| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,167.24 |
2,128.02 |
-39.22 |
-1.8% |
2,216.66 |
| High |
2,185.61 |
2,153.95 |
-31.66 |
-1.4% |
2,290.71 |
| Low |
2,139.17 |
2,084.30 |
-54.87 |
-2.6% |
2,139.17 |
| Close |
2,139.18 |
2,085.04 |
-54.14 |
-2.5% |
2,139.18 |
| Range |
46.44 |
69.65 |
23.21 |
50.0% |
151.54 |
| ATR |
61.29 |
61.89 |
0.60 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,316.71 |
2,270.53 |
2,123.35 |
|
| R3 |
2,247.06 |
2,200.88 |
2,104.19 |
|
| R2 |
2,177.41 |
2,177.41 |
2,097.81 |
|
| R1 |
2,131.23 |
2,131.23 |
2,091.42 |
2,119.50 |
| PP |
2,107.76 |
2,107.76 |
2,107.76 |
2,101.90 |
| S1 |
2,061.58 |
2,061.58 |
2,078.66 |
2,049.85 |
| S2 |
2,038.11 |
2,038.11 |
2,072.27 |
|
| S3 |
1,968.46 |
1,991.93 |
2,065.89 |
|
| S4 |
1,898.81 |
1,922.28 |
2,046.73 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.31 |
2,543.28 |
2,222.53 |
|
| R3 |
2,492.77 |
2,391.74 |
2,180.85 |
|
| R2 |
2,341.23 |
2,341.23 |
2,166.96 |
|
| R1 |
2,240.20 |
2,240.20 |
2,153.07 |
2,214.95 |
| PP |
2,189.69 |
2,189.69 |
2,189.69 |
2,177.06 |
| S1 |
2,088.66 |
2,088.66 |
2,125.29 |
2,063.41 |
| S2 |
2,038.15 |
2,038.15 |
2,111.40 |
|
| S3 |
1,886.61 |
1,937.12 |
2,097.51 |
|
| S4 |
1,735.07 |
1,785.58 |
2,055.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.71 |
2,084.30 |
206.41 |
9.9% |
65.23 |
3.1% |
0% |
False |
True |
|
| 10 |
2,337.70 |
2,084.30 |
253.40 |
12.2% |
62.08 |
3.0% |
0% |
False |
True |
|
| 20 |
2,337.70 |
2,084.30 |
253.40 |
12.2% |
53.90 |
2.6% |
0% |
False |
True |
|
| 40 |
2,337.70 |
2,034.92 |
302.78 |
14.5% |
57.47 |
2.8% |
17% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
19.4% |
52.72 |
2.5% |
12% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
19.4% |
47.22 |
2.3% |
12% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
19.4% |
42.94 |
2.1% |
12% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
19.4% |
39.68 |
1.9% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.96 |
|
2.618 |
2,336.29 |
|
1.618 |
2,266.64 |
|
1.000 |
2,223.60 |
|
0.618 |
2,196.99 |
|
HIGH |
2,153.95 |
|
0.618 |
2,127.34 |
|
0.500 |
2,119.13 |
|
0.382 |
2,110.91 |
|
LOW |
2,084.30 |
|
0.618 |
2,041.26 |
|
1.000 |
2,014.65 |
|
1.618 |
1,971.61 |
|
2.618 |
1,901.96 |
|
4.250 |
1,788.29 |
|
|