| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
10,685 |
10,418 |
-267 |
-2.5% |
10,690 |
| High |
10,803 |
10,651 |
-152 |
-1.4% |
11,187 |
| Low |
10,465 |
10,288 |
-177 |
-1.7% |
10,478 |
| Close |
10,452 |
10,606 |
154 |
1.5% |
10,762 |
| Range |
338 |
363 |
25 |
7.4% |
709 |
| ATR |
268 |
275 |
7 |
2.5% |
0 |
| Volume |
28 |
10 |
-18 |
-64.3% |
307 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,604 |
11,468 |
10,806 |
|
| R3 |
11,241 |
11,105 |
10,706 |
|
| R2 |
10,878 |
10,878 |
10,673 |
|
| R1 |
10,742 |
10,742 |
10,639 |
10,810 |
| PP |
10,515 |
10,515 |
10,515 |
10,549 |
| S1 |
10,379 |
10,379 |
10,573 |
10,447 |
| S2 |
10,152 |
10,152 |
10,540 |
|
| S3 |
9,789 |
10,016 |
10,506 |
|
| S4 |
9,426 |
9,653 |
10,406 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,936 |
12,558 |
11,152 |
|
| R3 |
12,227 |
11,849 |
10,957 |
|
| R2 |
11,518 |
11,518 |
10,892 |
|
| R1 |
11,140 |
11,140 |
10,827 |
11,329 |
| PP |
10,809 |
10,809 |
10,809 |
10,904 |
| S1 |
10,431 |
10,431 |
10,697 |
10,620 |
| S2 |
10,100 |
10,100 |
10,632 |
|
| S3 |
9,391 |
9,722 |
10,567 |
|
| S4 |
8,682 |
9,013 |
10,372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,137 |
10,288 |
849 |
8.0% |
315 |
3.0% |
37% |
False |
True |
51 |
| 10 |
11,319 |
10,288 |
1,031 |
9.7% |
349 |
3.3% |
31% |
False |
True |
44 |
| 20 |
11,391 |
10,288 |
1,103 |
10.4% |
269 |
2.5% |
29% |
False |
True |
34 |
| 40 |
11,462 |
10,288 |
1,174 |
11.1% |
135 |
1.3% |
27% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,194 |
|
2.618 |
11,601 |
|
1.618 |
11,238 |
|
1.000 |
11,014 |
|
0.618 |
10,875 |
|
HIGH |
10,651 |
|
0.618 |
10,512 |
|
0.500 |
10,470 |
|
0.382 |
10,427 |
|
LOW |
10,288 |
|
0.618 |
10,064 |
|
1.000 |
9,925 |
|
1.618 |
9,701 |
|
2.618 |
9,338 |
|
4.250 |
8,745 |
|
|