Day Change Summary |
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Previous |
Current |
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|
|
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05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,316.0 |
5,515.0 |
199.0 |
3.7% |
5,166.0 |
High |
5,532.0 |
5,700.0 |
168.0 |
3.0% |
5,724.5 |
Low |
5,288.0 |
5,491.0 |
203.0 |
3.8% |
5,100.0 |
Close |
5,482.5 |
5,657.0 |
174.5 |
3.2% |
5,482.5 |
Range |
244.0 |
209.0 |
-35.0 |
-14.3% |
624.5 |
ATR |
237.9 |
236.4 |
-1.5 |
-0.6% |
0.0 |
Volume |
883 |
1,050 |
167 |
18.9% |
2,596 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,243.0 |
6,159.0 |
5,772.0 |
|
R3 |
6,034.0 |
5,950.0 |
5,714.5 |
|
R2 |
5,825.0 |
5,825.0 |
5,695.3 |
|
R1 |
5,741.0 |
5,741.0 |
5,676.2 |
5,783.0 |
PP |
5,616.0 |
5,616.0 |
5,616.0 |
5,637.0 |
S1 |
5,532.0 |
5,532.0 |
5,637.8 |
5,574.0 |
S2 |
5,407.0 |
5,407.0 |
5,618.7 |
|
S3 |
5,198.0 |
5,323.0 |
5,599.5 |
|
S4 |
4,989.0 |
5,114.0 |
5,542.1 |
|
|
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 |
5,700.0 |
5,147.5 |
552.5 |
9.8% |
192.9 |
3.4% |
92% |
True |
False |
769 |
10 |
5,724.5 |
5,001.0 |
723.5 |
12.8% |
210.6 |
3.7% |
91% |
False |
False |
592 |
20 |
5,724.5 |
4,988.0 |
736.5 |
13.0% |
214.7 |
3.8% |
91% |
False |
False |
4,099 |
40 |
6,136.0 |
4,988.0 |
1,148.0 |
20.3% |
192.5 |
3.4% |
58% |
False |
False |
2,161 |
60 |
7,454.0 |
4,988.0 |
2,466.0 |
43.6% |
199.8 |
3.5% |
27% |
False |
False |
1,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,588.3 |
2.618 |
6,247.2 |
1.618 |
6,038.2 |
1.000 |
5,909.0 |
0.618 |
5,829.2 |
HIGH |
5,700.0 |
0.618 |
5,620.2 |
0.500 |
5,595.5 |
0.382 |
5,570.8 |
LOW |
5,491.0 |
0.618 |
5,361.8 |
1.000 |
5,282.0 |
1.618 |
5,152.8 |
2.618 |
4,943.8 |
4.250 |
4,602.8 |
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