| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,497.0 |
2,498.0 |
1.0 |
0.0% |
2,405.0 |
| High |
2,533.0 |
2,500.0 |
-33.0 |
-1.3% |
2,494.0 |
| Low |
2,494.0 |
2,438.0 |
-56.0 |
-2.2% |
2,370.0 |
| Close |
2,521.0 |
2,465.0 |
-56.0 |
-2.2% |
2,427.0 |
| Range |
39.0 |
62.0 |
23.0 |
59.0% |
124.0 |
| ATR |
63.0 |
64.4 |
1.4 |
2.3% |
0.0 |
| Volume |
3,315 |
1,518 |
-1,797 |
-54.2% |
23,775 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.7 |
2,621.3 |
2,499.1 |
|
| R3 |
2,591.7 |
2,559.3 |
2,482.1 |
|
| R2 |
2,529.7 |
2,529.7 |
2,476.4 |
|
| R1 |
2,497.3 |
2,497.3 |
2,470.7 |
2,482.5 |
| PP |
2,467.7 |
2,467.7 |
2,467.7 |
2,460.3 |
| S1 |
2,435.3 |
2,435.3 |
2,459.3 |
2,420.5 |
| S2 |
2,405.7 |
2,405.7 |
2,453.6 |
|
| S3 |
2,343.7 |
2,373.3 |
2,448.0 |
|
| S4 |
2,281.7 |
2,311.3 |
2,430.9 |
|
|
| 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 |
5.0% |
57.2 |
2.3% |
45% |
False |
False |
3,722 |
| 10 |
2,533.0 |
2,370.0 |
163.0 |
6.6% |
55.0 |
2.2% |
58% |
False |
False |
4,055 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
10.0% |
58.0 |
2.4% |
72% |
False |
False |
3,994 |
| 40 |
2,533.0 |
2,031.0 |
502.0 |
20.4% |
55.3 |
2.2% |
86% |
False |
False |
2,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,763.5 |
|
2.618 |
2,662.3 |
|
1.618 |
2,600.3 |
|
1.000 |
2,562.0 |
|
0.618 |
2,538.3 |
|
HIGH |
2,500.0 |
|
0.618 |
2,476.3 |
|
0.500 |
2,469.0 |
|
0.382 |
2,461.7 |
|
LOW |
2,438.0 |
|
0.618 |
2,399.7 |
|
1.000 |
2,376.0 |
|
1.618 |
2,337.7 |
|
2.618 |
2,275.7 |
|
4.250 |
2,174.5 |
|
|