| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,110.0 |
2,185.0 |
75.0 |
3.6% |
1,982.0 |
| High |
2,182.0 |
2,249.0 |
67.0 |
3.1% |
2,212.0 |
| Low |
2,099.0 |
2,174.0 |
75.0 |
3.6% |
1,965.0 |
| Close |
2,159.0 |
2,229.0 |
70.0 |
3.2% |
2,150.0 |
| Range |
83.0 |
75.0 |
-8.0 |
-9.6% |
247.0 |
| ATR |
87.7 |
87.9 |
0.2 |
0.2% |
0.0 |
| Volume |
1,001 |
2,607 |
1,606 |
160.4% |
15,465 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,442.3 |
2,410.7 |
2,270.3 |
|
| R3 |
2,367.3 |
2,335.7 |
2,249.6 |
|
| R2 |
2,292.3 |
2,292.3 |
2,242.8 |
|
| R1 |
2,260.7 |
2,260.7 |
2,235.9 |
2,276.5 |
| PP |
2,217.3 |
2,217.3 |
2,217.3 |
2,225.3 |
| S1 |
2,185.7 |
2,185.7 |
2,222.1 |
2,201.5 |
| S2 |
2,142.3 |
2,142.3 |
2,215.3 |
|
| S3 |
2,067.3 |
2,110.7 |
2,208.4 |
|
| S4 |
1,992.3 |
2,035.7 |
2,187.8 |
|
|
| 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 |
2,249.0 |
2,043.0 |
206.0 |
9.2% |
69.0 |
3.1% |
90% |
True |
False |
977 |
| 10 |
2,249.0 |
1,927.0 |
322.0 |
14.4% |
78.5 |
3.5% |
94% |
True |
False |
2,092 |
| 20 |
2,249.0 |
1,927.0 |
322.0 |
14.4% |
79.4 |
3.6% |
94% |
True |
False |
15,543 |
| 40 |
2,330.0 |
1,927.0 |
403.0 |
18.1% |
73.1 |
3.3% |
75% |
False |
False |
10,021 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
38.6% |
76.0 |
3.4% |
35% |
False |
False |
6,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,567.8 |
|
2.618 |
2,445.4 |
|
1.618 |
2,370.4 |
|
1.000 |
2,324.0 |
|
0.618 |
2,295.4 |
|
HIGH |
2,249.0 |
|
0.618 |
2,220.4 |
|
0.500 |
2,211.5 |
|
0.382 |
2,202.7 |
|
LOW |
2,174.0 |
|
0.618 |
2,127.7 |
|
1.000 |
2,099.0 |
|
1.618 |
2,052.7 |
|
2.618 |
1,977.7 |
|
4.250 |
1,855.3 |
|
|