| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,756.19 |
2,708.80 |
-47.39 |
-1.7% |
2,770.70 |
| High |
2,763.96 |
2,718.06 |
-45.90 |
-1.7% |
2,782.86 |
| Low |
2,700.97 |
2,689.83 |
-11.14 |
-0.4% |
2,700.32 |
| Close |
2,700.97 |
2,713.02 |
12.05 |
0.4% |
2,737.28 |
| Range |
62.99 |
28.23 |
-34.76 |
-55.2% |
82.54 |
| ATR |
30.27 |
30.12 |
-0.15 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.66 |
2,780.57 |
2,728.55 |
|
| R3 |
2,763.43 |
2,752.34 |
2,720.78 |
|
| R2 |
2,735.20 |
2,735.20 |
2,718.20 |
|
| R1 |
2,724.11 |
2,724.11 |
2,715.61 |
2,729.66 |
| PP |
2,706.97 |
2,706.97 |
2,706.97 |
2,709.74 |
| S1 |
2,695.88 |
2,695.88 |
2,710.43 |
2,701.43 |
| S2 |
2,678.74 |
2,678.74 |
2,707.84 |
|
| S3 |
2,650.51 |
2,667.65 |
2,705.26 |
|
| S4 |
2,622.28 |
2,639.42 |
2,697.49 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.77 |
2,945.07 |
2,782.68 |
|
| R3 |
2,905.23 |
2,862.53 |
2,759.98 |
|
| R2 |
2,822.69 |
2,822.69 |
2,752.41 |
|
| R1 |
2,779.99 |
2,779.99 |
2,744.85 |
2,760.07 |
| PP |
2,740.15 |
2,740.15 |
2,740.15 |
2,730.20 |
| S1 |
2,697.45 |
2,697.45 |
2,729.71 |
2,677.53 |
| S2 |
2,657.61 |
2,657.61 |
2,722.15 |
|
| S3 |
2,575.07 |
2,614.91 |
2,714.58 |
|
| S4 |
2,492.53 |
2,532.37 |
2,691.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,782.45 |
2,689.83 |
92.62 |
3.4% |
37.43 |
1.4% |
25% |
False |
True |
|
| 10 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
27.60 |
1.0% |
25% |
False |
True |
|
| 20 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
27.11 |
1.0% |
25% |
False |
True |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.8% |
24.95 |
0.9% |
62% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.8% |
26.54 |
1.0% |
62% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.6% |
28.38 |
1.0% |
76% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
13.0% |
29.35 |
1.1% |
62% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.2% |
29.14 |
1.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.04 |
|
2.618 |
2,791.97 |
|
1.618 |
2,763.74 |
|
1.000 |
2,746.29 |
|
0.618 |
2,735.51 |
|
HIGH |
2,718.06 |
|
0.618 |
2,707.28 |
|
0.500 |
2,703.95 |
|
0.382 |
2,700.61 |
|
LOW |
2,689.83 |
|
0.618 |
2,672.38 |
|
1.000 |
2,661.60 |
|
1.618 |
2,644.15 |
|
2.618 |
2,615.92 |
|
4.250 |
2,569.85 |
|
|