| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,181.58 |
2,217.51 |
35.93 |
1.6% |
2,128.02 |
| High |
2,218.30 |
2,227.38 |
9.08 |
0.4% |
2,227.38 |
| Low |
2,169.57 |
2,190.26 |
20.69 |
1.0% |
2,042.90 |
| Close |
2,217.99 |
2,202.76 |
-15.23 |
-0.7% |
2,202.76 |
| Range |
48.73 |
37.12 |
-11.61 |
-23.8% |
184.48 |
| ATR |
63.85 |
61.94 |
-1.91 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.16 |
2,297.58 |
2,223.18 |
|
| R3 |
2,281.04 |
2,260.46 |
2,212.97 |
|
| R2 |
2,243.92 |
2,243.92 |
2,209.57 |
|
| R1 |
2,223.34 |
2,223.34 |
2,206.16 |
2,215.07 |
| PP |
2,206.80 |
2,206.80 |
2,206.80 |
2,202.67 |
| S1 |
2,186.22 |
2,186.22 |
2,199.36 |
2,177.95 |
| S2 |
2,169.68 |
2,169.68 |
2,195.95 |
|
| S3 |
2,132.56 |
2,149.10 |
2,192.55 |
|
| S4 |
2,095.44 |
2,111.98 |
2,182.34 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.12 |
2,641.42 |
2,304.22 |
|
| R3 |
2,526.64 |
2,456.94 |
2,253.49 |
|
| R2 |
2,342.16 |
2,342.16 |
2,236.58 |
|
| R1 |
2,272.46 |
2,272.46 |
2,219.67 |
2,307.31 |
| PP |
2,157.68 |
2,157.68 |
2,157.68 |
2,175.11 |
| S1 |
2,087.98 |
2,087.98 |
2,185.85 |
2,122.83 |
| S2 |
1,973.20 |
1,973.20 |
2,168.94 |
|
| S3 |
1,788.72 |
1,903.50 |
2,152.03 |
|
| S4 |
1,604.24 |
1,719.02 |
2,101.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,227.38 |
2,042.90 |
184.48 |
8.4% |
64.97 |
2.9% |
87% |
True |
False |
|
| 10 |
2,290.71 |
2,042.90 |
247.81 |
11.2% |
64.83 |
2.9% |
65% |
False |
False |
|
| 20 |
2,337.70 |
2,042.90 |
294.80 |
13.4% |
57.59 |
2.6% |
54% |
False |
False |
|
| 40 |
2,337.70 |
2,035.30 |
302.40 |
13.7% |
53.92 |
2.4% |
55% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
54.54 |
2.5% |
42% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
49.10 |
2.2% |
42% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
44.18 |
2.0% |
42% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
40.90 |
1.9% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.14 |
|
2.618 |
2,324.56 |
|
1.618 |
2,287.44 |
|
1.000 |
2,264.50 |
|
0.618 |
2,250.32 |
|
HIGH |
2,227.38 |
|
0.618 |
2,213.20 |
|
0.500 |
2,208.82 |
|
0.382 |
2,204.44 |
|
LOW |
2,190.26 |
|
0.618 |
2,167.32 |
|
1.000 |
2,153.14 |
|
1.618 |
2,130.20 |
|
2.618 |
2,093.08 |
|
4.250 |
2,032.50 |
|
|