Day Change Summary |
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Previous |
Current |
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06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,515.0 |
5,672.5 |
157.5 |
2.9% |
5,309.0 |
High |
5,700.0 |
5,767.0 |
67.0 |
1.2% |
5,767.0 |
Low |
5,491.0 |
5,631.0 |
140.0 |
2.5% |
5,147.5 |
Close |
5,657.0 |
5,693.5 |
36.5 |
0.6% |
5,693.5 |
Range |
209.0 |
136.0 |
-73.0 |
-34.9% |
619.5 |
ATR |
236.4 |
229.3 |
-7.2 |
-3.0% |
0.0 |
Volume |
1,050 |
306 |
-744 |
-70.9% |
3,385 |
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Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,105.2 |
6,035.3 |
5,768.3 |
|
R3 |
5,969.2 |
5,899.3 |
5,730.9 |
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R2 |
5,833.2 |
5,833.2 |
5,718.4 |
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R1 |
5,763.3 |
5,763.3 |
5,706.0 |
5,798.3 |
PP |
5,697.2 |
5,697.2 |
5,697.2 |
5,714.6 |
S1 |
5,627.3 |
5,627.3 |
5,681.0 |
5,662.3 |
S2 |
5,561.2 |
5,561.2 |
5,668.6 |
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S3 |
5,425.2 |
5,491.3 |
5,656.1 |
|
S4 |
5,289.2 |
5,355.3 |
5,618.7 |
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Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,394.5 |
7,163.5 |
6,034.2 |
|
R3 |
6,775.0 |
6,544.0 |
5,863.9 |
|
R2 |
6,155.5 |
6,155.5 |
5,807.1 |
|
R1 |
5,924.5 |
5,924.5 |
5,750.3 |
6,040.0 |
PP |
5,536.0 |
5,536.0 |
5,536.0 |
5,593.8 |
S1 |
5,305.0 |
5,305.0 |
5,636.7 |
5,420.5 |
S2 |
4,916.5 |
4,916.5 |
5,579.9 |
|
S3 |
4,297.0 |
4,685.5 |
5,523.1 |
|
S4 |
3,677.5 |
4,066.0 |
5,352.8 |
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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 |
5,767.0 |
5,147.5 |
619.5 |
10.9% |
183.7 |
3.2% |
88% |
True |
False |
677 |
10 |
5,767.0 |
5,100.0 |
667.0 |
11.7% |
200.3 |
3.5% |
89% |
True |
False |
598 |
20 |
5,767.0 |
4,988.0 |
779.0 |
13.7% |
209.1 |
3.7% |
91% |
True |
False |
4,016 |
40 |
6,136.0 |
4,988.0 |
1,148.0 |
20.2% |
187.5 |
3.3% |
61% |
False |
False |
2,162 |
60 |
7,454.0 |
4,988.0 |
2,466.0 |
43.3% |
200.8 |
3.5% |
29% |
False |
False |
1,489 |
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Fibonacci Retracements and Extensions |
4.250 |
6,345.0 |
2.618 |
6,123.0 |
1.618 |
5,987.0 |
1.000 |
5,903.0 |
0.618 |
5,851.0 |
HIGH |
5,767.0 |
0.618 |
5,715.0 |
0.500 |
5,699.0 |
0.382 |
5,683.0 |
LOW |
5,631.0 |
0.618 |
5,547.0 |
1.000 |
5,495.0 |
1.618 |
5,411.0 |
2.618 |
5,275.0 |
4.250 |
5,053.0 |
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