| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,389.51 |
2,384.69 |
-4.82 |
-0.2% |
2,340.44 |
| High |
2,403.52 |
2,400.88 |
-2.64 |
-0.1% |
2,381.39 |
| Low |
2,387.65 |
2,384.22 |
-3.43 |
-0.1% |
2,338.87 |
| Close |
2,397.94 |
2,397.57 |
-0.37 |
0.0% |
2,379.14 |
| Range |
15.87 |
16.66 |
0.79 |
5.0% |
42.52 |
| ATR |
23.73 |
23.22 |
-0.50 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.20 |
2,437.55 |
2,406.73 |
|
| R3 |
2,427.54 |
2,420.89 |
2,402.15 |
|
| R2 |
2,410.88 |
2,410.88 |
2,400.62 |
|
| R1 |
2,404.23 |
2,404.23 |
2,399.10 |
2,407.56 |
| PP |
2,394.22 |
2,394.22 |
2,394.22 |
2,395.89 |
| S1 |
2,387.57 |
2,387.57 |
2,396.04 |
2,390.90 |
| S2 |
2,377.56 |
2,377.56 |
2,394.52 |
|
| S3 |
2,360.90 |
2,370.91 |
2,392.99 |
|
| S4 |
2,344.24 |
2,354.25 |
2,388.41 |
|
|
| 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 |
2,353.28 |
50.24 |
2.1% |
16.95 |
0.7% |
88% |
False |
False |
|
| 10 |
2,403.52 |
2,318.27 |
85.25 |
3.6% |
18.52 |
0.8% |
93% |
False |
False |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.1% |
24.12 |
1.0% |
96% |
False |
False |
|
| 40 |
2,403.52 |
2,208.80 |
194.72 |
8.1% |
21.98 |
0.9% |
97% |
False |
False |
|
| 60 |
2,403.52 |
2,105.61 |
297.91 |
12.4% |
21.44 |
0.9% |
98% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.3% |
22.31 |
0.9% |
98% |
False |
False |
|
| 100 |
2,403.52 |
1,963.68 |
439.84 |
18.3% |
23.31 |
1.0% |
99% |
False |
False |
|
| 120 |
2,403.52 |
1,755.38 |
648.14 |
27.0% |
23.14 |
1.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.69 |
|
2.618 |
2,444.50 |
|
1.618 |
2,427.84 |
|
1.000 |
2,417.54 |
|
0.618 |
2,411.18 |
|
HIGH |
2,400.88 |
|
0.618 |
2,394.52 |
|
0.500 |
2,392.55 |
|
0.382 |
2,390.58 |
|
LOW |
2,384.22 |
|
0.618 |
2,373.92 |
|
1.000 |
2,367.56 |
|
1.618 |
2,357.26 |
|
2.618 |
2,340.60 |
|
4.250 |
2,313.42 |
|
|