| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
7,979.0 |
7,940.0 |
-39.0 |
-0.5% |
8,202.0 |
| High |
8,079.5 |
7,988.5 |
-91.0 |
-1.1% |
8,258.0 |
| Low |
7,908.0 |
7,900.0 |
-8.0 |
-0.1% |
7,921.5 |
| Close |
8,012.0 |
7,927.5 |
-84.5 |
-1.1% |
7,973.0 |
| Range |
171.5 |
88.5 |
-83.0 |
-48.4% |
336.5 |
| ATR |
125.0 |
124.0 |
-0.9 |
-0.7% |
0.0 |
| Volume |
1,829 |
242 |
-1,587 |
-86.8% |
1,633 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,204.2 |
8,154.3 |
7,976.2 |
|
| R3 |
8,115.7 |
8,065.8 |
7,951.8 |
|
| R2 |
8,027.2 |
8,027.2 |
7,943.7 |
|
| R1 |
7,977.3 |
7,977.3 |
7,935.6 |
7,958.0 |
| PP |
7,938.7 |
7,938.7 |
7,938.7 |
7,929.0 |
| S1 |
7,888.8 |
7,888.8 |
7,919.4 |
7,869.5 |
| S2 |
7,850.2 |
7,850.2 |
7,911.3 |
|
| S3 |
7,761.7 |
7,800.3 |
7,903.2 |
|
| S4 |
7,673.2 |
7,711.8 |
7,878.8 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,060.3 |
8,853.2 |
8,158.1 |
|
| R3 |
8,723.8 |
8,516.7 |
8,065.5 |
|
| R2 |
8,387.3 |
8,387.3 |
8,034.7 |
|
| R1 |
8,180.2 |
8,180.2 |
8,003.8 |
8,115.5 |
| PP |
8,050.8 |
8,050.8 |
8,050.8 |
8,018.5 |
| S1 |
7,843.7 |
7,843.7 |
7,942.2 |
7,779.0 |
| S2 |
7,714.3 |
7,714.3 |
7,911.3 |
|
| S3 |
7,377.8 |
7,507.2 |
7,880.5 |
|
| S4 |
7,041.3 |
7,170.7 |
7,787.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,130.0 |
7,900.0 |
230.0 |
2.9% |
120.3 |
1.5% |
12% |
False |
True |
850 |
| 10 |
8,300.0 |
7,900.0 |
400.0 |
5.0% |
118.6 |
1.5% |
7% |
False |
True |
1,914 |
| 20 |
8,300.0 |
7,900.0 |
400.0 |
5.0% |
120.1 |
1.5% |
7% |
False |
True |
2,818 |
| 40 |
8,300.0 |
7,645.5 |
654.5 |
8.3% |
106.9 |
1.3% |
43% |
False |
False |
1,695 |
| 60 |
8,300.0 |
7,645.5 |
654.5 |
8.3% |
90.6 |
1.1% |
43% |
False |
False |
1,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,364.6 |
|
2.618 |
8,220.2 |
|
1.618 |
8,131.7 |
|
1.000 |
8,077.0 |
|
0.618 |
8,043.2 |
|
HIGH |
7,988.5 |
|
0.618 |
7,954.7 |
|
0.500 |
7,944.3 |
|
0.382 |
7,933.8 |
|
LOW |
7,900.0 |
|
0.618 |
7,845.3 |
|
1.000 |
7,811.5 |
|
1.618 |
7,756.8 |
|
2.618 |
7,668.3 |
|
4.250 |
7,523.9 |
|
|