| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,472.0 |
2,427.0 |
-45.0 |
-1.8% |
2,512.0 |
| High |
2,493.0 |
2,440.0 |
-53.0 |
-2.1% |
2,562.0 |
| Low |
2,412.0 |
2,370.0 |
-42.0 |
-1.7% |
2,412.0 |
| Close |
2,442.0 |
2,404.0 |
-38.0 |
-1.6% |
2,442.0 |
| Range |
81.0 |
70.0 |
-11.0 |
-13.6% |
150.0 |
| ATR |
88.0 |
86.9 |
-1.1 |
-1.3% |
0.0 |
| Volume |
288 |
1,832 |
1,544 |
536.1% |
6,331 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.7 |
2,579.3 |
2,442.5 |
|
| R3 |
2,544.7 |
2,509.3 |
2,423.3 |
|
| R2 |
2,474.7 |
2,474.7 |
2,416.8 |
|
| R1 |
2,439.3 |
2,439.3 |
2,410.4 |
2,422.0 |
| PP |
2,404.7 |
2,404.7 |
2,404.7 |
2,396.0 |
| S1 |
2,369.3 |
2,369.3 |
2,397.6 |
2,352.0 |
| S2 |
2,334.7 |
2,334.7 |
2,391.2 |
|
| S3 |
2,264.7 |
2,299.3 |
2,384.8 |
|
| S4 |
2,194.7 |
2,229.3 |
2,365.5 |
|
|
| 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 |
2,370.0 |
192.0 |
8.0% |
65.6 |
2.7% |
18% |
False |
True |
1,301 |
| 10 |
2,562.0 |
2,321.0 |
241.0 |
10.0% |
59.4 |
2.5% |
34% |
False |
False |
1,144 |
| 20 |
2,562.0 |
2,298.0 |
264.0 |
11.0% |
73.8 |
3.1% |
40% |
False |
False |
10,600 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
19.6% |
92.4 |
3.8% |
67% |
False |
False |
6,286 |
| 60 |
2,746.0 |
2,090.0 |
656.0 |
27.3% |
97.5 |
4.1% |
48% |
False |
False |
4,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.5 |
|
2.618 |
2,623.3 |
|
1.618 |
2,553.3 |
|
1.000 |
2,510.0 |
|
0.618 |
2,483.3 |
|
HIGH |
2,440.0 |
|
0.618 |
2,413.3 |
|
0.500 |
2,405.0 |
|
0.382 |
2,396.7 |
|
LOW |
2,370.0 |
|
0.618 |
2,326.7 |
|
1.000 |
2,300.0 |
|
1.618 |
2,256.7 |
|
2.618 |
2,186.7 |
|
4.250 |
2,072.5 |
|
|