| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,422.0 |
2,512.0 |
90.0 |
3.7% |
2,360.0 |
| High |
2,522.0 |
2,519.0 |
-3.0 |
-0.1% |
2,522.0 |
| Low |
2,422.0 |
2,480.0 |
58.0 |
2.4% |
2,326.0 |
| Close |
2,481.0 |
2,498.0 |
17.0 |
0.7% |
2,481.0 |
| Range |
100.0 |
39.0 |
-61.0 |
-61.0% |
196.0 |
| ATR |
100.2 |
95.8 |
-4.4 |
-4.4% |
0.0 |
| Volume |
1,644 |
1,655 |
11 |
0.7% |
3,198 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.0 |
2,596.0 |
2,519.5 |
|
| R3 |
2,577.0 |
2,557.0 |
2,508.7 |
|
| R2 |
2,538.0 |
2,538.0 |
2,505.2 |
|
| R1 |
2,518.0 |
2,518.0 |
2,501.6 |
2,508.5 |
| PP |
2,499.0 |
2,499.0 |
2,499.0 |
2,494.3 |
| S1 |
2,479.0 |
2,479.0 |
2,494.4 |
2,469.5 |
| S2 |
2,460.0 |
2,460.0 |
2,490.9 |
|
| S3 |
2,421.0 |
2,440.0 |
2,487.3 |
|
| S4 |
2,382.0 |
2,401.0 |
2,476.6 |
|
|
| 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 |
2,321.0 |
201.0 |
8.0% |
53.2 |
2.1% |
88% |
False |
False |
987 |
| 10 |
2,522.0 |
2,315.0 |
207.0 |
8.3% |
68.7 |
2.8% |
88% |
False |
False |
13,629 |
| 20 |
2,522.0 |
2,201.0 |
321.0 |
12.9% |
83.4 |
3.3% |
93% |
False |
False |
10,889 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
25.4% |
100.5 |
4.0% |
64% |
False |
False |
6,379 |
| 60 |
2,890.0 |
2,090.0 |
800.0 |
32.0% |
102.1 |
4.1% |
51% |
False |
False |
4,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,684.8 |
|
2.618 |
2,621.1 |
|
1.618 |
2,582.1 |
|
1.000 |
2,558.0 |
|
0.618 |
2,543.1 |
|
HIGH |
2,519.0 |
|
0.618 |
2,504.1 |
|
0.500 |
2,499.5 |
|
0.382 |
2,494.9 |
|
LOW |
2,480.0 |
|
0.618 |
2,455.9 |
|
1.000 |
2,441.0 |
|
1.618 |
2,416.9 |
|
2.618 |
2,377.9 |
|
4.250 |
2,314.3 |
|
|