| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,202.26 |
1,212.74 |
10.48 |
0.9% |
1,185.96 |
| High |
1,223.46 |
1,266.45 |
42.99 |
3.5% |
1,266.45 |
| Low |
1,199.53 |
1,208.91 |
9.38 |
0.8% |
1,158.07 |
| Close |
1,211.65 |
1,263.70 |
52.05 |
4.3% |
1,263.70 |
| Range |
23.93 |
57.54 |
33.61 |
140.5% |
108.38 |
| ATR |
43.01 |
44.05 |
1.04 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.97 |
1,398.88 |
1,295.35 |
|
| R3 |
1,361.43 |
1,341.34 |
1,279.52 |
|
| R2 |
1,303.89 |
1,303.89 |
1,274.25 |
|
| R1 |
1,283.80 |
1,283.80 |
1,268.97 |
1,293.85 |
| PP |
1,246.35 |
1,246.35 |
1,246.35 |
1,251.38 |
| S1 |
1,226.26 |
1,226.26 |
1,258.43 |
1,236.31 |
| S2 |
1,188.81 |
1,188.81 |
1,253.15 |
|
| S3 |
1,131.27 |
1,168.72 |
1,247.88 |
|
| S4 |
1,073.73 |
1,111.18 |
1,232.05 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.55 |
1,517.50 |
1,323.31 |
|
| R3 |
1,446.17 |
1,409.12 |
1,293.50 |
|
| R2 |
1,337.79 |
1,337.79 |
1,283.57 |
|
| R1 |
1,300.74 |
1,300.74 |
1,273.63 |
1,319.27 |
| PP |
1,229.41 |
1,229.41 |
1,229.41 |
1,238.67 |
| S1 |
1,192.36 |
1,192.36 |
1,253.77 |
1,210.89 |
| S2 |
1,121.03 |
1,121.03 |
1,243.83 |
|
| S3 |
1,012.65 |
1,083.98 |
1,233.90 |
|
| S4 |
904.27 |
975.60 |
1,204.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,266.45 |
1,158.07 |
108.38 |
8.6% |
29.76 |
2.4% |
97% |
True |
False |
|
| 10 |
1,266.45 |
1,158.07 |
108.38 |
8.6% |
29.73 |
2.4% |
97% |
True |
False |
|
| 20 |
1,266.45 |
1,096.09 |
170.36 |
13.5% |
39.50 |
3.1% |
98% |
True |
False |
|
| 40 |
1,365.28 |
1,018.86 |
346.42 |
27.4% |
49.35 |
3.9% |
71% |
False |
False |
|
| 60 |
1,470.99 |
1,018.86 |
452.13 |
35.8% |
60.60 |
4.8% |
54% |
False |
False |
|
| 80 |
1,775.47 |
1,018.86 |
756.61 |
59.9% |
61.69 |
4.9% |
32% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
75.5% |
56.67 |
4.5% |
26% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
75.5% |
53.99 |
4.3% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.00 |
|
2.618 |
1,417.09 |
|
1.618 |
1,359.55 |
|
1.000 |
1,323.99 |
|
0.618 |
1,302.01 |
|
HIGH |
1,266.45 |
|
0.618 |
1,244.47 |
|
0.500 |
1,237.68 |
|
0.382 |
1,230.89 |
|
LOW |
1,208.91 |
|
0.618 |
1,173.35 |
|
1.000 |
1,151.37 |
|
1.618 |
1,115.81 |
|
2.618 |
1,058.27 |
|
4.250 |
964.37 |
|
|