| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,432.0 |
2,460.0 |
28.0 |
1.2% |
2,405.0 |
| High |
2,461.0 |
2,494.0 |
33.0 |
1.3% |
2,494.0 |
| Low |
2,410.0 |
2,420.0 |
10.0 |
0.4% |
2,370.0 |
| Close |
2,436.0 |
2,427.0 |
-9.0 |
-0.4% |
2,427.0 |
| Range |
51.0 |
74.0 |
23.0 |
45.1% |
124.0 |
| ATR |
61.5 |
62.4 |
0.9 |
1.5% |
0.0 |
| Volume |
1,322 |
7,969 |
6,647 |
502.8% |
23,775 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.0 |
2,622.0 |
2,467.7 |
|
| R3 |
2,595.0 |
2,548.0 |
2,447.4 |
|
| R2 |
2,521.0 |
2,521.0 |
2,440.6 |
|
| R1 |
2,474.0 |
2,474.0 |
2,433.8 |
2,460.5 |
| PP |
2,447.0 |
2,447.0 |
2,447.0 |
2,440.3 |
| S1 |
2,400.0 |
2,400.0 |
2,420.2 |
2,386.5 |
| S2 |
2,373.0 |
2,373.0 |
2,413.4 |
|
| S3 |
2,299.0 |
2,326.0 |
2,406.7 |
|
| S4 |
2,225.0 |
2,252.0 |
2,386.3 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.3 |
2,738.7 |
2,495.2 |
|
| R3 |
2,678.3 |
2,614.7 |
2,461.1 |
|
| R2 |
2,554.3 |
2,554.3 |
2,449.7 |
|
| R1 |
2,490.7 |
2,490.7 |
2,438.4 |
2,522.5 |
| PP |
2,430.3 |
2,430.3 |
2,430.3 |
2,446.3 |
| S1 |
2,366.7 |
2,366.7 |
2,415.6 |
2,398.5 |
| S2 |
2,306.3 |
2,306.3 |
2,404.3 |
|
| S3 |
2,182.3 |
2,242.7 |
2,392.9 |
|
| S4 |
2,058.3 |
2,118.7 |
2,358.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,494.0 |
2,370.0 |
124.0 |
5.1% |
60.4 |
2.5% |
46% |
True |
False |
4,755 |
| 10 |
2,494.0 |
2,325.0 |
169.0 |
7.0% |
56.5 |
2.3% |
60% |
True |
False |
4,358 |
| 20 |
2,494.0 |
2,286.0 |
208.0 |
8.6% |
57.0 |
2.3% |
68% |
True |
False |
3,621 |
| 40 |
2,494.0 |
1,930.0 |
564.0 |
23.2% |
56.9 |
2.3% |
88% |
True |
False |
2,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.5 |
|
2.618 |
2,687.7 |
|
1.618 |
2,613.7 |
|
1.000 |
2,568.0 |
|
0.618 |
2,539.7 |
|
HIGH |
2,494.0 |
|
0.618 |
2,465.7 |
|
0.500 |
2,457.0 |
|
0.382 |
2,448.3 |
|
LOW |
2,420.0 |
|
0.618 |
2,374.3 |
|
1.000 |
2,346.0 |
|
1.618 |
2,300.3 |
|
2.618 |
2,226.3 |
|
4.250 |
2,105.5 |
|
|