| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,473.50 |
1,479.00 |
5.50 |
0.4% |
1,505.00 |
| High |
1,482.75 |
1,505.00 |
22.25 |
1.5% |
1,517.00 |
| Low |
1,473.50 |
1,479.00 |
5.50 |
0.4% |
1,485.50 |
| Close |
1,480.00 |
1,503.25 |
23.25 |
1.6% |
1,502.25 |
| Range |
9.25 |
26.00 |
16.75 |
181.1% |
31.50 |
| ATR |
12.57 |
13.53 |
0.96 |
7.6% |
0.00 |
| Volume |
190 |
103 |
-87 |
-45.8% |
834 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,573.75 |
1,564.50 |
1,517.50 |
|
| R3 |
1,547.75 |
1,538.50 |
1,510.50 |
|
| R2 |
1,521.75 |
1,521.75 |
1,508.00 |
|
| R1 |
1,512.50 |
1,512.50 |
1,505.75 |
1,517.00 |
| PP |
1,495.75 |
1,495.75 |
1,495.75 |
1,498.00 |
| S1 |
1,486.50 |
1,486.50 |
1,500.75 |
1,491.00 |
| S2 |
1,469.75 |
1,469.75 |
1,498.50 |
|
| S3 |
1,443.75 |
1,460.50 |
1,496.00 |
|
| S4 |
1,417.75 |
1,434.50 |
1,489.00 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.00 |
1,580.75 |
1,519.50 |
|
| R3 |
1,564.50 |
1,549.25 |
1,511.00 |
|
| R2 |
1,533.00 |
1,533.00 |
1,508.00 |
|
| R1 |
1,517.75 |
1,517.75 |
1,505.25 |
1,509.50 |
| PP |
1,501.50 |
1,501.50 |
1,501.50 |
1,497.50 |
| S1 |
1,486.25 |
1,486.25 |
1,499.25 |
1,478.00 |
| S2 |
1,470.00 |
1,470.00 |
1,496.50 |
|
| S3 |
1,438.50 |
1,454.75 |
1,493.50 |
|
| S4 |
1,407.00 |
1,423.25 |
1,485.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,511.50 |
1,470.25 |
41.25 |
2.7% |
19.25 |
1.3% |
80% |
False |
False |
219 |
| 10 |
1,517.00 |
1,470.25 |
46.75 |
3.1% |
15.25 |
1.0% |
71% |
False |
False |
172 |
| 20 |
1,517.00 |
1,470.25 |
46.75 |
3.1% |
12.00 |
0.8% |
71% |
False |
False |
240 |
| 40 |
1,517.00 |
1,372.25 |
144.75 |
9.6% |
10.75 |
0.7% |
91% |
False |
False |
169 |
| 60 |
1,517.00 |
1,370.50 |
146.50 |
9.7% |
9.75 |
0.6% |
91% |
False |
False |
122 |
| 80 |
1,517.00 |
1,330.50 |
186.50 |
12.4% |
8.50 |
0.6% |
93% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,615.50 |
|
2.618 |
1,573.00 |
|
1.618 |
1,547.00 |
|
1.000 |
1,531.00 |
|
0.618 |
1,521.00 |
|
HIGH |
1,505.00 |
|
0.618 |
1,495.00 |
|
0.500 |
1,492.00 |
|
0.382 |
1,489.00 |
|
LOW |
1,479.00 |
|
0.618 |
1,463.00 |
|
1.000 |
1,453.00 |
|
1.618 |
1,437.00 |
|
2.618 |
1,411.00 |
|
4.250 |
1,368.50 |
|
|