| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,210.25 |
2,174.00 |
-36.25 |
-1.6% |
2,207.25 |
| High |
2,251.75 |
2,191.00 |
-60.75 |
-2.7% |
2,276.25 |
| Low |
2,150.00 |
2,118.00 |
-32.00 |
-1.5% |
2,118.00 |
| Close |
2,185.75 |
2,130.75 |
-55.00 |
-2.5% |
2,130.75 |
| Range |
101.75 |
73.00 |
-28.75 |
-28.3% |
158.25 |
| ATR |
57.05 |
58.19 |
1.14 |
2.0% |
0.00 |
| Volume |
133 |
249 |
116 |
87.2% |
548 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.50 |
2,321.25 |
2,171.00 |
|
| R3 |
2,292.50 |
2,248.25 |
2,150.75 |
|
| R2 |
2,219.50 |
2,219.50 |
2,144.25 |
|
| R1 |
2,175.25 |
2,175.25 |
2,137.50 |
2,161.00 |
| PP |
2,146.50 |
2,146.50 |
2,146.50 |
2,139.50 |
| S1 |
2,102.25 |
2,102.25 |
2,124.00 |
2,088.00 |
| S2 |
2,073.50 |
2,073.50 |
2,117.25 |
|
| S3 |
2,000.50 |
2,029.25 |
2,110.75 |
|
| S4 |
1,927.50 |
1,956.25 |
2,090.50 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.75 |
2,548.50 |
2,217.75 |
|
| R3 |
2,491.50 |
2,390.25 |
2,174.25 |
|
| R2 |
2,333.25 |
2,333.25 |
2,159.75 |
|
| R1 |
2,232.00 |
2,232.00 |
2,145.25 |
2,203.50 |
| PP |
2,175.00 |
2,175.00 |
2,175.00 |
2,160.75 |
| S1 |
2,073.75 |
2,073.75 |
2,116.25 |
2,045.25 |
| S2 |
2,016.75 |
2,016.75 |
2,101.75 |
|
| S3 |
1,858.50 |
1,915.50 |
2,087.25 |
|
| S4 |
1,700.25 |
1,757.25 |
2,043.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.25 |
|
2.618 |
2,382.00 |
|
1.618 |
2,309.00 |
|
1.000 |
2,264.00 |
|
0.618 |
2,236.00 |
|
HIGH |
2,191.00 |
|
0.618 |
2,163.00 |
|
0.500 |
2,154.50 |
|
0.382 |
2,146.00 |
|
LOW |
2,118.00 |
|
0.618 |
2,073.00 |
|
1.000 |
2,045.00 |
|
1.618 |
2,000.00 |
|
2.618 |
1,927.00 |
|
4.250 |
1,807.75 |
|
|