| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,498.0 |
2,470.0 |
-28.0 |
-1.1% |
2,405.0 |
| High |
2,500.0 |
2,485.0 |
-15.0 |
-0.6% |
2,494.0 |
| Low |
2,438.0 |
2,463.0 |
25.0 |
1.0% |
2,370.0 |
| Close |
2,465.0 |
2,474.0 |
9.0 |
0.4% |
2,427.0 |
| Range |
62.0 |
22.0 |
-40.0 |
-64.5% |
124.0 |
| ATR |
64.4 |
61.4 |
-3.0 |
-4.7% |
0.0 |
| Volume |
1,518 |
2,917 |
1,399 |
92.2% |
23,775 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.0 |
2,529.0 |
2,486.1 |
|
| R3 |
2,518.0 |
2,507.0 |
2,480.1 |
|
| R2 |
2,496.0 |
2,496.0 |
2,478.0 |
|
| R1 |
2,485.0 |
2,485.0 |
2,476.0 |
2,490.5 |
| PP |
2,474.0 |
2,474.0 |
2,474.0 |
2,476.8 |
| S1 |
2,463.0 |
2,463.0 |
2,472.0 |
2,468.5 |
| S2 |
2,452.0 |
2,452.0 |
2,470.0 |
|
| S3 |
2,430.0 |
2,441.0 |
2,468.0 |
|
| S4 |
2,408.0 |
2,419.0 |
2,461.9 |
|
|
| 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 |
2,420.0 |
113.0 |
4.6% |
51.4 |
2.1% |
48% |
False |
False |
4,041 |
| 10 |
2,533.0 |
2,370.0 |
163.0 |
6.6% |
52.0 |
2.1% |
64% |
False |
False |
3,626 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
10.0% |
54.6 |
2.2% |
76% |
False |
False |
4,085 |
| 40 |
2,533.0 |
2,031.0 |
502.0 |
20.3% |
54.3 |
2.2% |
88% |
False |
False |
2,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.5 |
|
2.618 |
2,542.6 |
|
1.618 |
2,520.6 |
|
1.000 |
2,507.0 |
|
0.618 |
2,498.6 |
|
HIGH |
2,485.0 |
|
0.618 |
2,476.6 |
|
0.500 |
2,474.0 |
|
0.382 |
2,471.4 |
|
LOW |
2,463.0 |
|
0.618 |
2,449.4 |
|
1.000 |
2,441.0 |
|
1.618 |
2,427.4 |
|
2.618 |
2,405.4 |
|
4.250 |
2,369.5 |
|
|