| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,463.0 |
2,497.0 |
34.0 |
1.4% |
2,405.0 |
| High |
2,523.0 |
2,533.0 |
10.0 |
0.4% |
2,494.0 |
| Low |
2,463.0 |
2,494.0 |
31.0 |
1.3% |
2,370.0 |
| Close |
2,516.0 |
2,521.0 |
5.0 |
0.2% |
2,427.0 |
| Range |
60.0 |
39.0 |
-21.0 |
-35.0% |
124.0 |
| ATR |
64.8 |
63.0 |
-1.8 |
-2.8% |
0.0 |
| Volume |
4,489 |
3,315 |
-1,174 |
-26.2% |
23,775 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.0 |
2,616.0 |
2,542.5 |
|
| R3 |
2,594.0 |
2,577.0 |
2,531.7 |
|
| R2 |
2,555.0 |
2,555.0 |
2,528.2 |
|
| R1 |
2,538.0 |
2,538.0 |
2,524.6 |
2,546.5 |
| PP |
2,516.0 |
2,516.0 |
2,516.0 |
2,520.3 |
| S1 |
2,499.0 |
2,499.0 |
2,517.4 |
2,507.5 |
| S2 |
2,477.0 |
2,477.0 |
2,513.9 |
|
| S3 |
2,438.0 |
2,460.0 |
2,510.3 |
|
| S4 |
2,399.0 |
2,421.0 |
2,499.6 |
|
|
| 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 |
2,533.0 |
2,410.0 |
123.0 |
4.9% |
53.8 |
2.1% |
90% |
True |
False |
3,700 |
| 10 |
2,533.0 |
2,370.0 |
163.0 |
6.5% |
54.4 |
2.2% |
93% |
True |
False |
4,927 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
9.8% |
57.7 |
2.3% |
95% |
True |
False |
3,990 |
| 40 |
2,533.0 |
2,031.0 |
502.0 |
19.9% |
54.8 |
2.2% |
98% |
True |
False |
2,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,698.8 |
|
2.618 |
2,635.1 |
|
1.618 |
2,596.1 |
|
1.000 |
2,572.0 |
|
0.618 |
2,557.1 |
|
HIGH |
2,533.0 |
|
0.618 |
2,518.1 |
|
0.500 |
2,513.5 |
|
0.382 |
2,508.9 |
|
LOW |
2,494.0 |
|
0.618 |
2,469.9 |
|
1.000 |
2,455.0 |
|
1.618 |
2,430.9 |
|
2.618 |
2,391.9 |
|
4.250 |
2,328.3 |
|
|