| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,777.00 |
2,731.75 |
-45.25 |
-1.6% |
2,771.50 |
| High |
2,780.00 |
2,733.00 |
-47.00 |
-1.7% |
2,775.00 |
| Low |
2,726.25 |
2,693.00 |
-33.25 |
-1.2% |
2,748.75 |
| Close |
2,731.00 |
2,707.50 |
-23.50 |
-0.9% |
2,754.75 |
| Range |
53.75 |
40.00 |
-13.75 |
-25.6% |
26.25 |
| ATR |
26.24 |
27.23 |
0.98 |
3.7% |
0.00 |
| Volume |
95 |
481 |
386 |
406.3% |
1,994 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.25 |
2,809.25 |
2,729.50 |
|
| R3 |
2,791.25 |
2,769.25 |
2,718.50 |
|
| R2 |
2,751.25 |
2,751.25 |
2,714.75 |
|
| R1 |
2,729.25 |
2,729.25 |
2,711.25 |
2,720.25 |
| PP |
2,711.25 |
2,711.25 |
2,711.25 |
2,706.50 |
| S1 |
2,689.25 |
2,689.25 |
2,703.75 |
2,680.25 |
| S2 |
2,671.25 |
2,671.25 |
2,700.25 |
|
| S3 |
2,631.25 |
2,649.25 |
2,696.50 |
|
| S4 |
2,591.25 |
2,609.25 |
2,685.50 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.25 |
2,822.75 |
2,769.25 |
|
| R3 |
2,812.00 |
2,796.50 |
2,762.00 |
|
| R2 |
2,785.75 |
2,785.75 |
2,759.50 |
|
| R1 |
2,770.25 |
2,770.25 |
2,757.25 |
2,765.00 |
| PP |
2,759.50 |
2,759.50 |
2,759.50 |
2,756.75 |
| S1 |
2,744.00 |
2,744.00 |
2,752.25 |
2,738.50 |
| S2 |
2,733.25 |
2,733.25 |
2,750.00 |
|
| S3 |
2,707.00 |
2,717.75 |
2,747.50 |
|
| S4 |
2,680.75 |
2,691.50 |
2,740.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.00 |
2,693.00 |
87.00 |
3.2% |
30.75 |
1.1% |
17% |
False |
True |
270 |
| 10 |
2,780.00 |
2,693.00 |
87.00 |
3.2% |
26.00 |
1.0% |
17% |
False |
True |
315 |
| 20 |
2,780.00 |
2,693.00 |
87.00 |
3.2% |
26.25 |
1.0% |
17% |
False |
True |
177 |
| 40 |
2,780.00 |
2,569.50 |
210.50 |
7.8% |
23.50 |
0.9% |
66% |
False |
False |
98 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.8% |
17.25 |
0.6% |
66% |
False |
False |
72 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.3% |
13.00 |
0.5% |
74% |
False |
False |
54 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.4% |
11.00 |
0.4% |
67% |
False |
False |
44 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
9.50 |
0.4% |
60% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.00 |
|
2.618 |
2,837.75 |
|
1.618 |
2,797.75 |
|
1.000 |
2,773.00 |
|
0.618 |
2,757.75 |
|
HIGH |
2,733.00 |
|
0.618 |
2,717.75 |
|
0.500 |
2,713.00 |
|
0.382 |
2,708.25 |
|
LOW |
2,693.00 |
|
0.618 |
2,668.25 |
|
1.000 |
2,653.00 |
|
1.618 |
2,628.25 |
|
2.618 |
2,588.25 |
|
4.250 |
2,523.00 |
|
|