Day Change Summary |
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Previous |
Current |
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04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,312.0 |
5,316.0 |
4.0 |
0.1% |
5,166.0 |
High |
5,317.0 |
5,532.0 |
215.0 |
4.0% |
5,724.5 |
Low |
5,147.5 |
5,288.0 |
140.5 |
2.7% |
5,100.0 |
Close |
5,243.0 |
5,482.5 |
239.5 |
4.6% |
5,482.5 |
Range |
169.5 |
244.0 |
74.5 |
44.0% |
624.5 |
ATR |
234.0 |
237.9 |
3.9 |
1.7% |
0.0 |
Volume |
603 |
883 |
280 |
46.4% |
2,596 |
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Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,166.2 |
6,068.3 |
5,616.7 |
|
R3 |
5,922.2 |
5,824.3 |
5,549.6 |
|
R2 |
5,678.2 |
5,678.2 |
5,527.2 |
|
R1 |
5,580.3 |
5,580.3 |
5,504.9 |
5,629.3 |
PP |
5,434.2 |
5,434.2 |
5,434.2 |
5,458.6 |
S1 |
5,336.3 |
5,336.3 |
5,460.1 |
5,385.3 |
S2 |
5,190.2 |
5,190.2 |
5,437.8 |
|
S3 |
4,946.2 |
5,092.3 |
5,415.4 |
|
S4 |
4,702.2 |
4,848.3 |
5,348.3 |
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Weekly Pivots for week ending 30-Sep-2011 |
|
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 |
10.5% |
185.1 |
3.4% |
58% |
False |
False |
614 |
10 |
5,724.5 |
5,001.0 |
723.5 |
13.2% |
207.9 |
3.8% |
67% |
False |
False |
519 |
20 |
5,724.5 |
4,988.0 |
736.5 |
13.4% |
211.9 |
3.9% |
67% |
False |
False |
4,103 |
40 |
6,136.0 |
4,988.0 |
1,148.0 |
20.9% |
196.8 |
3.6% |
43% |
False |
False |
2,144 |
60 |
7,454.0 |
4,988.0 |
2,466.0 |
45.0% |
196.9 |
3.6% |
20% |
False |
False |
1,468 |
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Fibonacci Retracements and Extensions |
4.250 |
6,569.0 |
2.618 |
6,170.8 |
1.618 |
5,926.8 |
1.000 |
5,776.0 |
0.618 |
5,682.8 |
HIGH |
5,532.0 |
0.618 |
5,438.8 |
0.500 |
5,410.0 |
0.382 |
5,381.2 |
LOW |
5,288.0 |
0.618 |
5,137.2 |
1.000 |
5,044.0 |
1.618 |
4,893.2 |
2.618 |
4,649.2 |
4.250 |
4,251.0 |
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