Day Change Summary |
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Previous |
Current |
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05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,625.5 |
1,647.0 |
21.5 |
1.3% |
1,655.0 |
High |
1,647.2 |
1,657.5 |
10.3 |
0.6% |
1,675.8 |
Low |
1,601.3 |
1,639.5 |
38.2 |
2.4% |
1,553.4 |
Close |
1,645.0 |
1,656.7 |
11.7 |
0.7% |
1,625.6 |
Range |
45.9 |
18.0 |
-27.9 |
-60.8% |
122.4 |
ATR |
56.8 |
54.0 |
-2.8 |
-4.9% |
0.0 |
Volume |
2,056 |
1,025 |
-1,031 |
-50.1% |
2,431 |
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Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.2 |
1,699.0 |
1,666.6 |
|
R3 |
1,687.2 |
1,681.0 |
1,661.7 |
|
R2 |
1,669.2 |
1,669.2 |
1,660.0 |
|
R1 |
1,663.0 |
1,663.0 |
1,658.4 |
1,666.1 |
PP |
1,651.2 |
1,651.2 |
1,651.2 |
1,652.8 |
S1 |
1,645.0 |
1,645.0 |
1,655.1 |
1,648.1 |
S2 |
1,633.2 |
1,633.2 |
1,653.4 |
|
S3 |
1,615.2 |
1,627.0 |
1,651.8 |
|
S4 |
1,597.2 |
1,609.0 |
1,646.8 |
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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 |
1,600.9 |
77.1 |
4.7% |
41.5 |
2.5% |
72% |
False |
False |
963 |
10 |
1,760.6 |
1,553.4 |
207.2 |
12.5% |
60.3 |
3.6% |
50% |
False |
False |
781 |
20 |
1,888.2 |
1,553.4 |
334.8 |
20.2% |
53.1 |
3.2% |
31% |
False |
False |
668 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
52.6 |
3.2% |
28% |
False |
False |
549 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.4% |
42.1 |
2.5% |
28% |
False |
False |
503 |
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Fibonacci Retracements and Extensions |
4.250 |
1,734.0 |
2.618 |
1,704.6 |
1.618 |
1,686.6 |
1.000 |
1,675.5 |
0.618 |
1,668.6 |
HIGH |
1,657.5 |
0.618 |
1,650.6 |
0.500 |
1,648.5 |
0.382 |
1,646.4 |
LOW |
1,639.5 |
0.618 |
1,628.4 |
1.000 |
1,621.5 |
1.618 |
1,610.4 |
2.618 |
1,592.4 |
4.250 |
1,563.0 |
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