Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,597.1 |
1,627.0 |
29.9 |
1.9% |
1,655.0 |
High |
1,637.8 |
1,645.2 |
7.4 |
0.5% |
1,675.8 |
Low |
1,597.1 |
1,612.4 |
15.3 |
1.0% |
1,553.4 |
Close |
1,620.7 |
1,625.6 |
4.9 |
0.3% |
1,625.6 |
Range |
40.7 |
32.8 |
-7.9 |
-19.4% |
122.4 |
ATR |
59.1 |
57.3 |
-1.9 |
-3.2% |
0.0 |
Volume |
319 |
639 |
320 |
100.3% |
2,431 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.1 |
1,708.7 |
1,643.6 |
|
R3 |
1,693.3 |
1,675.9 |
1,634.6 |
|
R2 |
1,660.5 |
1,660.5 |
1,631.6 |
|
R1 |
1,643.1 |
1,643.1 |
1,628.6 |
1,635.4 |
PP |
1,627.7 |
1,627.7 |
1,627.7 |
1,623.9 |
S1 |
1,610.3 |
1,610.3 |
1,622.6 |
1,602.6 |
S2 |
1,594.9 |
1,594.9 |
1,619.6 |
|
S3 |
1,562.1 |
1,577.5 |
1,616.6 |
|
S4 |
1,529.3 |
1,544.7 |
1,607.6 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.5 |
1,927.9 |
1,692.9 |
|
R3 |
1,863.1 |
1,805.5 |
1,659.3 |
|
R2 |
1,740.7 |
1,740.7 |
1,648.0 |
|
R1 |
1,683.1 |
1,683.1 |
1,636.8 |
1,650.7 |
PP |
1,618.3 |
1,618.3 |
1,618.3 |
1,602.1 |
S1 |
1,560.7 |
1,560.7 |
1,614.4 |
1,528.3 |
S2 |
1,495.9 |
1,495.9 |
1,603.2 |
|
S3 |
1,373.5 |
1,438.3 |
1,591.9 |
|
S4 |
1,251.1 |
1,315.9 |
1,558.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,675.8 |
1,553.4 |
122.4 |
7.5% |
60.7 |
3.7% |
59% |
False |
False |
486 |
10 |
1,831.7 |
1,553.4 |
278.3 |
17.1% |
59.9 |
3.7% |
26% |
False |
False |
529 |
20 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
57.0 |
3.5% |
19% |
False |
False |
589 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
52.0 |
3.2% |
19% |
False |
False |
517 |
60 |
1,925.0 |
1,532.7 |
392.3 |
24.1% |
40.3 |
2.5% |
24% |
False |
False |
445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.6 |
2.618 |
1,731.1 |
1.618 |
1,698.3 |
1.000 |
1,678.0 |
0.618 |
1,665.5 |
HIGH |
1,645.2 |
0.618 |
1,632.7 |
0.500 |
1,628.8 |
0.382 |
1,624.9 |
LOW |
1,612.4 |
0.618 |
1,592.1 |
1.000 |
1,579.6 |
1.618 |
1,559.3 |
2.618 |
1,526.5 |
4.250 |
1,473.0 |
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