| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,515.0 |
3.0 |
0.1% |
2,360.0 |
| High |
2,519.0 |
2,562.0 |
43.0 |
1.7% |
2,522.0 |
| Low |
2,480.0 |
2,499.0 |
19.0 |
0.8% |
2,326.0 |
| Close |
2,498.0 |
2,523.0 |
25.0 |
1.0% |
2,481.0 |
| Range |
39.0 |
63.0 |
24.0 |
61.5% |
196.0 |
| ATR |
95.8 |
93.6 |
-2.3 |
-2.4% |
0.0 |
| Volume |
1,655 |
1,161 |
-494 |
-29.8% |
3,198 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.0 |
2,683.0 |
2,557.7 |
|
| R3 |
2,654.0 |
2,620.0 |
2,540.3 |
|
| R2 |
2,591.0 |
2,591.0 |
2,534.6 |
|
| R1 |
2,557.0 |
2,557.0 |
2,528.8 |
2,574.0 |
| PP |
2,528.0 |
2,528.0 |
2,528.0 |
2,536.5 |
| S1 |
2,494.0 |
2,494.0 |
2,517.2 |
2,511.0 |
| S2 |
2,465.0 |
2,465.0 |
2,511.5 |
|
| S3 |
2,402.0 |
2,431.0 |
2,505.7 |
|
| S4 |
2,339.0 |
2,368.0 |
2,488.4 |
|
|
| 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 |
2,326.0 |
236.0 |
9.4% |
55.8 |
2.2% |
83% |
True |
False |
1,202 |
| 10 |
2,562.0 |
2,315.0 |
247.0 |
9.8% |
62.4 |
2.5% |
84% |
True |
False |
11,803 |
| 20 |
2,562.0 |
2,201.0 |
361.0 |
14.3% |
80.1 |
3.2% |
89% |
True |
False |
10,878 |
| 40 |
2,714.0 |
2,090.0 |
624.0 |
24.7% |
98.7 |
3.9% |
69% |
False |
False |
6,391 |
| 60 |
2,807.0 |
2,090.0 |
717.0 |
28.4% |
101.1 |
4.0% |
60% |
False |
False |
4,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.8 |
|
2.618 |
2,726.9 |
|
1.618 |
2,663.9 |
|
1.000 |
2,625.0 |
|
0.618 |
2,600.9 |
|
HIGH |
2,562.0 |
|
0.618 |
2,537.9 |
|
0.500 |
2,530.5 |
|
0.382 |
2,523.1 |
|
LOW |
2,499.0 |
|
0.618 |
2,460.1 |
|
1.000 |
2,436.0 |
|
1.618 |
2,397.1 |
|
2.618 |
2,334.1 |
|
4.250 |
2,231.3 |
|
|