| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,137.00 |
1,114.00 |
-23.00 |
-2.0% |
1,122.00 |
| High |
1,147.00 |
1,120.50 |
-26.50 |
-2.3% |
1,177.25 |
| Low |
1,112.25 |
1,074.75 |
-37.50 |
-3.4% |
1,104.50 |
| Close |
1,114.50 |
1,074.50 |
-40.00 |
-3.6% |
1,114.50 |
| Range |
34.75 |
45.75 |
11.00 |
31.7% |
72.75 |
| ATR |
29.59 |
30.74 |
1.15 |
3.9% |
0.00 |
| Volume |
1 |
6 |
5 |
500.0% |
49 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.25 |
1,196.50 |
1,099.75 |
|
| R3 |
1,181.50 |
1,150.75 |
1,087.00 |
|
| R2 |
1,135.75 |
1,135.75 |
1,083.00 |
|
| R1 |
1,105.00 |
1,105.00 |
1,078.75 |
1,097.50 |
| PP |
1,090.00 |
1,090.00 |
1,090.00 |
1,086.00 |
| S1 |
1,059.25 |
1,059.25 |
1,070.25 |
1,051.75 |
| S2 |
1,044.25 |
1,044.25 |
1,066.00 |
|
| S3 |
998.50 |
1,013.50 |
1,062.00 |
|
| S4 |
952.75 |
967.75 |
1,049.25 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.25 |
1,305.25 |
1,154.50 |
|
| R3 |
1,277.50 |
1,232.50 |
1,134.50 |
|
| R2 |
1,204.75 |
1,204.75 |
1,127.75 |
|
| R1 |
1,159.75 |
1,159.75 |
1,121.25 |
1,146.00 |
| PP |
1,132.00 |
1,132.00 |
1,132.00 |
1,125.25 |
| S1 |
1,087.00 |
1,087.00 |
1,107.75 |
1,073.00 |
| S2 |
1,059.25 |
1,059.25 |
1,101.25 |
|
| S3 |
986.50 |
1,014.25 |
1,094.50 |
|
| S4 |
913.75 |
941.50 |
1,074.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.00 |
|
2.618 |
1,240.25 |
|
1.618 |
1,194.50 |
|
1.000 |
1,166.25 |
|
0.618 |
1,148.75 |
|
HIGH |
1,120.50 |
|
0.618 |
1,103.00 |
|
0.500 |
1,097.50 |
|
0.382 |
1,092.25 |
|
LOW |
1,074.75 |
|
0.618 |
1,046.50 |
|
1.000 |
1,029.00 |
|
1.618 |
1,000.75 |
|
2.618 |
955.00 |
|
4.250 |
880.25 |
|
|