| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,380.15 |
2,389.51 |
9.36 |
0.4% |
2,340.44 |
| High |
2,384.81 |
2,403.52 |
18.71 |
0.8% |
2,381.39 |
| Low |
2,371.19 |
2,387.65 |
16.46 |
0.7% |
2,338.87 |
| Close |
2,381.92 |
2,397.94 |
16.02 |
0.7% |
2,379.14 |
| Range |
13.62 |
15.87 |
2.25 |
16.5% |
42.52 |
| ATR |
23.89 |
23.73 |
-0.16 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.98 |
2,436.83 |
2,406.67 |
|
| R3 |
2,428.11 |
2,420.96 |
2,402.30 |
|
| R2 |
2,412.24 |
2,412.24 |
2,400.85 |
|
| R1 |
2,405.09 |
2,405.09 |
2,399.39 |
2,408.67 |
| PP |
2,396.37 |
2,396.37 |
2,396.37 |
2,398.16 |
| S1 |
2,389.22 |
2,389.22 |
2,396.49 |
2,392.80 |
| S2 |
2,380.50 |
2,380.50 |
2,395.03 |
|
| S3 |
2,364.63 |
2,373.35 |
2,393.58 |
|
| S4 |
2,348.76 |
2,357.48 |
2,389.21 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.03 |
2,479.10 |
2,402.53 |
|
| R3 |
2,451.51 |
2,436.58 |
2,390.83 |
|
| R2 |
2,408.99 |
2,408.99 |
2,386.94 |
|
| R1 |
2,394.06 |
2,394.06 |
2,383.04 |
2,401.53 |
| PP |
2,366.47 |
2,366.47 |
2,366.47 |
2,370.20 |
| S1 |
2,351.54 |
2,351.54 |
2,375.24 |
2,359.01 |
| S2 |
2,323.95 |
2,323.95 |
2,371.34 |
|
| S3 |
2,281.43 |
2,309.02 |
2,367.45 |
|
| S4 |
2,238.91 |
2,266.50 |
2,355.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.52 |
2,341.81 |
61.71 |
2.6% |
18.51 |
0.8% |
91% |
True |
False |
|
| 10 |
2,403.52 |
2,297.79 |
105.73 |
4.4% |
19.80 |
0.8% |
95% |
True |
False |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.1% |
24.62 |
1.0% |
96% |
True |
False |
|
| 40 |
2,403.52 |
2,208.80 |
194.72 |
8.1% |
21.80 |
0.9% |
97% |
True |
False |
|
| 60 |
2,403.52 |
2,105.61 |
297.91 |
12.4% |
21.65 |
0.9% |
98% |
True |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.3% |
22.29 |
0.9% |
98% |
True |
False |
|
| 100 |
2,403.52 |
1,963.68 |
439.84 |
18.3% |
23.30 |
1.0% |
99% |
True |
False |
|
| 120 |
2,403.52 |
1,747.32 |
656.20 |
27.4% |
23.39 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.97 |
|
2.618 |
2,445.07 |
|
1.618 |
2,429.20 |
|
1.000 |
2,419.39 |
|
0.618 |
2,413.33 |
|
HIGH |
2,403.52 |
|
0.618 |
2,397.46 |
|
0.500 |
2,395.59 |
|
0.382 |
2,393.71 |
|
LOW |
2,387.65 |
|
0.618 |
2,377.84 |
|
1.000 |
2,371.78 |
|
1.618 |
2,361.97 |
|
2.618 |
2,346.10 |
|
4.250 |
2,320.20 |
|
|