| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,515.0 |
2,522.0 |
7.0 |
0.3% |
2,360.0 |
| High |
2,562.0 |
2,522.0 |
-40.0 |
-1.6% |
2,522.0 |
| Low |
2,499.0 |
2,463.0 |
-36.0 |
-1.4% |
2,326.0 |
| Close |
2,523.0 |
2,483.0 |
-40.0 |
-1.6% |
2,481.0 |
| Range |
63.0 |
59.0 |
-4.0 |
-6.3% |
196.0 |
| ATR |
93.6 |
91.2 |
-2.4 |
-2.6% |
0.0 |
| Volume |
1,161 |
1,121 |
-40 |
-3.4% |
3,198 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,666.3 |
2,633.7 |
2,515.5 |
|
| R3 |
2,607.3 |
2,574.7 |
2,499.2 |
|
| R2 |
2,548.3 |
2,548.3 |
2,493.8 |
|
| R1 |
2,515.7 |
2,515.7 |
2,488.4 |
2,502.5 |
| PP |
2,489.3 |
2,489.3 |
2,489.3 |
2,482.8 |
| S1 |
2,456.7 |
2,456.7 |
2,477.6 |
2,443.5 |
| S2 |
2,430.3 |
2,430.3 |
2,472.2 |
|
| S3 |
2,371.3 |
2,397.7 |
2,466.8 |
|
| S4 |
2,312.3 |
2,338.7 |
2,450.6 |
|
|
| 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 |
2,562.0 |
2,352.0 |
210.0 |
8.5% |
60.0 |
2.4% |
62% |
False |
False |
1,298 |
| 10 |
2,562.0 |
2,315.0 |
247.0 |
9.9% |
60.2 |
2.4% |
68% |
False |
False |
6,264 |
| 20 |
2,562.0 |
2,201.0 |
361.0 |
14.5% |
78.1 |
3.1% |
78% |
False |
False |
10,829 |
| 40 |
2,637.0 |
2,090.0 |
547.0 |
22.0% |
97.3 |
3.9% |
72% |
False |
False |
6,372 |
| 60 |
2,746.0 |
2,090.0 |
656.0 |
26.4% |
98.8 |
4.0% |
60% |
False |
False |
4,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.8 |
|
2.618 |
2,676.5 |
|
1.618 |
2,617.5 |
|
1.000 |
2,581.0 |
|
0.618 |
2,558.5 |
|
HIGH |
2,522.0 |
|
0.618 |
2,499.5 |
|
0.500 |
2,492.5 |
|
0.382 |
2,485.5 |
|
LOW |
2,463.0 |
|
0.618 |
2,426.5 |
|
1.000 |
2,404.0 |
|
1.618 |
2,367.5 |
|
2.618 |
2,308.5 |
|
4.250 |
2,212.3 |
|
|