| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,460.0 |
2,463.0 |
3.0 |
0.1% |
2,405.0 |
| High |
2,494.0 |
2,523.0 |
29.0 |
1.2% |
2,494.0 |
| Low |
2,420.0 |
2,463.0 |
43.0 |
1.8% |
2,370.0 |
| Close |
2,427.0 |
2,516.0 |
89.0 |
3.7% |
2,427.0 |
| Range |
74.0 |
60.0 |
-14.0 |
-18.9% |
124.0 |
| ATR |
62.4 |
64.8 |
2.4 |
3.8% |
0.0 |
| Volume |
7,969 |
4,489 |
-3,480 |
-43.7% |
23,775 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.7 |
2,658.3 |
2,549.0 |
|
| R3 |
2,620.7 |
2,598.3 |
2,532.5 |
|
| R2 |
2,560.7 |
2,560.7 |
2,527.0 |
|
| R1 |
2,538.3 |
2,538.3 |
2,521.5 |
2,549.5 |
| PP |
2,500.7 |
2,500.7 |
2,500.7 |
2,506.3 |
| S1 |
2,478.3 |
2,478.3 |
2,510.5 |
2,489.5 |
| S2 |
2,440.7 |
2,440.7 |
2,505.0 |
|
| S3 |
2,380.7 |
2,418.3 |
2,499.5 |
|
| S4 |
2,320.7 |
2,358.3 |
2,483.0 |
|
|
| 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 |
2,523.0 |
2,370.0 |
153.0 |
6.1% |
64.6 |
2.6% |
95% |
True |
False |
5,614 |
| 10 |
2,523.0 |
2,370.0 |
153.0 |
6.1% |
54.2 |
2.2% |
95% |
True |
False |
4,659 |
| 20 |
2,523.0 |
2,286.0 |
237.0 |
9.4% |
57.4 |
2.3% |
97% |
True |
False |
3,838 |
| 40 |
2,523.0 |
2,031.0 |
492.0 |
19.6% |
56.0 |
2.2% |
99% |
True |
False |
2,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.0 |
|
2.618 |
2,680.1 |
|
1.618 |
2,620.1 |
|
1.000 |
2,583.0 |
|
0.618 |
2,560.1 |
|
HIGH |
2,523.0 |
|
0.618 |
2,500.1 |
|
0.500 |
2,493.0 |
|
0.382 |
2,485.9 |
|
LOW |
2,463.0 |
|
0.618 |
2,425.9 |
|
1.000 |
2,403.0 |
|
1.618 |
2,365.9 |
|
2.618 |
2,305.9 |
|
4.250 |
2,208.0 |
|
|