| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,564.93 |
2,561.60 |
-3.33 |
-0.1% |
2,519.33 |
| High |
2,572.64 |
2,575.24 |
2.60 |
0.1% |
2,567.28 |
| Low |
2,554.29 |
2,553.95 |
-0.34 |
0.0% |
2,513.51 |
| Close |
2,569.49 |
2,575.24 |
5.75 |
0.2% |
2,547.32 |
| Range |
18.35 |
21.29 |
2.94 |
16.0% |
53.77 |
| ATR |
27.21 |
26.79 |
-0.42 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.01 |
2,624.92 |
2,586.95 |
|
| R3 |
2,610.72 |
2,603.63 |
2,581.09 |
|
| R2 |
2,589.43 |
2,589.43 |
2,579.14 |
|
| R1 |
2,582.34 |
2,582.34 |
2,577.19 |
2,585.89 |
| PP |
2,568.14 |
2,568.14 |
2,568.14 |
2,569.92 |
| S1 |
2,561.05 |
2,561.05 |
2,573.29 |
2,564.60 |
| S2 |
2,546.85 |
2,546.85 |
2,571.34 |
|
| S3 |
2,525.56 |
2,539.76 |
2,569.39 |
|
| S4 |
2,504.27 |
2,518.47 |
2,563.53 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.01 |
2,679.44 |
2,576.89 |
|
| R3 |
2,650.24 |
2,625.67 |
2,562.11 |
|
| R2 |
2,596.47 |
2,596.47 |
2,557.18 |
|
| R1 |
2,571.90 |
2,571.90 |
2,552.25 |
2,584.19 |
| PP |
2,542.70 |
2,542.70 |
2,542.70 |
2,548.85 |
| S1 |
2,518.13 |
2,518.13 |
2,542.39 |
2,530.42 |
| S2 |
2,488.93 |
2,488.93 |
2,537.46 |
|
| S3 |
2,435.16 |
2,464.36 |
2,532.53 |
|
| S4 |
2,381.39 |
2,410.59 |
2,517.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,575.24 |
2,523.88 |
51.36 |
2.0% |
20.53 |
0.8% |
100% |
True |
False |
|
| 10 |
2,575.24 |
2,474.29 |
100.95 |
3.9% |
19.75 |
0.8% |
100% |
True |
False |
|
| 20 |
2,575.24 |
2,395.43 |
179.81 |
7.0% |
22.19 |
0.9% |
100% |
True |
False |
|
| 40 |
2,575.24 |
2,209.57 |
365.67 |
14.2% |
23.40 |
0.9% |
100% |
True |
False |
|
| 60 |
2,575.24 |
2,150.71 |
424.53 |
16.5% |
27.04 |
1.0% |
100% |
True |
False |
|
| 80 |
2,575.24 |
2,150.71 |
424.53 |
16.5% |
30.42 |
1.2% |
100% |
True |
False |
|
| 100 |
2,575.24 |
2,042.90 |
532.34 |
20.7% |
35.15 |
1.4% |
100% |
True |
False |
|
| 120 |
2,575.24 |
2,042.90 |
532.34 |
20.7% |
37.26 |
1.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,665.72 |
|
2.618 |
2,630.98 |
|
1.618 |
2,609.69 |
|
1.000 |
2,596.53 |
|
0.618 |
2,588.40 |
|
HIGH |
2,575.24 |
|
0.618 |
2,567.11 |
|
0.500 |
2,564.60 |
|
0.382 |
2,562.08 |
|
LOW |
2,553.95 |
|
0.618 |
2,540.79 |
|
1.000 |
2,532.66 |
|
1.618 |
2,519.50 |
|
2.618 |
2,498.21 |
|
4.250 |
2,463.47 |
|
|