| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,453.0 |
2,432.0 |
-21.0 |
-0.9% |
2,325.0 |
| High |
2,470.0 |
2,461.0 |
-9.0 |
-0.4% |
2,475.0 |
| Low |
2,425.0 |
2,410.0 |
-15.0 |
-0.6% |
2,325.0 |
| Close |
2,462.0 |
2,436.0 |
-26.0 |
-1.1% |
2,412.0 |
| Range |
45.0 |
51.0 |
6.0 |
13.3% |
150.0 |
| ATR |
62.2 |
61.5 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,407 |
1,322 |
-85 |
-6.0% |
19,810 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,588.7 |
2,563.3 |
2,464.1 |
|
| R3 |
2,537.7 |
2,512.3 |
2,450.0 |
|
| R2 |
2,486.7 |
2,486.7 |
2,445.4 |
|
| R1 |
2,461.3 |
2,461.3 |
2,440.7 |
2,474.0 |
| PP |
2,435.7 |
2,435.7 |
2,435.7 |
2,442.0 |
| S1 |
2,410.3 |
2,410.3 |
2,431.3 |
2,423.0 |
| S2 |
2,384.7 |
2,384.7 |
2,426.7 |
|
| S3 |
2,333.7 |
2,359.3 |
2,422.0 |
|
| S4 |
2,282.7 |
2,308.3 |
2,408.0 |
|
|
| 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% |
52.6 |
2.2% |
66% |
False |
False |
3,210 |
| 10 |
2,475.0 |
2,303.0 |
172.0 |
7.1% |
52.8 |
2.2% |
77% |
False |
False |
3,770 |
| 20 |
2,475.0 |
2,277.0 |
198.0 |
8.1% |
56.0 |
2.3% |
80% |
False |
False |
3,257 |
| 40 |
2,475.0 |
1,930.0 |
545.0 |
22.4% |
56.6 |
2.3% |
93% |
False |
False |
2,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.8 |
|
2.618 |
2,594.5 |
|
1.618 |
2,543.5 |
|
1.000 |
2,512.0 |
|
0.618 |
2,492.5 |
|
HIGH |
2,461.0 |
|
0.618 |
2,441.5 |
|
0.500 |
2,435.5 |
|
0.382 |
2,429.5 |
|
LOW |
2,410.0 |
|
0.618 |
2,378.5 |
|
1.000 |
2,359.0 |
|
1.618 |
2,327.5 |
|
2.618 |
2,276.5 |
|
4.250 |
2,193.3 |
|
|