| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,255.55 |
2,167.24 |
-88.31 |
-3.9% |
2,216.66 |
| High |
2,258.96 |
2,185.61 |
-73.35 |
-3.2% |
2,290.71 |
| Low |
2,160.20 |
2,139.17 |
-21.03 |
-1.0% |
2,139.17 |
| Close |
2,197.68 |
2,139.18 |
-58.50 |
-2.7% |
2,139.18 |
| Range |
98.76 |
46.44 |
-52.32 |
-53.0% |
151.54 |
| ATR |
61.51 |
61.29 |
-0.21 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.97 |
2,263.02 |
2,164.72 |
|
| R3 |
2,247.53 |
2,216.58 |
2,151.95 |
|
| R2 |
2,201.09 |
2,201.09 |
2,147.69 |
|
| R1 |
2,170.14 |
2,170.14 |
2,143.44 |
2,162.40 |
| PP |
2,154.65 |
2,154.65 |
2,154.65 |
2,150.78 |
| S1 |
2,123.70 |
2,123.70 |
2,134.92 |
2,115.96 |
| S2 |
2,108.21 |
2,108.21 |
2,130.67 |
|
| S3 |
2,061.77 |
2,077.26 |
2,126.41 |
|
| S4 |
2,015.33 |
2,030.82 |
2,113.64 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.31 |
2,543.28 |
2,222.53 |
|
| R3 |
2,492.77 |
2,391.74 |
2,180.85 |
|
| R2 |
2,341.23 |
2,341.23 |
2,166.96 |
|
| R1 |
2,240.20 |
2,240.20 |
2,153.07 |
2,214.95 |
| PP |
2,189.69 |
2,189.69 |
2,189.69 |
2,177.06 |
| S1 |
2,088.66 |
2,088.66 |
2,125.29 |
2,063.41 |
| S2 |
2,038.15 |
2,038.15 |
2,111.40 |
|
| S3 |
1,886.61 |
1,937.12 |
2,097.51 |
|
| S4 |
1,735.07 |
1,785.58 |
2,055.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.71 |
2,139.17 |
151.54 |
7.1% |
64.69 |
3.0% |
0% |
False |
True |
|
| 10 |
2,337.70 |
2,139.17 |
198.53 |
9.3% |
61.06 |
2.9% |
0% |
False |
True |
|
| 20 |
2,337.70 |
2,112.84 |
224.86 |
10.5% |
52.06 |
2.4% |
12% |
False |
False |
|
| 40 |
2,337.70 |
2,034.92 |
302.78 |
14.2% |
58.46 |
2.7% |
34% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.9% |
52.01 |
2.4% |
26% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.9% |
46.62 |
2.2% |
26% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.9% |
42.63 |
2.0% |
26% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.9% |
39.26 |
1.8% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.98 |
|
2.618 |
2,307.19 |
|
1.618 |
2,260.75 |
|
1.000 |
2,232.05 |
|
0.618 |
2,214.31 |
|
HIGH |
2,185.61 |
|
0.618 |
2,167.87 |
|
0.500 |
2,162.39 |
|
0.382 |
2,156.91 |
|
LOW |
2,139.17 |
|
0.618 |
2,110.47 |
|
1.000 |
2,092.73 |
|
1.618 |
2,064.03 |
|
2.618 |
2,017.59 |
|
4.250 |
1,941.80 |
|
|