| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,064.01 |
2,121.03 |
57.02 |
2.8% |
2,216.66 |
| High |
2,131.31 |
2,187.56 |
56.25 |
2.6% |
2,290.71 |
| Low |
2,042.90 |
2,106.62 |
63.72 |
3.1% |
2,139.17 |
| Close |
2,129.21 |
2,182.77 |
53.56 |
2.5% |
2,139.18 |
| Range |
88.41 |
80.94 |
-7.47 |
-8.4% |
151.54 |
| ATR |
63.78 |
65.01 |
1.23 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.80 |
2,373.23 |
2,227.29 |
|
| R3 |
2,320.86 |
2,292.29 |
2,205.03 |
|
| R2 |
2,239.92 |
2,239.92 |
2,197.61 |
|
| R1 |
2,211.35 |
2,211.35 |
2,190.19 |
2,225.64 |
| PP |
2,158.98 |
2,158.98 |
2,158.98 |
2,166.13 |
| S1 |
2,130.41 |
2,130.41 |
2,175.35 |
2,144.70 |
| S2 |
2,078.04 |
2,078.04 |
2,167.93 |
|
| S3 |
1,997.10 |
2,049.47 |
2,160.51 |
|
| S4 |
1,916.16 |
1,968.53 |
2,138.25 |
|
|
| 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 |
2,258.96 |
2,042.90 |
216.06 |
9.9% |
76.84 |
3.5% |
65% |
False |
False |
|
| 10 |
2,290.71 |
2,042.90 |
247.81 |
11.4% |
68.18 |
3.1% |
56% |
False |
False |
|
| 20 |
2,337.70 |
2,042.90 |
294.80 |
13.5% |
57.94 |
2.7% |
47% |
False |
False |
|
| 40 |
2,337.70 |
2,035.30 |
302.40 |
13.9% |
55.97 |
2.6% |
49% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
54.51 |
2.5% |
37% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
48.71 |
2.2% |
37% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
43.98 |
2.0% |
37% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.5% |
40.70 |
1.9% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.56 |
|
2.618 |
2,399.46 |
|
1.618 |
2,318.52 |
|
1.000 |
2,268.50 |
|
0.618 |
2,237.58 |
|
HIGH |
2,187.56 |
|
0.618 |
2,156.64 |
|
0.500 |
2,147.09 |
|
0.382 |
2,137.54 |
|
LOW |
2,106.62 |
|
0.618 |
2,056.60 |
|
1.000 |
2,025.68 |
|
1.618 |
1,975.66 |
|
2.618 |
1,894.72 |
|
4.250 |
1,762.63 |
|
|