| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,515.60 |
1,490.03 |
-25.57 |
-1.7% |
1,519.79 |
| High |
1,525.84 |
1,498.99 |
-26.85 |
-1.8% |
1,530.94 |
| Low |
1,487.85 |
1,485.01 |
-2.84 |
-0.2% |
1,497.29 |
| Close |
1,487.85 |
1,496.94 |
9.09 |
0.6% |
1,515.60 |
| Range |
37.99 |
13.98 |
-24.01 |
-63.2% |
33.65 |
| ATR |
13.60 |
13.63 |
0.03 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,535.59 |
1,530.24 |
1,504.63 |
|
| R3 |
1,521.61 |
1,516.26 |
1,500.78 |
|
| R2 |
1,507.63 |
1,507.63 |
1,499.50 |
|
| R1 |
1,502.28 |
1,502.28 |
1,498.22 |
1,504.96 |
| PP |
1,493.65 |
1,493.65 |
1,493.65 |
1,494.98 |
| S1 |
1,488.30 |
1,488.30 |
1,495.66 |
1,490.98 |
| S2 |
1,479.67 |
1,479.67 |
1,494.38 |
|
| S3 |
1,465.69 |
1,474.32 |
1,493.10 |
|
| S4 |
1,451.71 |
1,460.34 |
1,489.25 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.56 |
1,599.23 |
1,534.11 |
|
| R3 |
1,581.91 |
1,565.58 |
1,524.85 |
|
| R2 |
1,548.26 |
1,548.26 |
1,521.77 |
|
| R1 |
1,531.93 |
1,531.93 |
1,518.68 |
1,523.27 |
| PP |
1,514.61 |
1,514.61 |
1,514.61 |
1,510.28 |
| S1 |
1,498.28 |
1,498.28 |
1,512.52 |
1,489.62 |
| S2 |
1,480.96 |
1,480.96 |
1,509.43 |
|
| S3 |
1,447.31 |
1,464.63 |
1,506.35 |
|
| S4 |
1,413.66 |
1,430.98 |
1,497.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,530.94 |
1,485.01 |
45.93 |
3.1% |
19.88 |
1.3% |
26% |
False |
True |
|
| 10 |
1,530.94 |
1,485.01 |
45.93 |
3.1% |
14.52 |
1.0% |
26% |
False |
True |
|
| 20 |
1,530.94 |
1,485.01 |
45.93 |
3.1% |
12.84 |
0.9% |
26% |
False |
True |
|
| 40 |
1,530.94 |
1,398.11 |
132.83 |
8.9% |
12.24 |
0.8% |
74% |
False |
False |
|
| 60 |
1,530.94 |
1,398.11 |
132.83 |
8.9% |
12.35 |
0.8% |
74% |
False |
False |
|
| 80 |
1,530.94 |
1,343.35 |
187.59 |
12.5% |
13.62 |
0.9% |
82% |
False |
False |
|
| 100 |
1,530.94 |
1,343.35 |
187.59 |
12.5% |
13.75 |
0.9% |
82% |
False |
False |
|
| 120 |
1,530.94 |
1,343.35 |
187.59 |
12.5% |
13.51 |
0.9% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.41 |
|
2.618 |
1,535.59 |
|
1.618 |
1,521.61 |
|
1.000 |
1,512.97 |
|
0.618 |
1,507.63 |
|
HIGH |
1,498.99 |
|
0.618 |
1,493.65 |
|
0.500 |
1,492.00 |
|
0.382 |
1,490.35 |
|
LOW |
1,485.01 |
|
0.618 |
1,476.37 |
|
1.000 |
1,471.03 |
|
1.618 |
1,462.39 |
|
2.618 |
1,448.41 |
|
4.250 |
1,425.60 |
|
|