| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,460.0 |
2,472.0 |
12.0 |
0.5% |
2,512.0 |
| High |
2,486.0 |
2,493.0 |
7.0 |
0.3% |
2,562.0 |
| Low |
2,431.0 |
2,412.0 |
-19.0 |
-0.8% |
2,412.0 |
| Close |
2,468.0 |
2,442.0 |
-26.0 |
-1.1% |
2,442.0 |
| Range |
55.0 |
81.0 |
26.0 |
47.3% |
150.0 |
| ATR |
88.6 |
88.0 |
-0.5 |
-0.6% |
0.0 |
| Volume |
2,106 |
288 |
-1,818 |
-86.3% |
6,331 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.0 |
2,648.0 |
2,486.6 |
|
| R3 |
2,611.0 |
2,567.0 |
2,464.3 |
|
| R2 |
2,530.0 |
2,530.0 |
2,456.9 |
|
| R1 |
2,486.0 |
2,486.0 |
2,449.4 |
2,467.5 |
| PP |
2,449.0 |
2,449.0 |
2,449.0 |
2,439.8 |
| S1 |
2,405.0 |
2,405.0 |
2,434.6 |
2,386.5 |
| S2 |
2,368.0 |
2,368.0 |
2,427.2 |
|
| S3 |
2,287.0 |
2,324.0 |
2,419.7 |
|
| S4 |
2,206.0 |
2,243.0 |
2,397.5 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.0 |
2,832.0 |
2,524.5 |
|
| R3 |
2,772.0 |
2,682.0 |
2,483.3 |
|
| R2 |
2,622.0 |
2,622.0 |
2,469.5 |
|
| R1 |
2,532.0 |
2,532.0 |
2,455.8 |
2,502.0 |
| PP |
2,472.0 |
2,472.0 |
2,472.0 |
2,457.0 |
| S1 |
2,382.0 |
2,382.0 |
2,428.3 |
2,352.0 |
| S2 |
2,322.0 |
2,322.0 |
2,414.5 |
|
| S3 |
2,172.0 |
2,232.0 |
2,400.8 |
|
| S4 |
2,022.0 |
2,082.0 |
2,359.5 |
|
|
| 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 |
2,412.0 |
150.0 |
6.1% |
59.4 |
2.4% |
20% |
False |
True |
1,266 |
| 10 |
2,562.0 |
2,315.0 |
247.0 |
10.1% |
59.3 |
2.4% |
51% |
False |
False |
1,006 |
| 20 |
2,562.0 |
2,298.0 |
264.0 |
10.8% |
74.1 |
3.0% |
55% |
False |
False |
10,783 |
| 40 |
2,637.0 |
2,090.0 |
547.0 |
22.4% |
93.9 |
3.8% |
64% |
False |
False |
6,330 |
| 60 |
2,746.0 |
2,090.0 |
656.0 |
26.9% |
97.7 |
4.0% |
54% |
False |
False |
4,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.3 |
|
2.618 |
2,705.1 |
|
1.618 |
2,624.1 |
|
1.000 |
2,574.0 |
|
0.618 |
2,543.1 |
|
HIGH |
2,493.0 |
|
0.618 |
2,462.1 |
|
0.500 |
2,452.5 |
|
0.382 |
2,442.9 |
|
LOW |
2,412.0 |
|
0.618 |
2,361.9 |
|
1.000 |
2,331.0 |
|
1.618 |
2,280.9 |
|
2.618 |
2,199.9 |
|
4.250 |
2,067.8 |
|
|