| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,647.0 |
1,655.6 |
8.6 |
0.5% |
1,633.5 |
| High |
1,657.5 |
1,669.7 |
12.2 |
0.7% |
1,678.0 |
| Low |
1,639.5 |
1,631.1 |
-8.4 |
-0.5% |
1,600.9 |
| Close |
1,656.7 |
1,639.3 |
-17.4 |
-1.1% |
1,639.3 |
| Range |
18.0 |
38.6 |
20.6 |
114.4% |
77.1 |
| ATR |
54.0 |
52.9 |
-1.1 |
-2.0% |
0.0 |
| Volume |
1,025 |
598 |
-427 |
-41.7% |
4,776 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.5 |
1,739.5 |
1,660.5 |
|
| R3 |
1,723.9 |
1,700.9 |
1,649.9 |
|
| R2 |
1,685.3 |
1,685.3 |
1,646.4 |
|
| R1 |
1,662.3 |
1,662.3 |
1,642.8 |
1,654.5 |
| PP |
1,646.7 |
1,646.7 |
1,646.7 |
1,642.8 |
| S1 |
1,623.7 |
1,623.7 |
1,635.8 |
1,615.9 |
| S2 |
1,608.1 |
1,608.1 |
1,632.2 |
|
| S3 |
1,569.5 |
1,585.1 |
1,628.7 |
|
| S4 |
1,530.9 |
1,546.5 |
1,618.1 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.7 |
1,832.1 |
1,681.7 |
|
| R3 |
1,793.6 |
1,755.0 |
1,660.5 |
|
| R2 |
1,716.5 |
1,716.5 |
1,653.4 |
|
| R1 |
1,677.9 |
1,677.9 |
1,646.4 |
1,697.2 |
| PP |
1,639.4 |
1,639.4 |
1,639.4 |
1,649.1 |
| S1 |
1,600.8 |
1,600.8 |
1,632.2 |
1,620.1 |
| S2 |
1,562.3 |
1,562.3 |
1,625.2 |
|
| S3 |
1,485.2 |
1,523.7 |
1,618.1 |
|
| S4 |
1,408.1 |
1,446.6 |
1,596.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,678.0 |
1,600.9 |
77.1 |
4.7% |
42.7 |
2.6% |
50% |
False |
False |
955 |
| 10 |
1,678.0 |
1,553.4 |
124.6 |
7.6% |
51.7 |
3.2% |
69% |
False |
False |
720 |
| 20 |
1,864.9 |
1,553.4 |
311.5 |
19.0% |
52.6 |
3.2% |
28% |
False |
False |
675 |
| 40 |
1,925.0 |
1,553.4 |
371.6 |
22.7% |
51.5 |
3.1% |
23% |
False |
False |
561 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
22.7% |
42.6 |
2.6% |
23% |
False |
False |
506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,833.8 |
|
2.618 |
1,770.8 |
|
1.618 |
1,732.2 |
|
1.000 |
1,708.3 |
|
0.618 |
1,693.6 |
|
HIGH |
1,669.7 |
|
0.618 |
1,655.0 |
|
0.500 |
1,650.4 |
|
0.382 |
1,645.8 |
|
LOW |
1,631.1 |
|
0.618 |
1,607.2 |
|
1.000 |
1,592.5 |
|
1.618 |
1,568.6 |
|
2.618 |
1,530.0 |
|
4.250 |
1,467.1 |
|
|