Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,627.0 |
1,633.5 |
6.5 |
0.4% |
1,655.0 |
High |
1,645.2 |
1,667.3 |
22.1 |
1.3% |
1,675.8 |
Low |
1,612.4 |
1,633.5 |
21.1 |
1.3% |
1,553.4 |
Close |
1,625.6 |
1,661.1 |
35.5 |
2.2% |
1,625.6 |
Range |
32.8 |
33.8 |
1.0 |
3.0% |
122.4 |
ATR |
57.3 |
56.2 |
-1.1 |
-1.9% |
0.0 |
Volume |
639 |
546 |
-93 |
-14.6% |
2,431 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.4 |
1,742.0 |
1,679.7 |
|
R3 |
1,721.6 |
1,708.2 |
1,670.4 |
|
R2 |
1,687.8 |
1,687.8 |
1,667.3 |
|
R1 |
1,674.4 |
1,674.4 |
1,664.2 |
1,681.1 |
PP |
1,654.0 |
1,654.0 |
1,654.0 |
1,657.3 |
S1 |
1,640.6 |
1,640.6 |
1,658.0 |
1,647.3 |
S2 |
1,620.2 |
1,620.2 |
1,654.9 |
|
S3 |
1,586.4 |
1,606.8 |
1,651.8 |
|
S4 |
1,552.6 |
1,573.0 |
1,642.5 |
|
|
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 |
1,597.1 |
78.7 |
4.7% |
45.1 |
2.7% |
81% |
False |
False |
505 |
10 |
1,818.8 |
1,553.4 |
265.4 |
16.0% |
57.9 |
3.5% |
41% |
False |
False |
496 |
20 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
55.8 |
3.4% |
29% |
False |
False |
606 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
52.4 |
3.2% |
29% |
False |
False |
501 |
60 |
1,925.0 |
1,550.0 |
375.0 |
22.6% |
40.6 |
2.4% |
30% |
False |
False |
453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.0 |
2.618 |
1,755.8 |
1.618 |
1,722.0 |
1.000 |
1,701.1 |
0.618 |
1,688.2 |
HIGH |
1,667.3 |
0.618 |
1,654.4 |
0.500 |
1,650.4 |
0.382 |
1,646.4 |
LOW |
1,633.5 |
0.618 |
1,612.6 |
1.000 |
1,599.7 |
1.618 |
1,578.8 |
2.618 |
1,545.0 |
4.250 |
1,489.9 |
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