Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,128.5 |
5,046.5 |
-82.0 |
-1.6% |
4,964.5 |
High |
5,128.5 |
5,055.5 |
-73.0 |
-1.4% |
5,219.5 |
Low |
5,128.5 |
5,009.0 |
-119.5 |
-2.3% |
4,964.5 |
Close |
5,128.5 |
5,055.5 |
-73.0 |
-1.4% |
5,055.5 |
Range |
0.0 |
46.5 |
46.5 |
|
255.0 |
ATR |
94.3 |
96.1 |
1.8 |
1.9% |
0.0 |
Volume |
0 |
168 |
168 |
|
195 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,179.5 |
5,164.0 |
5,081.0 |
|
R3 |
5,133.0 |
5,117.5 |
5,068.5 |
|
R2 |
5,086.5 |
5,086.5 |
5,064.0 |
|
R1 |
5,071.0 |
5,071.0 |
5,060.0 |
5,079.0 |
PP |
5,040.0 |
5,040.0 |
5,040.0 |
5,044.0 |
S1 |
5,024.5 |
5,024.5 |
5,051.0 |
5,032.0 |
S2 |
4,993.5 |
4,993.5 |
5,047.0 |
|
S3 |
4,947.0 |
4,978.0 |
5,042.5 |
|
S4 |
4,900.5 |
4,931.5 |
5,030.0 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,845.0 |
5,705.0 |
5,196.0 |
|
R3 |
5,590.0 |
5,450.0 |
5,125.5 |
|
R2 |
5,335.0 |
5,335.0 |
5,102.0 |
|
R1 |
5,195.0 |
5,195.0 |
5,079.0 |
5,265.0 |
PP |
5,080.0 |
5,080.0 |
5,080.0 |
5,115.0 |
S1 |
4,940.0 |
4,940.0 |
5,032.0 |
5,010.0 |
S2 |
4,825.0 |
4,825.0 |
5,009.0 |
|
S3 |
4,570.0 |
4,685.0 |
4,985.5 |
|
S4 |
4,315.0 |
4,430.0 |
4,915.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,219.5 |
4,964.5 |
255.0 |
5.0% |
27.0 |
0.5% |
36% |
False |
False |
39 |
10 |
5,305.5 |
4,887.5 |
418.0 |
8.3% |
43.5 |
0.9% |
40% |
False |
False |
23 |
20 |
5,305.5 |
4,887.5 |
418.0 |
8.3% |
23.5 |
0.5% |
40% |
False |
False |
17 |
40 |
5,333.5 |
4,887.5 |
446.0 |
8.8% |
20.5 |
0.4% |
38% |
False |
False |
11 |
60 |
5,895.5 |
4,887.5 |
1,008.0 |
19.9% |
14.5 |
0.3% |
17% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,253.0 |
2.618 |
5,177.0 |
1.618 |
5,130.5 |
1.000 |
5,102.0 |
0.618 |
5,084.0 |
HIGH |
5,055.5 |
0.618 |
5,037.5 |
0.500 |
5,032.0 |
0.382 |
5,027.0 |
LOW |
5,009.0 |
0.618 |
4,980.5 |
1.000 |
4,962.5 |
1.618 |
4,934.0 |
2.618 |
4,887.5 |
4.250 |
4,811.5 |
|
|