| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,185.0 |
2,237.0 |
52.0 |
2.4% |
2,095.0 |
| High |
2,249.0 |
2,274.0 |
25.0 |
1.1% |
2,274.0 |
| Low |
2,174.0 |
2,224.0 |
50.0 |
2.3% |
2,043.0 |
| Close |
2,229.0 |
2,252.0 |
23.0 |
1.0% |
2,252.0 |
| Range |
75.0 |
50.0 |
-25.0 |
-33.3% |
231.0 |
| ATR |
87.9 |
85.2 |
-2.7 |
-3.1% |
0.0 |
| Volume |
2,607 |
207 |
-2,400 |
-92.1% |
5,001 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.0 |
2,376.0 |
2,279.5 |
|
| R3 |
2,350.0 |
2,326.0 |
2,265.8 |
|
| R2 |
2,300.0 |
2,300.0 |
2,261.2 |
|
| R1 |
2,276.0 |
2,276.0 |
2,256.6 |
2,288.0 |
| PP |
2,250.0 |
2,250.0 |
2,250.0 |
2,256.0 |
| S1 |
2,226.0 |
2,226.0 |
2,247.4 |
2,238.0 |
| S2 |
2,200.0 |
2,200.0 |
2,242.8 |
|
| S3 |
2,150.0 |
2,176.0 |
2,238.3 |
|
| S4 |
2,100.0 |
2,126.0 |
2,224.5 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.7 |
2,798.3 |
2,379.1 |
|
| R3 |
2,651.7 |
2,567.3 |
2,315.5 |
|
| R2 |
2,420.7 |
2,420.7 |
2,294.4 |
|
| R1 |
2,336.3 |
2,336.3 |
2,273.2 |
2,378.5 |
| PP |
2,189.7 |
2,189.7 |
2,189.7 |
2,210.8 |
| S1 |
2,105.3 |
2,105.3 |
2,230.8 |
2,147.5 |
| S2 |
1,958.7 |
1,958.7 |
2,209.7 |
|
| S3 |
1,727.7 |
1,874.3 |
2,188.5 |
|
| S4 |
1,496.7 |
1,643.3 |
2,125.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,274.0 |
2,043.0 |
231.0 |
10.3% |
69.2 |
3.1% |
90% |
True |
False |
1,000 |
| 10 |
2,274.0 |
1,965.0 |
309.0 |
13.7% |
74.1 |
3.3% |
93% |
True |
False |
2,046 |
| 20 |
2,274.0 |
1,927.0 |
347.0 |
15.4% |
76.5 |
3.4% |
94% |
True |
False |
14,842 |
| 40 |
2,330.0 |
1,927.0 |
403.0 |
17.9% |
72.0 |
3.2% |
81% |
False |
False |
10,024 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
38.2% |
76.4 |
3.4% |
38% |
False |
False |
6,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.5 |
|
2.618 |
2,404.9 |
|
1.618 |
2,354.9 |
|
1.000 |
2,324.0 |
|
0.618 |
2,304.9 |
|
HIGH |
2,274.0 |
|
0.618 |
2,254.9 |
|
0.500 |
2,249.0 |
|
0.382 |
2,243.1 |
|
LOW |
2,224.0 |
|
0.618 |
2,193.1 |
|
1.000 |
2,174.0 |
|
1.618 |
2,143.1 |
|
2.618 |
2,093.1 |
|
4.250 |
2,011.5 |
|
|