| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,231.75 |
1,252.60 |
20.85 |
1.7% |
1,254.70 |
| High |
1,252.52 |
1,252.95 |
0.43 |
0.0% |
1,286.08 |
| Low |
1,223.81 |
1,217.59 |
-6.22 |
-0.5% |
1,217.59 |
| Close |
1,252.52 |
1,223.01 |
-29.51 |
-2.4% |
1,223.01 |
| Range |
28.71 |
35.36 |
6.65 |
23.2% |
68.49 |
| ATR |
40.98 |
40.58 |
-0.40 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.26 |
1,315.50 |
1,242.46 |
|
| R3 |
1,301.90 |
1,280.14 |
1,232.73 |
|
| R2 |
1,266.54 |
1,266.54 |
1,229.49 |
|
| R1 |
1,244.78 |
1,244.78 |
1,226.25 |
1,237.98 |
| PP |
1,231.18 |
1,231.18 |
1,231.18 |
1,227.79 |
| S1 |
1,209.42 |
1,209.42 |
1,219.77 |
1,202.62 |
| S2 |
1,195.82 |
1,195.82 |
1,216.53 |
|
| S3 |
1,160.46 |
1,174.06 |
1,213.29 |
|
| S4 |
1,125.10 |
1,138.70 |
1,203.56 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,447.70 |
1,403.84 |
1,260.68 |
|
| R3 |
1,379.21 |
1,335.35 |
1,241.84 |
|
| R2 |
1,310.72 |
1,310.72 |
1,235.57 |
|
| R1 |
1,266.86 |
1,266.86 |
1,229.29 |
1,254.55 |
| PP |
1,242.23 |
1,242.23 |
1,242.23 |
1,236.07 |
| S1 |
1,198.37 |
1,198.37 |
1,216.73 |
1,186.06 |
| S2 |
1,173.74 |
1,173.74 |
1,210.45 |
|
| S3 |
1,105.25 |
1,129.88 |
1,204.18 |
|
| S4 |
1,036.76 |
1,061.39 |
1,185.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.08 |
1,217.59 |
68.49 |
5.6% |
28.37 |
2.3% |
8% |
False |
True |
|
| 10 |
1,286.08 |
1,158.07 |
128.01 |
10.5% |
29.07 |
2.4% |
51% |
False |
False |
|
| 20 |
1,286.08 |
1,157.15 |
128.93 |
10.5% |
33.36 |
2.7% |
51% |
False |
False |
|
| 40 |
1,286.08 |
1,018.86 |
267.22 |
21.8% |
46.34 |
3.8% |
76% |
False |
False |
|
| 60 |
1,382.65 |
1,018.86 |
363.79 |
29.7% |
53.78 |
4.4% |
56% |
False |
False |
|
| 80 |
1,773.83 |
1,018.86 |
754.97 |
61.7% |
60.61 |
5.0% |
27% |
False |
False |
|
| 100 |
1,937.76 |
1,018.86 |
918.90 |
75.1% |
56.44 |
4.6% |
22% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
78.1% |
53.48 |
4.4% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.23 |
|
2.618 |
1,345.52 |
|
1.618 |
1,310.16 |
|
1.000 |
1,288.31 |
|
0.618 |
1,274.80 |
|
HIGH |
1,252.95 |
|
0.618 |
1,239.44 |
|
0.500 |
1,235.27 |
|
0.382 |
1,231.10 |
|
LOW |
1,217.59 |
|
0.618 |
1,195.74 |
|
1.000 |
1,182.23 |
|
1.618 |
1,160.38 |
|
2.618 |
1,125.02 |
|
4.250 |
1,067.31 |
|
|