| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,128.02 |
2,064.01 |
-64.01 |
-3.0% |
2,216.66 |
| High |
2,153.95 |
2,131.31 |
-22.64 |
-1.1% |
2,290.71 |
| Low |
2,084.30 |
2,042.90 |
-41.40 |
-2.0% |
2,139.17 |
| Close |
2,085.04 |
2,129.21 |
44.17 |
2.1% |
2,139.18 |
| Range |
69.65 |
88.41 |
18.76 |
26.9% |
151.54 |
| ATR |
61.89 |
63.78 |
1.89 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,366.37 |
2,336.20 |
2,177.84 |
|
| R3 |
2,277.96 |
2,247.79 |
2,153.52 |
|
| R2 |
2,189.55 |
2,189.55 |
2,145.42 |
|
| R1 |
2,159.38 |
2,159.38 |
2,137.31 |
2,174.47 |
| PP |
2,101.14 |
2,101.14 |
2,101.14 |
2,108.68 |
| S1 |
2,070.97 |
2,070.97 |
2,121.11 |
2,086.06 |
| S2 |
2,012.73 |
2,012.73 |
2,113.00 |
|
| S3 |
1,924.32 |
1,982.56 |
2,104.90 |
|
| S4 |
1,835.91 |
1,894.15 |
2,080.58 |
|
|
| 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 |
2,281.09 |
2,042.90 |
238.19 |
11.2% |
73.12 |
3.4% |
36% |
False |
True |
|
| 10 |
2,321.22 |
2,042.90 |
278.32 |
13.1% |
66.46 |
3.1% |
31% |
False |
True |
|
| 20 |
2,337.70 |
2,042.90 |
294.80 |
13.8% |
55.39 |
2.6% |
29% |
False |
True |
|
| 40 |
2,337.70 |
2,034.92 |
302.78 |
14.2% |
57.12 |
2.7% |
31% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
53.56 |
2.5% |
23% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
47.95 |
2.3% |
23% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
43.45 |
2.0% |
23% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
19.0% |
40.22 |
1.9% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.05 |
|
2.618 |
2,362.77 |
|
1.618 |
2,274.36 |
|
1.000 |
2,219.72 |
|
0.618 |
2,185.95 |
|
HIGH |
2,131.31 |
|
0.618 |
2,097.54 |
|
0.500 |
2,087.11 |
|
0.382 |
2,076.67 |
|
LOW |
2,042.90 |
|
0.618 |
1,988.26 |
|
1.000 |
1,954.49 |
|
1.618 |
1,899.85 |
|
2.618 |
1,811.44 |
|
4.250 |
1,667.16 |
|
|