| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,222.0 |
2,249.0 |
27.0 |
1.2% |
2,427.0 |
| High |
2,259.0 |
2,285.0 |
26.0 |
1.2% |
2,440.0 |
| Low |
2,185.0 |
2,194.0 |
9.0 |
0.4% |
2,185.0 |
| Close |
2,201.0 |
2,236.0 |
35.0 |
1.6% |
2,236.0 |
| Range |
74.0 |
91.0 |
17.0 |
23.0% |
255.0 |
| ATR |
89.3 |
89.4 |
0.1 |
0.1% |
0.0 |
| Volume |
4,822 |
272 |
-4,550 |
-94.4% |
12,795 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.3 |
2,464.7 |
2,286.1 |
|
| R3 |
2,420.3 |
2,373.7 |
2,261.0 |
|
| R2 |
2,329.3 |
2,329.3 |
2,252.7 |
|
| R1 |
2,282.7 |
2,282.7 |
2,244.3 |
2,260.5 |
| PP |
2,238.3 |
2,238.3 |
2,238.3 |
2,227.3 |
| S1 |
2,191.7 |
2,191.7 |
2,227.7 |
2,169.5 |
| S2 |
2,147.3 |
2,147.3 |
2,219.3 |
|
| S3 |
2,056.3 |
2,100.7 |
2,211.0 |
|
| S4 |
1,965.3 |
2,009.7 |
2,186.0 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.0 |
2,899.0 |
2,376.3 |
|
| R3 |
2,797.0 |
2,644.0 |
2,306.1 |
|
| R2 |
2,542.0 |
2,542.0 |
2,282.8 |
|
| R1 |
2,389.0 |
2,389.0 |
2,259.4 |
2,338.0 |
| PP |
2,287.0 |
2,287.0 |
2,287.0 |
2,261.5 |
| S1 |
2,134.0 |
2,134.0 |
2,212.6 |
2,083.0 |
| S2 |
2,032.0 |
2,032.0 |
2,189.3 |
|
| S3 |
1,777.0 |
1,879.0 |
2,165.9 |
|
| S4 |
1,522.0 |
1,624.0 |
2,095.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,440.0 |
2,185.0 |
255.0 |
11.4% |
88.4 |
4.0% |
20% |
False |
False |
2,559 |
| 10 |
2,562.0 |
2,185.0 |
377.0 |
16.9% |
73.9 |
3.3% |
14% |
False |
False |
1,912 |
| 20 |
2,562.0 |
2,185.0 |
377.0 |
16.9% |
74.0 |
3.3% |
14% |
False |
False |
8,498 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
21.1% |
88.7 |
4.0% |
31% |
False |
False |
6,329 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
28.4% |
98.1 |
4.4% |
23% |
False |
False |
4,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.8 |
|
2.618 |
2,523.2 |
|
1.618 |
2,432.2 |
|
1.000 |
2,376.0 |
|
0.618 |
2,341.2 |
|
HIGH |
2,285.0 |
|
0.618 |
2,250.2 |
|
0.500 |
2,239.5 |
|
0.382 |
2,228.8 |
|
LOW |
2,194.0 |
|
0.618 |
2,137.8 |
|
1.000 |
2,103.0 |
|
1.618 |
2,046.8 |
|
2.618 |
1,955.8 |
|
4.250 |
1,807.3 |
|
|