| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,383.0 |
2,340.0 |
-43.0 |
-1.8% |
2,433.0 |
| High |
2,384.0 |
2,371.0 |
-13.0 |
-0.5% |
2,482.0 |
| Low |
2,315.0 |
2,321.0 |
6.0 |
0.3% |
2,341.0 |
| Close |
2,359.0 |
2,341.0 |
-18.0 |
-0.8% |
2,399.0 |
| Range |
69.0 |
50.0 |
-19.0 |
-27.5% |
141.0 |
| ATR |
110.9 |
106.5 |
-4.3 |
-3.9% |
0.0 |
| Volume |
449 |
82 |
-367 |
-81.7% |
147,111 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.3 |
2,467.7 |
2,368.5 |
|
| R3 |
2,444.3 |
2,417.7 |
2,354.8 |
|
| R2 |
2,394.3 |
2,394.3 |
2,350.2 |
|
| R1 |
2,367.7 |
2,367.7 |
2,345.6 |
2,381.0 |
| PP |
2,344.3 |
2,344.3 |
2,344.3 |
2,351.0 |
| S1 |
2,317.7 |
2,317.7 |
2,336.4 |
2,331.0 |
| S2 |
2,294.3 |
2,294.3 |
2,331.8 |
|
| S3 |
2,244.3 |
2,267.7 |
2,327.3 |
|
| S4 |
2,194.3 |
2,217.7 |
2,313.5 |
|
|
| 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 |
2,448.0 |
2,315.0 |
133.0 |
5.7% |
69.0 |
2.9% |
20% |
False |
False |
22,403 |
| 10 |
2,482.0 |
2,298.0 |
184.0 |
7.9% |
82.0 |
3.5% |
23% |
False |
False |
19,757 |
| 20 |
2,482.0 |
2,200.0 |
282.0 |
12.0% |
88.7 |
3.8% |
50% |
False |
False |
10,846 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
27.1% |
104.2 |
4.5% |
40% |
False |
False |
6,410 |
| 60 |
3,077.0 |
2,090.0 |
987.0 |
42.2% |
103.8 |
4.4% |
25% |
False |
False |
4,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.5 |
|
2.618 |
2,501.9 |
|
1.618 |
2,451.9 |
|
1.000 |
2,421.0 |
|
0.618 |
2,401.9 |
|
HIGH |
2,371.0 |
|
0.618 |
2,351.9 |
|
0.500 |
2,346.0 |
|
0.382 |
2,340.1 |
|
LOW |
2,321.0 |
|
0.618 |
2,290.1 |
|
1.000 |
2,271.0 |
|
1.618 |
2,240.1 |
|
2.618 |
2,190.1 |
|
4.250 |
2,108.5 |
|
|