| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,555.55 |
2,587.22 |
31.67 |
1.2% |
2,564.93 |
| High |
2,594.71 |
2,593.56 |
-1.15 |
0.0% |
2,600.96 |
| Low |
2,551.35 |
2,572.82 |
21.47 |
0.8% |
2,551.35 |
| Close |
2,592.29 |
2,584.24 |
-8.05 |
-0.3% |
2,584.24 |
| Range |
43.36 |
20.74 |
-22.62 |
-52.2% |
49.61 |
| ATR |
29.40 |
28.79 |
-0.62 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.76 |
2,635.74 |
2,595.65 |
|
| R3 |
2,625.02 |
2,615.00 |
2,589.94 |
|
| R2 |
2,604.28 |
2,604.28 |
2,588.04 |
|
| R1 |
2,594.26 |
2,594.26 |
2,586.14 |
2,588.90 |
| PP |
2,583.54 |
2,583.54 |
2,583.54 |
2,580.86 |
| S1 |
2,573.52 |
2,573.52 |
2,582.34 |
2,568.16 |
| S2 |
2,562.80 |
2,562.80 |
2,580.44 |
|
| S3 |
2,542.06 |
2,552.78 |
2,578.54 |
|
| S4 |
2,521.32 |
2,532.04 |
2,572.83 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.68 |
2,705.57 |
2,611.53 |
|
| R3 |
2,678.07 |
2,655.96 |
2,597.88 |
|
| R2 |
2,628.46 |
2,628.46 |
2,593.34 |
|
| R1 |
2,606.35 |
2,606.35 |
2,588.79 |
2,617.41 |
| PP |
2,578.85 |
2,578.85 |
2,578.85 |
2,584.38 |
| S1 |
2,556.74 |
2,556.74 |
2,579.69 |
2,567.80 |
| S2 |
2,529.24 |
2,529.24 |
2,575.14 |
|
| S3 |
2,479.63 |
2,507.13 |
2,570.60 |
|
| S4 |
2,430.02 |
2,457.52 |
2,556.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,600.96 |
2,551.35 |
49.61 |
1.9% |
30.43 |
1.2% |
66% |
False |
False |
|
| 10 |
2,600.96 |
2,513.51 |
87.45 |
3.4% |
25.27 |
1.0% |
81% |
False |
False |
|
| 20 |
2,600.96 |
2,423.24 |
177.72 |
6.9% |
25.17 |
1.0% |
91% |
False |
False |
|
| 40 |
2,600.96 |
2,222.68 |
378.28 |
14.6% |
23.60 |
0.9% |
96% |
False |
False |
|
| 60 |
2,600.96 |
2,150.71 |
450.25 |
17.4% |
26.85 |
1.0% |
96% |
False |
False |
|
| 80 |
2,600.96 |
2,150.71 |
450.25 |
17.4% |
30.24 |
1.2% |
96% |
False |
False |
|
| 100 |
2,600.96 |
2,042.90 |
558.06 |
21.6% |
34.41 |
1.3% |
97% |
False |
False |
|
| 120 |
2,600.96 |
2,042.90 |
558.06 |
21.6% |
36.69 |
1.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,681.71 |
|
2.618 |
2,647.86 |
|
1.618 |
2,627.12 |
|
1.000 |
2,614.30 |
|
0.618 |
2,606.38 |
|
HIGH |
2,593.56 |
|
0.618 |
2,585.64 |
|
0.500 |
2,583.19 |
|
0.382 |
2,580.74 |
|
LOW |
2,572.82 |
|
0.618 |
2,560.00 |
|
1.000 |
2,552.08 |
|
1.618 |
2,539.26 |
|
2.618 |
2,518.52 |
|
4.250 |
2,484.68 |
|
|