Day Change Summary |
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Previous |
Current |
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04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,094.41 |
1,124.03 |
29.62 |
2.7% |
1,140.35 |
High |
1,125.12 |
1,146.07 |
20.95 |
1.9% |
1,195.86 |
Low |
1,074.77 |
1,115.68 |
40.91 |
3.8% |
1,131.07 |
Close |
1,123.95 |
1,144.03 |
20.08 |
1.8% |
1,131.42 |
Range |
50.35 |
30.39 |
-19.96 |
-39.6% |
64.79 |
ATR |
33.07 |
32.88 |
-0.19 |
-0.6% |
0.00 |
Volume |
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Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.43 |
1,215.62 |
1,160.74 |
|
R3 |
1,196.04 |
1,185.23 |
1,152.39 |
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R2 |
1,165.65 |
1,165.65 |
1,149.60 |
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R1 |
1,154.84 |
1,154.84 |
1,146.82 |
1,160.25 |
PP |
1,135.26 |
1,135.26 |
1,135.26 |
1,137.96 |
S1 |
1,124.45 |
1,124.45 |
1,141.24 |
1,129.86 |
S2 |
1,104.87 |
1,104.87 |
1,138.46 |
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S3 |
1,074.48 |
1,094.06 |
1,135.67 |
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S4 |
1,044.09 |
1,063.67 |
1,127.32 |
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Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.15 |
1,304.08 |
1,167.05 |
|
R3 |
1,282.36 |
1,239.29 |
1,149.24 |
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R2 |
1,217.57 |
1,217.57 |
1,143.30 |
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R1 |
1,174.50 |
1,174.50 |
1,137.36 |
1,163.64 |
PP |
1,152.78 |
1,152.78 |
1,152.78 |
1,147.36 |
S1 |
1,109.71 |
1,109.71 |
1,125.48 |
1,098.85 |
S2 |
1,087.99 |
1,087.99 |
1,119.54 |
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S3 |
1,023.20 |
1,044.92 |
1,113.60 |
|
S4 |
958.41 |
980.13 |
1,095.79 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,175.87 |
1,074.77 |
101.10 |
8.8% |
36.99 |
3.2% |
69% |
False |
False |
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10 |
1,195.86 |
1,074.77 |
121.09 |
10.6% |
35.56 |
3.1% |
57% |
False |
False |
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20 |
1,220.37 |
1,074.77 |
145.60 |
12.7% |
30.99 |
2.7% |
48% |
False |
False |
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40 |
1,230.71 |
1,074.77 |
155.94 |
13.6% |
31.94 |
2.8% |
44% |
False |
False |
|
60 |
1,347.00 |
1,074.77 |
272.23 |
23.8% |
30.44 |
2.7% |
25% |
False |
False |
|
80 |
1,356.48 |
1,074.77 |
281.71 |
24.6% |
27.02 |
2.4% |
25% |
False |
False |
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100 |
1,356.48 |
1,074.77 |
281.71 |
24.6% |
24.50 |
2.1% |
25% |
False |
False |
|
120 |
1,370.58 |
1,074.77 |
295.81 |
25.9% |
22.52 |
2.0% |
23% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,275.23 |
2.618 |
1,225.63 |
1.618 |
1,195.24 |
1.000 |
1,176.46 |
0.618 |
1,164.85 |
HIGH |
1,146.07 |
0.618 |
1,134.46 |
0.500 |
1,130.88 |
0.382 |
1,127.29 |
LOW |
1,115.68 |
0.618 |
1,096.90 |
1.000 |
1,085.29 |
1.618 |
1,066.51 |
2.618 |
1,036.12 |
4.250 |
986.52 |
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