| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
6,022.5 |
5,990.5 |
-32.0 |
-0.5% |
5,950.0 |
| High |
6,024.5 |
6,003.0 |
-21.5 |
-0.4% |
6,021.0 |
| Low |
6,000.0 |
5,984.0 |
-16.0 |
-0.3% |
5,915.0 |
| Close |
6,003.0 |
5,972.0 |
-31.0 |
-0.5% |
6,000.5 |
| Range |
24.5 |
19.0 |
-5.5 |
-22.4% |
106.0 |
| ATR |
51.3 |
49.0 |
-2.3 |
-4.5% |
0.0 |
| Volume |
7 |
52 |
45 |
642.9% |
583 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,043.5 |
6,026.5 |
5,982.5 |
|
| R3 |
6,024.5 |
6,007.5 |
5,977.0 |
|
| R2 |
6,005.5 |
6,005.5 |
5,975.5 |
|
| R1 |
5,988.5 |
5,988.5 |
5,973.5 |
5,987.5 |
| PP |
5,986.5 |
5,986.5 |
5,986.5 |
5,986.0 |
| S1 |
5,969.5 |
5,969.5 |
5,970.5 |
5,968.5 |
| S2 |
5,967.5 |
5,967.5 |
5,968.5 |
|
| S3 |
5,948.5 |
5,950.5 |
5,967.0 |
|
| S4 |
5,929.5 |
5,931.5 |
5,961.5 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,297.0 |
6,254.5 |
6,059.0 |
|
| R3 |
6,191.0 |
6,148.5 |
6,029.5 |
|
| R2 |
6,085.0 |
6,085.0 |
6,020.0 |
|
| R1 |
6,042.5 |
6,042.5 |
6,010.0 |
6,064.0 |
| PP |
5,979.0 |
5,979.0 |
5,979.0 |
5,989.5 |
| S1 |
5,936.5 |
5,936.5 |
5,991.0 |
5,958.0 |
| S2 |
5,873.0 |
5,873.0 |
5,981.0 |
|
| S3 |
5,767.0 |
5,830.5 |
5,971.5 |
|
| S4 |
5,661.0 |
5,724.5 |
5,942.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,024.5 |
5,915.0 |
109.5 |
1.8% |
39.0 |
0.7% |
52% |
False |
False |
90 |
| 10 |
6,024.5 |
5,880.0 |
144.5 |
2.4% |
33.0 |
0.6% |
64% |
False |
False |
81 |
| 20 |
6,024.5 |
5,787.5 |
237.0 |
4.0% |
33.5 |
0.6% |
78% |
False |
False |
93 |
| 40 |
6,024.5 |
5,787.5 |
237.0 |
4.0% |
24.5 |
0.4% |
78% |
False |
False |
58 |
| 60 |
6,024.5 |
5,463.0 |
561.5 |
9.4% |
23.5 |
0.4% |
91% |
False |
False |
56 |
| 80 |
6,024.5 |
5,463.0 |
561.5 |
9.4% |
20.5 |
0.3% |
91% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,084.0 |
|
2.618 |
6,052.5 |
|
1.618 |
6,033.5 |
|
1.000 |
6,022.0 |
|
0.618 |
6,014.5 |
|
HIGH |
6,003.0 |
|
0.618 |
5,995.5 |
|
0.500 |
5,993.5 |
|
0.382 |
5,991.5 |
|
LOW |
5,984.0 |
|
0.618 |
5,972.5 |
|
1.000 |
5,965.0 |
|
1.618 |
5,953.5 |
|
2.618 |
5,934.5 |
|
4.250 |
5,903.0 |
|
|