| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,364.0 |
2,422.0 |
58.0 |
2.5% |
2,360.0 |
| High |
2,391.0 |
2,522.0 |
131.0 |
5.5% |
2,522.0 |
| Low |
2,352.0 |
2,422.0 |
70.0 |
3.0% |
2,326.0 |
| Close |
2,396.0 |
2,481.0 |
85.0 |
3.5% |
2,481.0 |
| Range |
39.0 |
100.0 |
61.0 |
156.4% |
196.0 |
| ATR |
98.2 |
100.2 |
2.0 |
2.0% |
0.0 |
| Volume |
913 |
1,644 |
731 |
80.1% |
3,198 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.0 |
2,728.0 |
2,536.0 |
|
| R3 |
2,675.0 |
2,628.0 |
2,508.5 |
|
| R2 |
2,575.0 |
2,575.0 |
2,499.3 |
|
| R1 |
2,528.0 |
2,528.0 |
2,490.2 |
2,551.5 |
| PP |
2,475.0 |
2,475.0 |
2,475.0 |
2,486.8 |
| S1 |
2,428.0 |
2,428.0 |
2,471.8 |
2,451.5 |
| S2 |
2,375.0 |
2,375.0 |
2,462.7 |
|
| S3 |
2,275.0 |
2,328.0 |
2,453.5 |
|
| S4 |
2,175.0 |
2,228.0 |
2,426.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.0 |
2,952.0 |
2,588.8 |
|
| R3 |
2,835.0 |
2,756.0 |
2,534.9 |
|
| R2 |
2,639.0 |
2,639.0 |
2,516.9 |
|
| R1 |
2,560.0 |
2,560.0 |
2,499.0 |
2,599.5 |
| PP |
2,443.0 |
2,443.0 |
2,443.0 |
2,462.8 |
| S1 |
2,364.0 |
2,364.0 |
2,463.0 |
2,403.5 |
| S2 |
2,247.0 |
2,247.0 |
2,445.1 |
|
| S3 |
2,051.0 |
2,168.0 |
2,427.1 |
|
| S4 |
1,855.0 |
1,972.0 |
2,373.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.0 |
2,315.0 |
207.0 |
8.3% |
59.2 |
2.4% |
80% |
True |
False |
745 |
| 10 |
2,522.0 |
2,315.0 |
207.0 |
8.3% |
74.0 |
3.0% |
80% |
True |
False |
15,084 |
| 20 |
2,522.0 |
2,200.0 |
322.0 |
13.0% |
88.2 |
3.6% |
87% |
True |
False |
10,839 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
25.6% |
100.7 |
4.1% |
62% |
False |
False |
6,341 |
| 60 |
2,936.0 |
2,090.0 |
846.0 |
34.1% |
104.1 |
4.2% |
46% |
False |
False |
4,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.0 |
|
2.618 |
2,783.8 |
|
1.618 |
2,683.8 |
|
1.000 |
2,622.0 |
|
0.618 |
2,583.8 |
|
HIGH |
2,522.0 |
|
0.618 |
2,483.8 |
|
0.500 |
2,472.0 |
|
0.382 |
2,460.2 |
|
LOW |
2,422.0 |
|
0.618 |
2,360.2 |
|
1.000 |
2,322.0 |
|
1.618 |
2,260.2 |
|
2.618 |
2,160.2 |
|
4.250 |
1,997.0 |
|
|