| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,364.0 |
4.0 |
0.2% |
2,383.0 |
| High |
2,364.0 |
2,391.0 |
27.0 |
1.1% |
2,384.0 |
| Low |
2,326.0 |
2,352.0 |
26.0 |
1.1% |
2,315.0 |
| Close |
2,337.0 |
2,396.0 |
59.0 |
2.5% |
2,341.0 |
| Range |
38.0 |
39.0 |
1.0 |
2.6% |
69.0 |
| ATR |
101.6 |
98.2 |
-3.4 |
-3.3% |
0.0 |
| Volume |
641 |
913 |
272 |
42.4% |
531 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.7 |
2,485.3 |
2,417.5 |
|
| R3 |
2,457.7 |
2,446.3 |
2,406.7 |
|
| R2 |
2,418.7 |
2,418.7 |
2,403.2 |
|
| R1 |
2,407.3 |
2,407.3 |
2,399.6 |
2,413.0 |
| PP |
2,379.7 |
2,379.7 |
2,379.7 |
2,382.5 |
| S1 |
2,368.3 |
2,368.3 |
2,392.4 |
2,374.0 |
| S2 |
2,340.7 |
2,340.7 |
2,388.9 |
|
| S3 |
2,301.7 |
2,329.3 |
2,385.3 |
|
| S4 |
2,262.7 |
2,290.3 |
2,374.6 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.7 |
2,516.3 |
2,379.0 |
|
| R3 |
2,484.7 |
2,447.3 |
2,360.0 |
|
| R2 |
2,415.7 |
2,415.7 |
2,353.7 |
|
| R1 |
2,378.3 |
2,378.3 |
2,347.3 |
2,362.5 |
| PP |
2,346.7 |
2,346.7 |
2,346.7 |
2,338.8 |
| S1 |
2,309.3 |
2,309.3 |
2,334.7 |
2,293.5 |
| S2 |
2,277.7 |
2,277.7 |
2,328.4 |
|
| S3 |
2,208.7 |
2,240.3 |
2,322.0 |
|
| S4 |
2,139.7 |
2,171.3 |
2,303.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,428.0 |
2,315.0 |
113.0 |
4.7% |
53.2 |
2.2% |
72% |
False |
False |
1,952 |
| 10 |
2,482.0 |
2,298.0 |
184.0 |
7.7% |
77.1 |
3.2% |
53% |
False |
False |
17,679 |
| 20 |
2,482.0 |
2,200.0 |
282.0 |
11.8% |
85.9 |
3.6% |
70% |
False |
False |
10,774 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.5% |
101.6 |
4.2% |
48% |
False |
False |
6,366 |
| 60 |
3,000.0 |
2,090.0 |
910.0 |
38.0% |
102.9 |
4.3% |
34% |
False |
False |
4,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.8 |
|
2.618 |
2,493.1 |
|
1.618 |
2,454.1 |
|
1.000 |
2,430.0 |
|
0.618 |
2,415.1 |
|
HIGH |
2,391.0 |
|
0.618 |
2,376.1 |
|
0.500 |
2,371.5 |
|
0.382 |
2,366.9 |
|
LOW |
2,352.0 |
|
0.618 |
2,327.9 |
|
1.000 |
2,313.0 |
|
1.618 |
2,288.9 |
|
2.618 |
2,249.9 |
|
4.250 |
2,186.3 |
|
|