| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,148.0 |
2,179.0 |
31.0 |
1.4% |
1,982.0 |
| High |
2,212.0 |
2,182.0 |
-30.0 |
-1.4% |
2,212.0 |
| Low |
2,144.0 |
2,133.0 |
-11.0 |
-0.5% |
1,965.0 |
| Close |
2,195.0 |
2,150.0 |
-45.0 |
-2.1% |
2,150.0 |
| Range |
68.0 |
49.0 |
-19.0 |
-27.9% |
247.0 |
| ATR |
89.8 |
87.8 |
-2.0 |
-2.2% |
0.0 |
| Volume |
199 |
94 |
-105 |
-52.8% |
15,465 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.0 |
2,275.0 |
2,177.0 |
|
| R3 |
2,253.0 |
2,226.0 |
2,163.5 |
|
| R2 |
2,204.0 |
2,204.0 |
2,159.0 |
|
| R1 |
2,177.0 |
2,177.0 |
2,154.5 |
2,166.0 |
| PP |
2,155.0 |
2,155.0 |
2,155.0 |
2,149.5 |
| S1 |
2,128.0 |
2,128.0 |
2,145.5 |
2,117.0 |
| S2 |
2,106.0 |
2,106.0 |
2,141.0 |
|
| S3 |
2,057.0 |
2,079.0 |
2,136.5 |
|
| S4 |
2,008.0 |
2,030.0 |
2,123.1 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.0 |
2,747.0 |
2,285.9 |
|
| R3 |
2,603.0 |
2,500.0 |
2,217.9 |
|
| R2 |
2,356.0 |
2,356.0 |
2,195.3 |
|
| R1 |
2,253.0 |
2,253.0 |
2,172.6 |
2,304.5 |
| PP |
2,109.0 |
2,109.0 |
2,109.0 |
2,134.8 |
| S1 |
2,006.0 |
2,006.0 |
2,127.4 |
2,057.5 |
| S2 |
1,862.0 |
1,862.0 |
2,104.7 |
|
| S3 |
1,615.0 |
1,759.0 |
2,082.1 |
|
| S4 |
1,368.0 |
1,512.0 |
2,014.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,212.0 |
1,965.0 |
247.0 |
11.5% |
79.0 |
3.7% |
75% |
False |
False |
3,093 |
| 10 |
2,212.0 |
1,927.0 |
285.0 |
13.3% |
75.0 |
3.5% |
78% |
False |
False |
2,479 |
| 20 |
2,212.0 |
1,927.0 |
285.0 |
13.3% |
78.4 |
3.6% |
78% |
False |
False |
18,364 |
| 40 |
2,411.0 |
1,927.0 |
484.0 |
22.5% |
81.8 |
3.8% |
46% |
False |
False |
10,030 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
40.0% |
74.0 |
3.4% |
26% |
False |
False |
6,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,390.3 |
|
2.618 |
2,310.3 |
|
1.618 |
2,261.3 |
|
1.000 |
2,231.0 |
|
0.618 |
2,212.3 |
|
HIGH |
2,182.0 |
|
0.618 |
2,163.3 |
|
0.500 |
2,157.5 |
|
0.382 |
2,151.7 |
|
LOW |
2,133.0 |
|
0.618 |
2,102.7 |
|
1.000 |
2,084.0 |
|
1.618 |
2,053.7 |
|
2.618 |
2,004.7 |
|
4.250 |
1,924.8 |
|
|