| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1,965.42 |
1,915.23 |
-50.19 |
-2.6% |
2,097.91 |
| High |
1,983.14 |
1,949.20 |
-33.94 |
-1.7% |
2,102.39 |
| Low |
1,910.33 |
1,889.92 |
-20.41 |
-1.1% |
1,963.02 |
| Close |
1,910.33 |
1,949.20 |
38.87 |
2.0% |
1,963.52 |
| Range |
72.81 |
59.28 |
-13.53 |
-18.6% |
139.37 |
| ATR |
43.06 |
44.22 |
1.16 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.28 |
2,087.52 |
1,981.80 |
|
| R3 |
2,048.00 |
2,028.24 |
1,965.50 |
|
| R2 |
1,988.72 |
1,988.72 |
1,960.07 |
|
| R1 |
1,968.96 |
1,968.96 |
1,954.63 |
1,978.84 |
| PP |
1,929.44 |
1,929.44 |
1,929.44 |
1,934.38 |
| S1 |
1,909.68 |
1,909.68 |
1,943.77 |
1,919.56 |
| S2 |
1,870.16 |
1,870.16 |
1,938.33 |
|
| S3 |
1,810.88 |
1,850.40 |
1,932.90 |
|
| S4 |
1,751.60 |
1,791.12 |
1,916.60 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.75 |
2,335.01 |
2,040.17 |
|
| R3 |
2,288.38 |
2,195.64 |
2,001.85 |
|
| R2 |
2,149.01 |
2,149.01 |
1,989.07 |
|
| R1 |
2,056.27 |
2,056.27 |
1,976.30 |
2,032.96 |
| PP |
2,009.64 |
2,009.64 |
2,009.64 |
1,997.99 |
| S1 |
1,916.90 |
1,916.90 |
1,950.74 |
1,893.59 |
| S2 |
1,870.27 |
1,870.27 |
1,937.97 |
|
| S3 |
1,730.90 |
1,777.53 |
1,925.19 |
|
| S4 |
1,591.53 |
1,638.16 |
1,886.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,064.73 |
1,889.92 |
174.81 |
9.0% |
53.15 |
2.7% |
34% |
False |
True |
|
| 10 |
2,141.08 |
1,889.92 |
251.16 |
12.9% |
42.40 |
2.2% |
24% |
False |
True |
|
| 20 |
2,147.68 |
1,889.92 |
257.76 |
13.2% |
39.10 |
2.0% |
23% |
False |
True |
|
| 40 |
2,147.68 |
1,889.92 |
257.76 |
13.2% |
40.00 |
2.1% |
23% |
False |
True |
|
| 60 |
2,239.23 |
1,889.92 |
349.31 |
17.9% |
40.31 |
2.1% |
17% |
False |
True |
|
| 80 |
2,239.23 |
1,889.92 |
349.31 |
17.9% |
36.24 |
1.9% |
17% |
False |
True |
|
| 100 |
2,239.23 |
1,853.87 |
385.36 |
19.8% |
34.64 |
1.8% |
25% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
22.2% |
35.37 |
1.8% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.14 |
|
2.618 |
2,104.40 |
|
1.618 |
2,045.12 |
|
1.000 |
2,008.48 |
|
0.618 |
1,985.84 |
|
HIGH |
1,949.20 |
|
0.618 |
1,926.56 |
|
0.500 |
1,919.56 |
|
0.382 |
1,912.56 |
|
LOW |
1,889.92 |
|
0.618 |
1,853.28 |
|
1.000 |
1,830.64 |
|
1.618 |
1,794.00 |
|
2.618 |
1,734.72 |
|
4.250 |
1,637.98 |
|
|