| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5,525.5 |
5,556.0 |
30.5 |
0.6% |
5,466.5 |
| High |
5,555.0 |
5,624.0 |
69.0 |
1.2% |
5,600.0 |
| Low |
5,515.0 |
5,514.0 |
-1.0 |
0.0% |
5,433.0 |
| Close |
5,521.5 |
5,599.0 |
77.5 |
1.4% |
5,512.0 |
| Range |
40.0 |
110.0 |
70.0 |
175.0% |
167.0 |
| ATR |
105.6 |
105.9 |
0.3 |
0.3% |
0.0 |
| Volume |
585 |
343 |
-242 |
-41.4% |
3,315 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,909.0 |
5,864.0 |
5,659.5 |
|
| R3 |
5,799.0 |
5,754.0 |
5,629.3 |
|
| R2 |
5,689.0 |
5,689.0 |
5,619.2 |
|
| R1 |
5,644.0 |
5,644.0 |
5,609.1 |
5,666.5 |
| PP |
5,579.0 |
5,579.0 |
5,579.0 |
5,590.3 |
| S1 |
5,534.0 |
5,534.0 |
5,588.9 |
5,556.5 |
| S2 |
5,469.0 |
5,469.0 |
5,578.8 |
|
| S3 |
5,359.0 |
5,424.0 |
5,568.8 |
|
| S4 |
5,249.0 |
5,314.0 |
5,538.5 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,016.0 |
5,931.0 |
5,603.9 |
|
| R3 |
5,849.0 |
5,764.0 |
5,557.9 |
|
| R2 |
5,682.0 |
5,682.0 |
5,542.6 |
|
| R1 |
5,597.0 |
5,597.0 |
5,527.3 |
5,639.5 |
| PP |
5,515.0 |
5,515.0 |
5,515.0 |
5,536.3 |
| S1 |
5,430.0 |
5,430.0 |
5,496.7 |
5,472.5 |
| S2 |
5,348.0 |
5,348.0 |
5,481.4 |
|
| S3 |
5,181.0 |
5,263.0 |
5,466.1 |
|
| S4 |
5,014.0 |
5,096.0 |
5,420.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,624.0 |
5,469.0 |
155.0 |
2.8% |
90.6 |
1.6% |
84% |
True |
False |
338 |
| 10 |
5,743.0 |
5,400.0 |
343.0 |
6.1% |
102.0 |
1.8% |
58% |
False |
False |
584 |
| 20 |
5,984.0 |
5,400.0 |
584.0 |
10.4% |
117.1 |
2.1% |
34% |
False |
False |
482 |
| 40 |
6,107.5 |
5,400.0 |
707.5 |
12.6% |
92.6 |
1.7% |
28% |
False |
False |
527 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
12.6% |
89.5 |
1.6% |
28% |
False |
False |
680 |
| 80 |
6,107.5 |
5,330.5 |
777.0 |
13.9% |
88.0 |
1.6% |
35% |
False |
False |
534 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
13.9% |
82.2 |
1.5% |
35% |
False |
False |
465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,091.5 |
|
2.618 |
5,912.0 |
|
1.618 |
5,802.0 |
|
1.000 |
5,734.0 |
|
0.618 |
5,692.0 |
|
HIGH |
5,624.0 |
|
0.618 |
5,582.0 |
|
0.500 |
5,569.0 |
|
0.382 |
5,556.0 |
|
LOW |
5,514.0 |
|
0.618 |
5,446.0 |
|
1.000 |
5,404.0 |
|
1.618 |
5,336.0 |
|
2.618 |
5,226.0 |
|
4.250 |
5,046.5 |
|
|