| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,000.5 |
2,905.5 |
-95.0 |
-3.2% |
3,280.5 |
| High |
3,037.5 |
2,992.5 |
-45.0 |
-1.5% |
3,308.5 |
| Low |
2,855.0 |
2,843.0 |
-12.0 |
-0.4% |
2,961.5 |
| Close |
2,926.0 |
2,907.0 |
-19.0 |
-0.6% |
3,021.0 |
| Range |
182.5 |
149.5 |
-33.0 |
-18.1% |
347.0 |
| ATR |
87.3 |
91.7 |
4.4 |
5.1% |
0.0 |
| Volume |
132,696 |
145,611 |
12,915 |
9.7% |
553,271 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,362.7 |
3,284.3 |
2,989.2 |
|
| R3 |
3,213.2 |
3,134.8 |
2,948.1 |
|
| R2 |
3,063.7 |
3,063.7 |
2,934.4 |
|
| R1 |
2,985.3 |
2,985.3 |
2,920.7 |
3,024.5 |
| PP |
2,914.2 |
2,914.2 |
2,914.2 |
2,933.8 |
| S1 |
2,835.8 |
2,835.8 |
2,893.3 |
2,875.0 |
| S2 |
2,764.7 |
2,764.7 |
2,879.6 |
|
| S3 |
2,615.2 |
2,686.3 |
2,865.9 |
|
| S4 |
2,465.7 |
2,536.8 |
2,824.8 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,138.0 |
3,926.5 |
3,211.9 |
|
| R3 |
3,791.0 |
3,579.5 |
3,116.4 |
|
| R2 |
3,444.0 |
3,444.0 |
3,084.6 |
|
| R1 |
3,232.5 |
3,232.5 |
3,052.8 |
3,164.8 |
| PP |
3,097.0 |
3,097.0 |
3,097.0 |
3,063.1 |
| S1 |
2,885.5 |
2,885.5 |
2,989.2 |
2,817.8 |
| S2 |
2,750.0 |
2,750.0 |
2,957.4 |
|
| S3 |
2,403.0 |
2,538.5 |
2,925.6 |
|
| S4 |
2,056.0 |
2,191.5 |
2,830.2 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,627.9 |
|
2.618 |
3,383.9 |
|
1.618 |
3,234.4 |
|
1.000 |
3,142.0 |
|
0.618 |
3,084.9 |
|
HIGH |
2,992.5 |
|
0.618 |
2,935.4 |
|
0.500 |
2,917.8 |
|
0.382 |
2,900.1 |
|
LOW |
2,843.0 |
|
0.618 |
2,750.6 |
|
1.000 |
2,693.5 |
|
1.618 |
2,601.1 |
|
2.618 |
2,451.6 |
|
4.250 |
2,207.6 |
|
|