| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,522.0 |
2,460.0 |
-62.0 |
-2.5% |
2,360.0 |
| High |
2,522.0 |
2,486.0 |
-36.0 |
-1.4% |
2,522.0 |
| Low |
2,463.0 |
2,431.0 |
-32.0 |
-1.3% |
2,326.0 |
| Close |
2,483.0 |
2,468.0 |
-15.0 |
-0.6% |
2,481.0 |
| Range |
59.0 |
55.0 |
-4.0 |
-6.8% |
196.0 |
| ATR |
91.2 |
88.6 |
-2.6 |
-2.8% |
0.0 |
| Volume |
1,121 |
2,106 |
985 |
87.9% |
3,198 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.7 |
2,602.3 |
2,498.3 |
|
| R3 |
2,571.7 |
2,547.3 |
2,483.1 |
|
| R2 |
2,516.7 |
2,516.7 |
2,478.1 |
|
| R1 |
2,492.3 |
2,492.3 |
2,473.0 |
2,504.5 |
| PP |
2,461.7 |
2,461.7 |
2,461.7 |
2,467.8 |
| S1 |
2,437.3 |
2,437.3 |
2,463.0 |
2,449.5 |
| S2 |
2,406.7 |
2,406.7 |
2,457.9 |
|
| S3 |
2,351.7 |
2,382.3 |
2,452.9 |
|
| S4 |
2,296.7 |
2,327.3 |
2,437.8 |
|
|
| 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 |
2,422.0 |
140.0 |
5.7% |
63.2 |
2.6% |
33% |
False |
False |
1,537 |
| 10 |
2,562.0 |
2,315.0 |
247.0 |
10.0% |
58.2 |
2.4% |
62% |
False |
False |
1,744 |
| 20 |
2,562.0 |
2,201.0 |
361.0 |
14.6% |
75.1 |
3.0% |
74% |
False |
False |
10,875 |
| 40 |
2,637.0 |
2,090.0 |
547.0 |
22.2% |
94.3 |
3.8% |
69% |
False |
False |
6,341 |
| 60 |
2,746.0 |
2,090.0 |
656.0 |
26.6% |
97.5 |
3.9% |
58% |
False |
False |
4,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,719.8 |
|
2.618 |
2,630.0 |
|
1.618 |
2,575.0 |
|
1.000 |
2,541.0 |
|
0.618 |
2,520.0 |
|
HIGH |
2,486.0 |
|
0.618 |
2,465.0 |
|
0.500 |
2,458.5 |
|
0.382 |
2,452.0 |
|
LOW |
2,431.0 |
|
0.618 |
2,397.0 |
|
1.000 |
2,376.0 |
|
1.618 |
2,342.0 |
|
2.618 |
2,287.0 |
|
4.250 |
2,197.3 |
|
|