| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,340.0 |
2,360.0 |
20.0 |
0.9% |
2,383.0 |
| High |
2,371.0 |
2,364.0 |
-7.0 |
-0.3% |
2,384.0 |
| Low |
2,321.0 |
2,326.0 |
5.0 |
0.2% |
2,315.0 |
| Close |
2,341.0 |
2,337.0 |
-4.0 |
-0.2% |
2,341.0 |
| Range |
50.0 |
38.0 |
-12.0 |
-24.0% |
69.0 |
| ATR |
106.5 |
101.6 |
-4.9 |
-4.6% |
0.0 |
| Volume |
82 |
641 |
559 |
681.7% |
531 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.3 |
2,434.7 |
2,357.9 |
|
| R3 |
2,418.3 |
2,396.7 |
2,347.5 |
|
| R2 |
2,380.3 |
2,380.3 |
2,344.0 |
|
| R1 |
2,358.7 |
2,358.7 |
2,340.5 |
2,350.5 |
| PP |
2,342.3 |
2,342.3 |
2,342.3 |
2,338.3 |
| S1 |
2,320.7 |
2,320.7 |
2,333.5 |
2,312.5 |
| S2 |
2,304.3 |
2,304.3 |
2,330.0 |
|
| S3 |
2,266.3 |
2,282.7 |
2,326.6 |
|
| S4 |
2,228.3 |
2,244.7 |
2,316.1 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.7 |
2,516.3 |
2,379.0 |
|
| R3 |
2,484.7 |
2,447.3 |
2,360.0 |
|
| R2 |
2,415.7 |
2,415.7 |
2,353.7 |
|
| R1 |
2,378.3 |
2,378.3 |
2,347.3 |
2,362.5 |
| PP |
2,346.7 |
2,346.7 |
2,346.7 |
2,338.8 |
| S1 |
2,309.3 |
2,309.3 |
2,334.7 |
2,293.5 |
| S2 |
2,277.7 |
2,277.7 |
2,328.4 |
|
| S3 |
2,208.7 |
2,240.3 |
2,322.0 |
|
| S4 |
2,139.7 |
2,171.3 |
2,303.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,428.0 |
2,315.0 |
113.0 |
4.8% |
60.4 |
2.6% |
19% |
False |
False |
11,231 |
| 10 |
2,482.0 |
2,298.0 |
184.0 |
7.9% |
80.5 |
3.4% |
21% |
False |
False |
18,740 |
| 20 |
2,482.0 |
2,200.0 |
282.0 |
12.1% |
84.8 |
3.6% |
49% |
False |
False |
10,744 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
27.2% |
102.2 |
4.4% |
39% |
False |
False |
6,365 |
| 60 |
3,077.0 |
2,090.0 |
987.0 |
42.2% |
104.0 |
4.5% |
25% |
False |
False |
4,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.5 |
|
2.618 |
2,463.5 |
|
1.618 |
2,425.5 |
|
1.000 |
2,402.0 |
|
0.618 |
2,387.5 |
|
HIGH |
2,364.0 |
|
0.618 |
2,349.5 |
|
0.500 |
2,345.0 |
|
0.382 |
2,340.5 |
|
LOW |
2,326.0 |
|
0.618 |
2,302.5 |
|
1.000 |
2,288.0 |
|
1.618 |
2,264.5 |
|
2.618 |
2,226.5 |
|
4.250 |
2,164.5 |
|
|