| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1,779.9 |
1,797.7 |
17.8 |
1.0% |
1,740.4 |
| High |
1,799.5 |
1,800.9 |
1.4 |
0.1% |
1,800.0 |
| Low |
1,779.7 |
1,676.0 |
-103.7 |
-5.8% |
1,740.4 |
| Close |
1,798.9 |
1,721.3 |
-77.6 |
-4.3% |
1,787.2 |
| Range |
19.8 |
124.9 |
105.1 |
530.8% |
59.6 |
| ATR |
22.9 |
30.2 |
7.3 |
31.8% |
0.0 |
| Volume |
571 |
1,782 |
1,211 |
212.1% |
7,555 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.4 |
2,039.3 |
1,790.0 |
|
| R3 |
1,982.5 |
1,914.4 |
1,755.6 |
|
| R2 |
1,857.6 |
1,857.6 |
1,744.2 |
|
| R1 |
1,789.5 |
1,789.5 |
1,732.7 |
1,761.1 |
| PP |
1,732.7 |
1,732.7 |
1,732.7 |
1,718.6 |
| S1 |
1,664.6 |
1,664.6 |
1,709.9 |
1,636.2 |
| S2 |
1,607.8 |
1,607.8 |
1,698.4 |
|
| S3 |
1,482.9 |
1,539.7 |
1,687.0 |
|
| S4 |
1,358.0 |
1,414.8 |
1,652.6 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.7 |
1,930.5 |
1,820.0 |
|
| R3 |
1,895.1 |
1,870.9 |
1,803.6 |
|
| R2 |
1,835.5 |
1,835.5 |
1,798.1 |
|
| R1 |
1,811.3 |
1,811.3 |
1,792.7 |
1,823.4 |
| PP |
1,775.9 |
1,775.9 |
1,775.9 |
1,781.9 |
| S1 |
1,751.7 |
1,751.7 |
1,781.7 |
1,763.8 |
| S2 |
1,716.3 |
1,716.3 |
1,776.3 |
|
| S3 |
1,656.7 |
1,692.1 |
1,770.8 |
|
| S4 |
1,597.1 |
1,632.5 |
1,754.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,800.9 |
1,676.0 |
124.9 |
7.3% |
37.0 |
2.2% |
36% |
True |
True |
1,548 |
| 10 |
1,800.9 |
1,676.0 |
124.9 |
7.3% |
30.5 |
1.8% |
36% |
True |
True |
1,792 |
| 20 |
1,800.9 |
1,676.0 |
124.9 |
7.3% |
27.1 |
1.6% |
36% |
True |
True |
1,718 |
| 40 |
1,800.9 |
1,581.3 |
219.6 |
12.8% |
25.0 |
1.5% |
64% |
True |
False |
2,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,331.7 |
|
2.618 |
2,127.9 |
|
1.618 |
2,003.0 |
|
1.000 |
1,925.8 |
|
0.618 |
1,878.1 |
|
HIGH |
1,800.9 |
|
0.618 |
1,753.2 |
|
0.500 |
1,738.5 |
|
0.382 |
1,723.7 |
|
LOW |
1,676.0 |
|
0.618 |
1,598.8 |
|
1.000 |
1,551.1 |
|
1.618 |
1,473.9 |
|
2.618 |
1,349.0 |
|
4.250 |
1,145.2 |
|
|