| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,179.0 |
2,095.0 |
-84.0 |
-3.9% |
1,982.0 |
| High |
2,182.0 |
2,133.0 |
-49.0 |
-2.2% |
2,212.0 |
| Low |
2,133.0 |
2,077.0 |
-56.0 |
-2.6% |
1,965.0 |
| Close |
2,150.0 |
2,123.0 |
-27.0 |
-1.3% |
2,150.0 |
| Range |
49.0 |
56.0 |
7.0 |
14.3% |
247.0 |
| ATR |
87.8 |
86.8 |
-1.1 |
-1.2% |
0.0 |
| Volume |
94 |
753 |
659 |
701.1% |
15,465 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.0 |
2,257.0 |
2,153.8 |
|
| R3 |
2,223.0 |
2,201.0 |
2,138.4 |
|
| R2 |
2,167.0 |
2,167.0 |
2,133.3 |
|
| R1 |
2,145.0 |
2,145.0 |
2,128.1 |
2,156.0 |
| PP |
2,111.0 |
2,111.0 |
2,111.0 |
2,116.5 |
| S1 |
2,089.0 |
2,089.0 |
2,117.9 |
2,100.0 |
| S2 |
2,055.0 |
2,055.0 |
2,112.7 |
|
| S3 |
1,999.0 |
2,033.0 |
2,107.6 |
|
| S4 |
1,943.0 |
1,977.0 |
2,092.2 |
|
|
| 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 |
2,077.0 |
135.0 |
6.4% |
63.0 |
3.0% |
34% |
False |
True |
3,161 |
| 10 |
2,212.0 |
1,927.0 |
285.0 |
13.4% |
77.4 |
3.6% |
69% |
False |
False |
2,547 |
| 20 |
2,212.0 |
1,927.0 |
285.0 |
13.4% |
76.3 |
3.6% |
69% |
False |
False |
17,864 |
| 40 |
2,330.0 |
1,927.0 |
403.0 |
19.0% |
78.6 |
3.7% |
49% |
False |
False |
10,018 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
40.6% |
73.6 |
3.5% |
23% |
False |
False |
6,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,371.0 |
|
2.618 |
2,279.6 |
|
1.618 |
2,223.6 |
|
1.000 |
2,189.0 |
|
0.618 |
2,167.6 |
|
HIGH |
2,133.0 |
|
0.618 |
2,111.6 |
|
0.500 |
2,105.0 |
|
0.382 |
2,098.4 |
|
LOW |
2,077.0 |
|
0.618 |
2,042.4 |
|
1.000 |
2,021.0 |
|
1.618 |
1,986.4 |
|
2.618 |
1,930.4 |
|
4.250 |
1,839.0 |
|
|