |
| Range |
22.50 |
10.50 |
-12.00 |
-53.3% |
11.50 |
| ATR |
10.39 |
10.40 |
0.01 |
0.1% |
0.00 |
| Volume |
36 |
525 |
489 |
1,358.3% |
519 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,521.50 |
1,515.50 |
1,494.25 |
|
| R3 |
1,511.00 |
1,505.00 |
1,491.50 |
|
| R2 |
1,500.50 |
1,500.50 |
1,490.50 |
|
| R1 |
1,494.50 |
1,494.50 |
1,489.50 |
1,492.25 |
| PP |
1,490.00 |
1,490.00 |
1,490.00 |
1,489.00 |
| S1 |
1,484.00 |
1,484.00 |
1,487.50 |
1,481.75 |
| S2 |
1,479.50 |
1,479.50 |
1,486.50 |
|
| S3 |
1,469.00 |
1,473.50 |
1,485.50 |
|
| S4 |
1,458.50 |
1,463.00 |
1,482.75 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.00 |
1,532.75 |
1,510.75 |
|
| R3 |
1,526.50 |
1,521.25 |
1,507.75 |
|
| R2 |
1,515.00 |
1,515.00 |
1,506.50 |
|
| R1 |
1,509.75 |
1,509.75 |
1,505.50 |
1,512.50 |
| PP |
1,503.50 |
1,503.50 |
1,503.50 |
1,504.75 |
| S1 |
1,498.25 |
1,498.25 |
1,503.50 |
1,501.00 |
| S2 |
1,492.00 |
1,492.00 |
1,502.50 |
|
| S3 |
1,480.50 |
1,486.75 |
1,501.25 |
|
| S4 |
1,469.00 |
1,475.25 |
1,498.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,517.00 |
1,485.50 |
31.50 |
2.1% |
12.00 |
0.8% |
10% |
False |
True |
225 |
| 10 |
1,517.00 |
1,482.25 |
34.75 |
2.3% |
10.25 |
0.7% |
18% |
False |
False |
144 |
| 20 |
1,517.00 |
1,472.75 |
44.25 |
3.0% |
9.25 |
0.6% |
36% |
False |
False |
263 |
| 40 |
1,517.00 |
1,370.50 |
146.50 |
9.8% |
9.50 |
0.6% |
81% |
False |
False |
157 |
| 60 |
1,517.00 |
1,370.50 |
146.50 |
9.8% |
8.25 |
0.6% |
81% |
False |
False |
112 |
| 80 |
1,517.00 |
1,330.50 |
186.50 |
12.5% |
7.25 |
0.5% |
85% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,540.50 |
|
2.618 |
1,523.50 |
|
1.618 |
1,513.00 |
|
1.000 |
1,506.50 |
|
0.618 |
1,502.50 |
|
HIGH |
1,496.00 |
|
0.618 |
1,492.00 |
|
0.500 |
1,490.75 |
|
0.382 |
1,489.50 |
|
LOW |
1,485.50 |
|
0.618 |
1,479.00 |
|
1.000 |
1,475.00 |
|
1.618 |
1,468.50 |
|
2.618 |
1,458.00 |
|
4.250 |
1,441.00 |
|
|