| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,095.0 |
2,086.0 |
-9.0 |
-0.4% |
1,982.0 |
| High |
2,133.0 |
2,125.0 |
-8.0 |
-0.4% |
2,212.0 |
| Low |
2,077.0 |
2,043.0 |
-34.0 |
-1.6% |
1,965.0 |
| Close |
2,123.0 |
2,078.0 |
-45.0 |
-2.1% |
2,150.0 |
| Range |
56.0 |
82.0 |
26.0 |
46.4% |
247.0 |
| ATR |
86.8 |
86.4 |
-0.3 |
-0.4% |
0.0 |
| Volume |
753 |
433 |
-320 |
-42.5% |
15,465 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.0 |
2,285.0 |
2,123.1 |
|
| R3 |
2,246.0 |
2,203.0 |
2,100.6 |
|
| R2 |
2,164.0 |
2,164.0 |
2,093.0 |
|
| R1 |
2,121.0 |
2,121.0 |
2,085.5 |
2,101.5 |
| PP |
2,082.0 |
2,082.0 |
2,082.0 |
2,072.3 |
| S1 |
2,039.0 |
2,039.0 |
2,070.5 |
2,019.5 |
| S2 |
2,000.0 |
2,000.0 |
2,063.0 |
|
| S3 |
1,918.0 |
1,957.0 |
2,055.5 |
|
| S4 |
1,836.0 |
1,875.0 |
2,032.9 |
|
|
| 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 |
2,043.0 |
169.0 |
8.1% |
65.0 |
3.1% |
21% |
False |
True |
398 |
| 10 |
2,212.0 |
1,927.0 |
285.0 |
13.7% |
79.3 |
3.8% |
53% |
False |
False |
2,309 |
| 20 |
2,212.0 |
1,927.0 |
285.0 |
13.7% |
76.8 |
3.7% |
53% |
False |
False |
16,792 |
| 40 |
2,330.0 |
1,927.0 |
403.0 |
19.4% |
78.1 |
3.8% |
37% |
False |
False |
10,008 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
41.4% |
74.3 |
3.6% |
18% |
False |
False |
6,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.5 |
|
2.618 |
2,339.7 |
|
1.618 |
2,257.7 |
|
1.000 |
2,207.0 |
|
0.618 |
2,175.7 |
|
HIGH |
2,125.0 |
|
0.618 |
2,093.7 |
|
0.500 |
2,084.0 |
|
0.382 |
2,074.3 |
|
LOW |
2,043.0 |
|
0.618 |
1,992.3 |
|
1.000 |
1,961.0 |
|
1.618 |
1,910.3 |
|
2.618 |
1,828.3 |
|
4.250 |
1,694.5 |
|
|