Day Change Summary |
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Previous |
Current |
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03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,309.0 |
5,312.0 |
3.0 |
0.1% |
5,166.0 |
High |
5,444.5 |
5,317.0 |
-127.5 |
-2.3% |
5,724.5 |
Low |
5,284.5 |
5,147.5 |
-137.0 |
-2.6% |
5,100.0 |
Close |
5,404.0 |
5,243.0 |
-161.0 |
-3.0% |
5,482.5 |
Range |
160.0 |
169.5 |
9.5 |
5.9% |
624.5 |
ATR |
232.2 |
234.0 |
1.7 |
0.7% |
0.0 |
Volume |
543 |
603 |
60 |
11.0% |
2,596 |
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Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,744.3 |
5,663.2 |
5,336.2 |
|
R3 |
5,574.8 |
5,493.7 |
5,289.6 |
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R2 |
5,405.3 |
5,405.3 |
5,274.1 |
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R1 |
5,324.2 |
5,324.2 |
5,258.5 |
5,280.0 |
PP |
5,235.8 |
5,235.8 |
5,235.8 |
5,213.8 |
S1 |
5,154.7 |
5,154.7 |
5,227.5 |
5,110.5 |
S2 |
5,066.3 |
5,066.3 |
5,211.9 |
|
S3 |
4,896.8 |
4,985.2 |
5,196.4 |
|
S4 |
4,727.3 |
4,815.7 |
5,149.8 |
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Weekly Pivots for week ending 30-Sep-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,309.2 |
7,020.3 |
5,826.0 |
|
R3 |
6,684.7 |
6,395.8 |
5,654.2 |
|
R2 |
6,060.2 |
6,060.2 |
5,597.0 |
|
R1 |
5,771.3 |
5,771.3 |
5,539.7 |
5,915.8 |
PP |
5,435.7 |
5,435.7 |
5,435.7 |
5,507.9 |
S1 |
5,146.8 |
5,146.8 |
5,425.3 |
5,291.3 |
S2 |
4,811.2 |
4,811.2 |
5,368.0 |
|
S3 |
4,186.7 |
4,522.3 |
5,310.8 |
|
S4 |
3,562.2 |
3,897.8 |
5,139.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,724.5 |
5,147.5 |
577.0 |
11.0% |
177.6 |
3.4% |
17% |
False |
True |
554 |
10 |
5,724.5 |
5,001.0 |
723.5 |
13.8% |
206.7 |
3.9% |
33% |
False |
False |
453 |
20 |
5,724.5 |
4,988.0 |
736.5 |
14.0% |
206.0 |
3.9% |
35% |
False |
False |
4,072 |
40 |
6,149.0 |
4,988.0 |
1,161.0 |
22.1% |
205.0 |
3.9% |
22% |
False |
False |
2,127 |
60 |
7,454.0 |
4,988.0 |
2,466.0 |
47.0% |
194.0 |
3.7% |
10% |
False |
False |
1,454 |
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Fibonacci Retracements and Extensions |
4.250 |
6,037.4 |
2.618 |
5,760.8 |
1.618 |
5,591.3 |
1.000 |
5,486.5 |
0.618 |
5,421.8 |
HIGH |
5,317.0 |
0.618 |
5,252.3 |
0.500 |
5,232.3 |
0.382 |
5,212.2 |
LOW |
5,147.5 |
0.618 |
5,042.7 |
1.000 |
4,978.0 |
1.618 |
4,873.2 |
2.618 |
4,703.7 |
4.250 |
4,427.1 |
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