| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,347.0 |
5,546.5 |
199.5 |
3.7% |
5,226.0 |
| High |
5,506.5 |
5,705.0 |
198.5 |
3.6% |
5,730.0 |
| Low |
5,347.0 |
5,546.5 |
199.5 |
3.7% |
5,226.0 |
| Close |
5,504.0 |
5,680.0 |
176.0 |
3.2% |
5,504.5 |
| Range |
159.5 |
158.5 |
-1.0 |
-0.6% |
504.0 |
| ATR |
|
|
|
|
|
| Volume |
81 |
10 |
-71 |
-87.7% |
128 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,119.3 |
6,058.2 |
5,767.2 |
|
| R3 |
5,960.8 |
5,899.7 |
5,723.6 |
|
| R2 |
5,802.3 |
5,802.3 |
5,709.1 |
|
| R1 |
5,741.2 |
5,741.2 |
5,694.5 |
5,771.8 |
| PP |
5,643.8 |
5,643.8 |
5,643.8 |
5,659.1 |
| S1 |
5,582.7 |
5,582.7 |
5,665.5 |
5,613.3 |
| S2 |
5,485.3 |
5,485.3 |
5,650.9 |
|
| S3 |
5,326.8 |
5,424.2 |
5,636.4 |
|
| S4 |
5,168.3 |
5,265.7 |
5,592.8 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,998.8 |
6,755.7 |
5,781.7 |
|
| R3 |
6,494.8 |
6,251.7 |
5,643.1 |
|
| R2 |
5,990.8 |
5,990.8 |
5,596.9 |
|
| R1 |
5,747.7 |
5,747.7 |
5,550.7 |
5,869.3 |
| PP |
5,486.8 |
5,486.8 |
5,486.8 |
5,547.6 |
| S1 |
5,243.7 |
5,243.7 |
5,458.3 |
5,365.3 |
| S2 |
4,982.8 |
4,982.8 |
5,412.1 |
|
| S3 |
4,478.8 |
4,739.7 |
5,365.9 |
|
| S4 |
3,974.8 |
4,235.7 |
5,227.3 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,378.6 |
|
2.618 |
6,120.0 |
|
1.618 |
5,961.5 |
|
1.000 |
5,863.5 |
|
0.618 |
5,803.0 |
|
HIGH |
5,705.0 |
|
0.618 |
5,644.5 |
|
0.500 |
5,625.8 |
|
0.382 |
5,607.0 |
|
LOW |
5,546.5 |
|
0.618 |
5,448.5 |
|
1.000 |
5,388.0 |
|
1.618 |
5,290.0 |
|
2.618 |
5,131.5 |
|
4.250 |
4,872.9 |
|
|