| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,174.00 |
2,112.50 |
-61.50 |
-2.8% |
2,207.25 |
| High |
2,191.00 |
2,143.50 |
-47.50 |
-2.2% |
2,276.25 |
| Low |
2,118.00 |
2,061.75 |
-56.25 |
-2.7% |
2,118.00 |
| Close |
2,130.75 |
2,061.75 |
-69.00 |
-3.2% |
2,130.75 |
| Range |
73.00 |
81.75 |
8.75 |
12.0% |
158.25 |
| ATR |
58.19 |
59.87 |
1.68 |
2.9% |
0.00 |
| Volume |
249 |
34 |
-215 |
-86.3% |
548 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.25 |
2,279.75 |
2,106.75 |
|
| R3 |
2,252.50 |
2,198.00 |
2,084.25 |
|
| R2 |
2,170.75 |
2,170.75 |
2,076.75 |
|
| R1 |
2,116.25 |
2,116.25 |
2,069.25 |
2,102.50 |
| PP |
2,089.00 |
2,089.00 |
2,089.00 |
2,082.25 |
| S1 |
2,034.50 |
2,034.50 |
2,054.25 |
2,021.00 |
| S2 |
2,007.25 |
2,007.25 |
2,046.75 |
|
| S3 |
1,925.50 |
1,952.75 |
2,039.25 |
|
| S4 |
1,843.75 |
1,871.00 |
2,016.75 |
|
|
| 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 |
2,491.00 |
|
2.618 |
2,357.50 |
|
1.618 |
2,275.75 |
|
1.000 |
2,225.25 |
|
0.618 |
2,194.00 |
|
HIGH |
2,143.50 |
|
0.618 |
2,112.25 |
|
0.500 |
2,102.50 |
|
0.382 |
2,093.00 |
|
LOW |
2,061.75 |
|
0.618 |
2,011.25 |
|
1.000 |
1,980.00 |
|
1.618 |
1,929.50 |
|
2.618 |
1,847.75 |
|
4.250 |
1,714.25 |
|
|