| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
12,928 |
12,840 |
-88 |
-0.7% |
12,900 |
| High |
12,983 |
12,952 |
-31 |
-0.2% |
12,947 |
| Low |
12,835 |
12,835 |
0 |
0.0% |
12,836 |
| Close |
12,866 |
12,901 |
35 |
0.3% |
12,889 |
| Range |
148 |
117 |
-31 |
-20.9% |
111 |
| ATR |
102 |
103 |
1 |
1.0% |
0 |
| Volume |
101 |
137 |
36 |
35.6% |
131 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,247 |
13,191 |
12,965 |
|
| R3 |
13,130 |
13,074 |
12,933 |
|
| R2 |
13,013 |
13,013 |
12,923 |
|
| R1 |
12,957 |
12,957 |
12,912 |
12,985 |
| PP |
12,896 |
12,896 |
12,896 |
12,910 |
| S1 |
12,840 |
12,840 |
12,890 |
12,868 |
| S2 |
12,779 |
12,779 |
12,880 |
|
| S3 |
12,662 |
12,723 |
12,869 |
|
| S4 |
12,545 |
12,606 |
12,837 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,224 |
13,167 |
12,950 |
|
| R3 |
13,113 |
13,056 |
12,920 |
|
| R2 |
13,002 |
13,002 |
12,909 |
|
| R1 |
12,945 |
12,945 |
12,899 |
12,918 |
| PP |
12,891 |
12,891 |
12,891 |
12,877 |
| S1 |
12,834 |
12,834 |
12,879 |
12,807 |
| S2 |
12,780 |
12,780 |
12,869 |
|
| S3 |
12,669 |
12,723 |
12,859 |
|
| S4 |
12,558 |
12,612 |
12,828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,983 |
12,795 |
188 |
1.5% |
111 |
0.9% |
56% |
False |
False |
88 |
| 10 |
12,983 |
12,632 |
351 |
2.7% |
106 |
0.8% |
77% |
False |
False |
64 |
| 20 |
12,983 |
12,573 |
410 |
3.2% |
93 |
0.7% |
80% |
False |
False |
40 |
| 40 |
12,983 |
12,170 |
813 |
6.3% |
87 |
0.7% |
90% |
False |
False |
25 |
| 60 |
12,983 |
11,639 |
1,344 |
10.4% |
91 |
0.7% |
94% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,449 |
|
2.618 |
13,258 |
|
1.618 |
13,141 |
|
1.000 |
13,069 |
|
0.618 |
13,024 |
|
HIGH |
12,952 |
|
0.618 |
12,907 |
|
0.500 |
12,894 |
|
0.382 |
12,880 |
|
LOW |
12,835 |
|
0.618 |
12,763 |
|
1.000 |
12,718 |
|
1.618 |
12,646 |
|
2.618 |
12,529 |
|
4.250 |
12,338 |
|
|