| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,373.0 |
2,383.0 |
10.0 |
0.4% |
2,433.0 |
| High |
2,428.0 |
2,384.0 |
-44.0 |
-1.8% |
2,482.0 |
| Low |
2,358.0 |
2,315.0 |
-43.0 |
-1.8% |
2,341.0 |
| Close |
2,399.0 |
2,359.0 |
-40.0 |
-1.7% |
2,399.0 |
| Range |
70.0 |
69.0 |
-1.0 |
-1.4% |
141.0 |
| ATR |
113.0 |
110.9 |
-2.1 |
-1.8% |
0.0 |
| Volume |
7,676 |
449 |
-7,227 |
-94.2% |
147,111 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.7 |
2,528.3 |
2,397.0 |
|
| R3 |
2,490.7 |
2,459.3 |
2,378.0 |
|
| R2 |
2,421.7 |
2,421.7 |
2,371.7 |
|
| R1 |
2,390.3 |
2,390.3 |
2,365.3 |
2,371.5 |
| PP |
2,352.7 |
2,352.7 |
2,352.7 |
2,343.3 |
| S1 |
2,321.3 |
2,321.3 |
2,352.7 |
2,302.5 |
| S2 |
2,283.7 |
2,283.7 |
2,346.4 |
|
| S3 |
2,214.7 |
2,252.3 |
2,340.0 |
|
| S4 |
2,145.7 |
2,183.3 |
2,321.1 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.3 |
2,755.7 |
2,476.6 |
|
| R3 |
2,689.3 |
2,614.7 |
2,437.8 |
|
| R2 |
2,548.3 |
2,548.3 |
2,424.9 |
|
| R1 |
2,473.7 |
2,473.7 |
2,411.9 |
2,440.5 |
| PP |
2,407.3 |
2,407.3 |
2,407.3 |
2,390.8 |
| S1 |
2,332.7 |
2,332.7 |
2,386.1 |
2,299.5 |
| S2 |
2,266.3 |
2,266.3 |
2,373.2 |
|
| S3 |
2,125.3 |
2,191.7 |
2,360.2 |
|
| S4 |
1,984.3 |
2,050.7 |
2,321.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,482.0 |
2,315.0 |
167.0 |
7.1% |
84.2 |
3.6% |
26% |
False |
True |
26,271 |
| 10 |
2,482.0 |
2,298.0 |
184.0 |
7.8% |
88.2 |
3.7% |
33% |
False |
False |
20,055 |
| 20 |
2,482.0 |
2,200.0 |
282.0 |
12.0% |
91.0 |
3.9% |
56% |
False |
False |
10,950 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.9% |
104.1 |
4.4% |
42% |
False |
False |
6,419 |
| 60 |
3,077.0 |
2,090.0 |
987.0 |
41.8% |
104.5 |
4.4% |
27% |
False |
False |
4,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.3 |
|
2.618 |
2,564.6 |
|
1.618 |
2,495.6 |
|
1.000 |
2,453.0 |
|
0.618 |
2,426.6 |
|
HIGH |
2,384.0 |
|
0.618 |
2,357.6 |
|
0.500 |
2,349.5 |
|
0.382 |
2,341.4 |
|
LOW |
2,315.0 |
|
0.618 |
2,272.4 |
|
1.000 |
2,246.0 |
|
1.618 |
2,203.4 |
|
2.618 |
2,134.4 |
|
4.250 |
2,021.8 |
|
|