| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,272.64 |
2,316.76 |
44.12 |
1.9% |
2,128.02 |
| High |
2,300.70 |
2,331.91 |
31.21 |
1.4% |
2,227.38 |
| Low |
2,269.54 |
2,305.31 |
35.77 |
1.6% |
2,042.90 |
| Close |
2,294.92 |
2,307.18 |
12.26 |
0.5% |
2,202.76 |
| Range |
31.16 |
26.60 |
-4.56 |
-14.6% |
184.48 |
| ATR |
60.67 |
58.98 |
-1.69 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.60 |
2,377.49 |
2,321.81 |
|
| R3 |
2,368.00 |
2,350.89 |
2,314.50 |
|
| R2 |
2,341.40 |
2,341.40 |
2,312.06 |
|
| R1 |
2,324.29 |
2,324.29 |
2,309.62 |
2,319.55 |
| PP |
2,314.80 |
2,314.80 |
2,314.80 |
2,312.43 |
| S1 |
2,297.69 |
2,297.69 |
2,304.74 |
2,292.95 |
| S2 |
2,288.20 |
2,288.20 |
2,302.30 |
|
| S3 |
2,261.60 |
2,271.09 |
2,299.87 |
|
| S4 |
2,235.00 |
2,244.49 |
2,292.55 |
|
|
| 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 |
2,331.91 |
2,169.57 |
162.34 |
7.0% |
36.97 |
1.6% |
85% |
True |
False |
|
| 10 |
2,331.91 |
2,042.90 |
289.01 |
12.5% |
56.91 |
2.5% |
91% |
True |
False |
|
| 20 |
2,337.70 |
2,042.90 |
294.80 |
12.8% |
54.76 |
2.4% |
90% |
False |
False |
|
| 40 |
2,337.70 |
2,035.30 |
302.40 |
13.1% |
53.39 |
2.3% |
90% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
54.76 |
2.4% |
67% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
49.14 |
2.1% |
67% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
44.49 |
1.9% |
67% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
17.5% |
41.33 |
1.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.96 |
|
2.618 |
2,401.55 |
|
1.618 |
2,374.95 |
|
1.000 |
2,358.51 |
|
0.618 |
2,348.35 |
|
HIGH |
2,331.91 |
|
0.618 |
2,321.75 |
|
0.500 |
2,318.61 |
|
0.382 |
2,315.47 |
|
LOW |
2,305.31 |
|
0.618 |
2,288.87 |
|
1.000 |
2,278.71 |
|
1.618 |
2,262.27 |
|
2.618 |
2,235.67 |
|
4.250 |
2,192.26 |
|
|