| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
2,396.75 |
2,353.81 |
-42.94 |
-1.8% |
2,379.52 |
| High |
2,400.47 |
2,366.43 |
-34.04 |
-1.4% |
2,403.52 |
| Low |
2,382.38 |
2,318.39 |
-63.99 |
-2.7% |
2,371.19 |
| Close |
2,392.47 |
2,322.86 |
-69.61 |
-2.9% |
2,392.47 |
| Range |
18.09 |
48.04 |
29.95 |
165.6% |
32.33 |
| ATR |
22.86 |
26.51 |
3.66 |
16.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.01 |
2,449.48 |
2,349.28 |
|
| R3 |
2,431.97 |
2,401.44 |
2,336.07 |
|
| R2 |
2,383.93 |
2,383.93 |
2,331.67 |
|
| R1 |
2,353.40 |
2,353.40 |
2,327.26 |
2,344.65 |
| PP |
2,335.89 |
2,335.89 |
2,335.89 |
2,331.52 |
| S1 |
2,305.36 |
2,305.36 |
2,318.46 |
2,296.61 |
| S2 |
2,287.85 |
2,287.85 |
2,314.05 |
|
| S3 |
2,239.81 |
2,257.32 |
2,309.65 |
|
| S4 |
2,191.77 |
2,209.28 |
2,296.44 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.05 |
2,471.59 |
2,410.25 |
|
| R3 |
2,453.72 |
2,439.26 |
2,401.36 |
|
| R2 |
2,421.39 |
2,421.39 |
2,398.40 |
|
| R1 |
2,406.93 |
2,406.93 |
2,395.43 |
2,414.16 |
| PP |
2,389.06 |
2,389.06 |
2,389.06 |
2,392.68 |
| S1 |
2,374.60 |
2,374.60 |
2,389.51 |
2,381.83 |
| S2 |
2,356.73 |
2,356.73 |
2,386.54 |
|
| S3 |
2,324.40 |
2,342.27 |
2,383.58 |
|
| S4 |
2,292.07 |
2,309.94 |
2,374.69 |
|
|
| 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 |
2,318.39 |
85.13 |
3.7% |
22.46 |
1.0% |
5% |
False |
True |
|
| 10 |
2,403.52 |
2,318.39 |
85.13 |
3.7% |
20.90 |
0.9% |
5% |
False |
True |
|
| 20 |
2,403.52 |
2,258.05 |
145.47 |
6.3% |
24.15 |
1.0% |
45% |
False |
False |
|
| 40 |
2,403.52 |
2,208.80 |
194.72 |
8.4% |
23.21 |
1.0% |
59% |
False |
False |
|
| 60 |
2,403.52 |
2,110.24 |
293.28 |
12.6% |
21.64 |
0.9% |
72% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
22.50 |
1.0% |
75% |
False |
False |
|
| 100 |
2,403.52 |
1,963.68 |
439.84 |
18.9% |
23.43 |
1.0% |
82% |
False |
False |
|
| 120 |
2,403.52 |
1,791.41 |
612.11 |
26.4% |
23.25 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.60 |
|
2.618 |
2,492.20 |
|
1.618 |
2,444.16 |
|
1.000 |
2,414.47 |
|
0.618 |
2,396.12 |
|
HIGH |
2,366.43 |
|
0.618 |
2,348.08 |
|
0.500 |
2,342.41 |
|
0.382 |
2,336.74 |
|
LOW |
2,318.39 |
|
0.618 |
2,288.70 |
|
1.000 |
2,270.35 |
|
1.618 |
2,240.66 |
|
2.618 |
2,192.62 |
|
4.250 |
2,114.22 |
|
|