Day Change Summary |
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Previous |
Current |
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04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,665.1 |
1,625.5 |
-39.6 |
-2.4% |
1,655.0 |
High |
1,678.0 |
1,647.2 |
-30.8 |
-1.8% |
1,675.8 |
Low |
1,600.9 |
1,601.3 |
0.4 |
0.0% |
1,553.4 |
Close |
1,619.5 |
1,645.0 |
25.5 |
1.6% |
1,625.6 |
Range |
77.1 |
45.9 |
-31.2 |
-40.5% |
122.4 |
ATR |
57.6 |
56.8 |
-0.8 |
-1.5% |
0.0 |
Volume |
551 |
2,056 |
1,505 |
273.1% |
2,431 |
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Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.9 |
1,752.8 |
1,670.2 |
|
R3 |
1,723.0 |
1,706.9 |
1,657.6 |
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R2 |
1,677.1 |
1,677.1 |
1,653.4 |
|
R1 |
1,661.0 |
1,661.0 |
1,649.2 |
1,669.1 |
PP |
1,631.2 |
1,631.2 |
1,631.2 |
1,635.2 |
S1 |
1,615.1 |
1,615.1 |
1,640.8 |
1,623.2 |
S2 |
1,585.3 |
1,585.3 |
1,636.6 |
|
S3 |
1,539.4 |
1,569.2 |
1,632.4 |
|
S4 |
1,493.5 |
1,523.3 |
1,619.8 |
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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 |
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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 |
1,678.0 |
1,597.1 |
80.9 |
4.9% |
46.1 |
2.8% |
59% |
False |
False |
822 |
10 |
1,785.5 |
1,553.4 |
232.1 |
14.1% |
64.0 |
3.9% |
39% |
False |
False |
698 |
20 |
1,888.2 |
1,553.4 |
334.8 |
20.4% |
55.1 |
3.3% |
27% |
False |
False |
640 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.6% |
53.2 |
3.2% |
25% |
False |
False |
533 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.6% |
42.0 |
2.6% |
25% |
False |
False |
491 |
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Fibonacci Retracements and Extensions |
4.250 |
1,842.3 |
2.618 |
1,767.4 |
1.618 |
1,721.5 |
1.000 |
1,693.1 |
0.618 |
1,675.6 |
HIGH |
1,647.2 |
0.618 |
1,629.7 |
0.500 |
1,624.3 |
0.382 |
1,618.8 |
LOW |
1,601.3 |
0.618 |
1,572.9 |
1.000 |
1,555.4 |
1.618 |
1,527.0 |
2.618 |
1,481.1 |
4.250 |
1,406.2 |
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