| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,708.80 |
2,714.45 |
5.65 |
0.2% |
2,770.70 |
| High |
2,718.06 |
2,757.61 |
39.55 |
1.5% |
2,782.86 |
| Low |
2,689.83 |
2,710.19 |
20.36 |
0.8% |
2,700.32 |
| Close |
2,713.02 |
2,741.26 |
28.24 |
1.0% |
2,737.28 |
| Range |
28.23 |
47.42 |
19.19 |
68.0% |
82.54 |
| ATR |
30.12 |
31.36 |
1.24 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.61 |
2,857.36 |
2,767.34 |
|
| R3 |
2,831.19 |
2,809.94 |
2,754.30 |
|
| R2 |
2,783.77 |
2,783.77 |
2,749.95 |
|
| R1 |
2,762.52 |
2,762.52 |
2,745.61 |
2,773.15 |
| PP |
2,736.35 |
2,736.35 |
2,736.35 |
2,741.67 |
| S1 |
2,715.10 |
2,715.10 |
2,736.91 |
2,725.73 |
| S2 |
2,688.93 |
2,688.93 |
2,732.57 |
|
| S3 |
2,641.51 |
2,667.68 |
2,728.22 |
|
| S4 |
2,594.09 |
2,620.26 |
2,715.18 |
|
|
| 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 |
2,763.96 |
2,689.83 |
74.13 |
2.7% |
38.28 |
1.4% |
69% |
False |
False |
|
| 10 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
30.81 |
1.1% |
55% |
False |
False |
|
| 20 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
28.14 |
1.0% |
55% |
False |
False |
|
| 40 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
25.47 |
0.9% |
77% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
26.97 |
1.0% |
77% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.5% |
28.79 |
1.1% |
85% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
12.8% |
29.39 |
1.1% |
70% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.22 |
1.1% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,959.15 |
|
2.618 |
2,881.76 |
|
1.618 |
2,834.34 |
|
1.000 |
2,805.03 |
|
0.618 |
2,786.92 |
|
HIGH |
2,757.61 |
|
0.618 |
2,739.50 |
|
0.500 |
2,733.90 |
|
0.382 |
2,728.30 |
|
LOW |
2,710.19 |
|
0.618 |
2,680.88 |
|
1.000 |
2,662.77 |
|
1.618 |
2,633.46 |
|
2.618 |
2,586.04 |
|
4.250 |
2,508.66 |
|
|