| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,086.0 |
2,110.0 |
24.0 |
1.2% |
1,982.0 |
| High |
2,125.0 |
2,182.0 |
57.0 |
2.7% |
2,212.0 |
| Low |
2,043.0 |
2,099.0 |
56.0 |
2.7% |
1,965.0 |
| Close |
2,078.0 |
2,159.0 |
81.0 |
3.9% |
2,150.0 |
| Range |
82.0 |
83.0 |
1.0 |
1.2% |
247.0 |
| ATR |
86.4 |
87.7 |
1.3 |
1.5% |
0.0 |
| Volume |
433 |
1,001 |
568 |
131.2% |
15,465 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.7 |
2,360.3 |
2,204.7 |
|
| R3 |
2,312.7 |
2,277.3 |
2,181.8 |
|
| R2 |
2,229.7 |
2,229.7 |
2,174.2 |
|
| R1 |
2,194.3 |
2,194.3 |
2,166.6 |
2,212.0 |
| PP |
2,146.7 |
2,146.7 |
2,146.7 |
2,155.5 |
| S1 |
2,111.3 |
2,111.3 |
2,151.4 |
2,129.0 |
| S2 |
2,063.7 |
2,063.7 |
2,143.8 |
|
| S3 |
1,980.7 |
2,028.3 |
2,136.2 |
|
| S4 |
1,897.7 |
1,945.3 |
2,113.4 |
|
|
| 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 |
7.8% |
67.6 |
3.1% |
69% |
False |
False |
496 |
| 10 |
2,212.0 |
1,927.0 |
285.0 |
13.2% |
78.7 |
3.6% |
81% |
False |
False |
2,126 |
| 20 |
2,212.0 |
1,927.0 |
285.0 |
13.2% |
78.4 |
3.6% |
81% |
False |
False |
16,097 |
| 40 |
2,330.0 |
1,927.0 |
403.0 |
18.7% |
75.5 |
3.5% |
58% |
False |
False |
9,983 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
39.9% |
75.1 |
3.5% |
27% |
False |
False |
6,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.8 |
|
2.618 |
2,399.3 |
|
1.618 |
2,316.3 |
|
1.000 |
2,265.0 |
|
0.618 |
2,233.3 |
|
HIGH |
2,182.0 |
|
0.618 |
2,150.3 |
|
0.500 |
2,140.5 |
|
0.382 |
2,130.7 |
|
LOW |
2,099.0 |
|
0.618 |
2,047.7 |
|
1.000 |
2,016.0 |
|
1.618 |
1,964.7 |
|
2.618 |
1,881.7 |
|
4.250 |
1,746.3 |
|
|