| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,112.50 |
2,055.00 |
-57.50 |
-2.7% |
2,207.25 |
| High |
2,143.50 |
2,119.75 |
-23.75 |
-1.1% |
2,276.25 |
| Low |
2,061.75 |
2,034.50 |
-27.25 |
-1.3% |
2,118.00 |
| Close |
2,061.75 |
2,110.00 |
48.25 |
2.3% |
2,130.75 |
| Range |
81.75 |
85.25 |
3.50 |
4.3% |
158.25 |
| ATR |
59.87 |
61.68 |
1.81 |
3.0% |
0.00 |
| Volume |
34 |
35 |
1 |
2.9% |
548 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.75 |
2,312.25 |
2,157.00 |
|
| R3 |
2,258.50 |
2,227.00 |
2,133.50 |
|
| R2 |
2,173.25 |
2,173.25 |
2,125.75 |
|
| R1 |
2,141.75 |
2,141.75 |
2,117.75 |
2,157.50 |
| PP |
2,088.00 |
2,088.00 |
2,088.00 |
2,096.00 |
| S1 |
2,056.50 |
2,056.50 |
2,102.25 |
2,072.25 |
| S2 |
2,002.75 |
2,002.75 |
2,094.25 |
|
| S3 |
1,917.50 |
1,971.25 |
2,086.50 |
|
| S4 |
1,832.25 |
1,886.00 |
2,063.00 |
|
|
| 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 |
2,482.00 |
|
2.618 |
2,343.00 |
|
1.618 |
2,257.75 |
|
1.000 |
2,205.00 |
|
0.618 |
2,172.50 |
|
HIGH |
2,119.75 |
|
0.618 |
2,087.25 |
|
0.500 |
2,077.00 |
|
0.382 |
2,067.00 |
|
LOW |
2,034.50 |
|
0.618 |
1,981.75 |
|
1.000 |
1,949.25 |
|
1.618 |
1,896.50 |
|
2.618 |
1,811.25 |
|
4.250 |
1,672.25 |
|
|