| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,633.7 |
1,648.5 |
14.8 |
0.9% |
1,657.8 |
| High |
1,646.6 |
1,660.5 |
13.9 |
0.8% |
1,683.1 |
| Low |
1,613.7 |
1,640.4 |
26.7 |
1.7% |
1,544.1 |
| Close |
1,646.6 |
1,658.3 |
11.7 |
0.7% |
1,627.2 |
| Range |
32.9 |
20.1 |
-12.8 |
-38.9% |
139.0 |
| ATR |
55.5 |
52.9 |
-2.5 |
-4.6% |
0.0 |
| Volume |
390 |
143 |
-247 |
-63.3% |
2,570 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.4 |
1,705.9 |
1,669.4 |
|
| R3 |
1,693.3 |
1,685.8 |
1,663.8 |
|
| R2 |
1,673.2 |
1,673.2 |
1,662.0 |
|
| R1 |
1,665.7 |
1,665.7 |
1,660.1 |
1,669.5 |
| PP |
1,653.1 |
1,653.1 |
1,653.1 |
1,654.9 |
| S1 |
1,645.6 |
1,645.6 |
1,656.5 |
1,649.4 |
| S2 |
1,633.0 |
1,633.0 |
1,654.6 |
|
| S3 |
1,612.9 |
1,625.5 |
1,652.8 |
|
| S4 |
1,592.8 |
1,605.4 |
1,647.2 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.1 |
1,970.2 |
1,703.7 |
|
| R3 |
1,896.1 |
1,831.2 |
1,665.4 |
|
| R2 |
1,757.1 |
1,757.1 |
1,652.7 |
|
| R1 |
1,692.2 |
1,692.2 |
1,639.9 |
1,655.2 |
| PP |
1,618.1 |
1,618.1 |
1,618.1 |
1,599.6 |
| S1 |
1,553.2 |
1,553.2 |
1,614.5 |
1,516.2 |
| S2 |
1,479.1 |
1,479.1 |
1,601.7 |
|
| S3 |
1,340.1 |
1,414.2 |
1,589.0 |
|
| S4 |
1,201.1 |
1,275.2 |
1,550.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,745.9 |
|
2.618 |
1,713.1 |
|
1.618 |
1,693.0 |
|
1.000 |
1,680.6 |
|
0.618 |
1,672.9 |
|
HIGH |
1,660.5 |
|
0.618 |
1,652.8 |
|
0.500 |
1,650.5 |
|
0.382 |
1,648.1 |
|
LOW |
1,640.4 |
|
0.618 |
1,628.0 |
|
1.000 |
1,620.3 |
|
1.618 |
1,607.9 |
|
2.618 |
1,587.8 |
|
4.250 |
1,555.0 |
|
|