| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,121.03 |
2,181.58 |
60.55 |
2.9% |
2,216.66 |
| High |
2,187.56 |
2,218.30 |
30.74 |
1.4% |
2,290.71 |
| Low |
2,106.62 |
2,169.57 |
62.95 |
3.0% |
2,139.17 |
| Close |
2,182.77 |
2,217.99 |
35.22 |
1.6% |
2,139.18 |
| Range |
80.94 |
48.73 |
-32.21 |
-39.8% |
151.54 |
| ATR |
65.01 |
63.85 |
-1.16 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,348.14 |
2,331.80 |
2,244.79 |
|
| R3 |
2,299.41 |
2,283.07 |
2,231.39 |
|
| R2 |
2,250.68 |
2,250.68 |
2,226.92 |
|
| R1 |
2,234.34 |
2,234.34 |
2,222.46 |
2,242.51 |
| PP |
2,201.95 |
2,201.95 |
2,201.95 |
2,206.04 |
| S1 |
2,185.61 |
2,185.61 |
2,213.52 |
2,193.78 |
| S2 |
2,153.22 |
2,153.22 |
2,209.06 |
|
| S3 |
2,104.49 |
2,136.88 |
2,204.59 |
|
| S4 |
2,055.76 |
2,088.15 |
2,191.19 |
|
|
| 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 |
2,218.30 |
2,042.90 |
175.40 |
7.9% |
66.83 |
3.0% |
100% |
True |
False |
|
| 10 |
2,290.71 |
2,042.90 |
247.81 |
11.2% |
66.23 |
3.0% |
71% |
False |
False |
|
| 20 |
2,337.70 |
2,042.90 |
294.80 |
13.3% |
58.49 |
2.6% |
59% |
False |
False |
|
| 40 |
2,337.70 |
2,035.30 |
302.40 |
13.6% |
55.39 |
2.5% |
60% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
54.80 |
2.5% |
45% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
49.12 |
2.2% |
45% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
44.05 |
2.0% |
45% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.2% |
40.91 |
1.8% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.40 |
|
2.618 |
2,345.88 |
|
1.618 |
2,297.15 |
|
1.000 |
2,267.03 |
|
0.618 |
2,248.42 |
|
HIGH |
2,218.30 |
|
0.618 |
2,199.69 |
|
0.500 |
2,193.94 |
|
0.382 |
2,188.18 |
|
LOW |
2,169.57 |
|
0.618 |
2,139.45 |
|
1.000 |
2,120.84 |
|
1.618 |
2,090.72 |
|
2.618 |
2,041.99 |
|
4.250 |
1,962.47 |
|
|