| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,412.0 |
2,453.0 |
41.0 |
1.7% |
2,325.0 |
| High |
2,463.0 |
2,470.0 |
7.0 |
0.3% |
2,475.0 |
| Low |
2,370.0 |
2,425.0 |
55.0 |
2.3% |
2,325.0 |
| Close |
2,450.0 |
2,462.0 |
12.0 |
0.5% |
2,412.0 |
| Range |
93.0 |
45.0 |
-48.0 |
-51.6% |
150.0 |
| ATR |
63.6 |
62.2 |
-1.3 |
-2.1% |
0.0 |
| Volume |
12,883 |
1,407 |
-11,476 |
-89.1% |
19,810 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.3 |
2,569.7 |
2,486.8 |
|
| R3 |
2,542.3 |
2,524.7 |
2,474.4 |
|
| R2 |
2,497.3 |
2,497.3 |
2,470.3 |
|
| R1 |
2,479.7 |
2,479.7 |
2,466.1 |
2,488.5 |
| PP |
2,452.3 |
2,452.3 |
2,452.3 |
2,456.8 |
| S1 |
2,434.7 |
2,434.7 |
2,457.9 |
2,443.5 |
| S2 |
2,407.3 |
2,407.3 |
2,453.8 |
|
| S3 |
2,362.3 |
2,389.7 |
2,449.6 |
|
| S4 |
2,317.3 |
2,344.7 |
2,437.3 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.0 |
2,783.0 |
2,494.5 |
|
| R3 |
2,704.0 |
2,633.0 |
2,453.3 |
|
| R2 |
2,554.0 |
2,554.0 |
2,439.5 |
|
| R1 |
2,483.0 |
2,483.0 |
2,425.8 |
2,518.5 |
| PP |
2,404.0 |
2,404.0 |
2,404.0 |
2,421.8 |
| S1 |
2,333.0 |
2,333.0 |
2,398.3 |
2,368.5 |
| S2 |
2,254.0 |
2,254.0 |
2,384.5 |
|
| S3 |
2,104.0 |
2,183.0 |
2,370.8 |
|
| S4 |
1,954.0 |
2,033.0 |
2,329.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,470.0 |
2,370.0 |
100.0 |
4.1% |
52.8 |
2.1% |
92% |
True |
False |
4,387 |
| 10 |
2,475.0 |
2,286.0 |
189.0 |
7.7% |
52.3 |
2.1% |
93% |
False |
False |
3,727 |
| 20 |
2,475.0 |
2,221.0 |
254.0 |
10.3% |
55.7 |
2.3% |
95% |
False |
False |
3,258 |
| 40 |
2,475.0 |
1,915.0 |
560.0 |
22.7% |
56.9 |
2.3% |
98% |
False |
False |
2,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.3 |
|
2.618 |
2,587.8 |
|
1.618 |
2,542.8 |
|
1.000 |
2,515.0 |
|
0.618 |
2,497.8 |
|
HIGH |
2,470.0 |
|
0.618 |
2,452.8 |
|
0.500 |
2,447.5 |
|
0.382 |
2,442.2 |
|
LOW |
2,425.0 |
|
0.618 |
2,397.2 |
|
1.000 |
2,380.0 |
|
1.618 |
2,352.2 |
|
2.618 |
2,307.2 |
|
4.250 |
2,233.8 |
|
|