| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,856.0 |
5,901.0 |
45.0 |
0.8% |
5,345.5 |
| High |
5,923.0 |
6,048.5 |
125.5 |
2.1% |
5,766.0 |
| Low |
5,829.0 |
5,861.0 |
32.0 |
0.5% |
5,187.5 |
| Close |
5,896.5 |
6,030.0 |
133.5 |
2.3% |
5,716.0 |
| Range |
94.0 |
187.5 |
93.5 |
99.5% |
578.5 |
| ATR |
172.7 |
173.7 |
1.1 |
0.6% |
0.0 |
| Volume |
126 |
233 |
107 |
84.9% |
360 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,542.3 |
6,473.7 |
6,133.1 |
|
| R3 |
6,354.8 |
6,286.2 |
6,081.6 |
|
| R2 |
6,167.3 |
6,167.3 |
6,064.4 |
|
| R1 |
6,098.7 |
6,098.7 |
6,047.2 |
6,133.0 |
| PP |
5,979.8 |
5,979.8 |
5,979.8 |
5,997.0 |
| S1 |
5,911.2 |
5,911.2 |
6,012.8 |
5,945.5 |
| S2 |
5,792.3 |
5,792.3 |
5,995.6 |
|
| S3 |
5,604.8 |
5,723.7 |
5,978.4 |
|
| S4 |
5,417.3 |
5,536.2 |
5,926.9 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,292.0 |
7,082.5 |
6,034.2 |
|
| R3 |
6,713.5 |
6,504.0 |
5,875.1 |
|
| R2 |
6,135.0 |
6,135.0 |
5,822.1 |
|
| R1 |
5,925.5 |
5,925.5 |
5,769.0 |
6,030.3 |
| PP |
5,556.5 |
5,556.5 |
5,556.5 |
5,608.9 |
| S1 |
5,347.0 |
5,347.0 |
5,663.0 |
5,451.8 |
| S2 |
4,978.0 |
4,978.0 |
5,609.9 |
|
| S3 |
4,399.5 |
4,768.5 |
5,556.9 |
|
| S4 |
3,821.0 |
4,190.0 |
5,397.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,845.4 |
|
2.618 |
6,539.4 |
|
1.618 |
6,351.9 |
|
1.000 |
6,236.0 |
|
0.618 |
6,164.4 |
|
HIGH |
6,048.5 |
|
0.618 |
5,976.9 |
|
0.500 |
5,954.8 |
|
0.382 |
5,932.6 |
|
LOW |
5,861.0 |
|
0.618 |
5,745.1 |
|
1.000 |
5,673.5 |
|
1.618 |
5,557.6 |
|
2.618 |
5,370.1 |
|
4.250 |
5,064.1 |
|
|