| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,055.00 |
2,115.00 |
60.00 |
2.9% |
2,207.25 |
| High |
2,119.75 |
2,175.50 |
55.75 |
2.6% |
2,276.25 |
| Low |
2,034.50 |
2,099.00 |
64.50 |
3.2% |
2,118.00 |
| Close |
2,110.00 |
2,164.00 |
54.00 |
2.6% |
2,130.75 |
| Range |
85.25 |
76.50 |
-8.75 |
-10.3% |
158.25 |
| ATR |
61.68 |
62.74 |
1.06 |
1.7% |
0.00 |
| Volume |
35 |
14 |
-21 |
-60.0% |
548 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.75 |
2,346.25 |
2,206.00 |
|
| R3 |
2,299.25 |
2,269.75 |
2,185.00 |
|
| R2 |
2,222.75 |
2,222.75 |
2,178.00 |
|
| R1 |
2,193.25 |
2,193.25 |
2,171.00 |
2,208.00 |
| PP |
2,146.25 |
2,146.25 |
2,146.25 |
2,153.50 |
| S1 |
2,116.75 |
2,116.75 |
2,157.00 |
2,131.50 |
| S2 |
2,069.75 |
2,069.75 |
2,150.00 |
|
| S3 |
1,993.25 |
2,040.25 |
2,143.00 |
|
| S4 |
1,916.75 |
1,963.75 |
2,122.00 |
|
|
| 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 |
2,500.50 |
|
2.618 |
2,375.75 |
|
1.618 |
2,299.25 |
|
1.000 |
2,252.00 |
|
0.618 |
2,222.75 |
|
HIGH |
2,175.50 |
|
0.618 |
2,146.25 |
|
0.500 |
2,137.25 |
|
0.382 |
2,128.25 |
|
LOW |
2,099.00 |
|
0.618 |
2,051.75 |
|
1.000 |
2,022.50 |
|
1.618 |
1,975.25 |
|
2.618 |
1,898.75 |
|
4.250 |
1,774.00 |
|
|