| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,470.0 |
2,483.0 |
13.0 |
0.5% |
2,463.0 |
| High |
2,485.0 |
2,529.0 |
44.0 |
1.8% |
2,533.0 |
| Low |
2,463.0 |
2,472.0 |
9.0 |
0.4% |
2,438.0 |
| Close |
2,474.0 |
2,489.0 |
15.0 |
0.6% |
2,489.0 |
| Range |
22.0 |
57.0 |
35.0 |
159.1% |
95.0 |
| ATR |
61.4 |
61.0 |
-0.3 |
-0.5% |
0.0 |
| Volume |
2,917 |
11,165 |
8,248 |
282.8% |
23,404 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.7 |
2,635.3 |
2,520.4 |
|
| R3 |
2,610.7 |
2,578.3 |
2,504.7 |
|
| R2 |
2,553.7 |
2,553.7 |
2,499.5 |
|
| R1 |
2,521.3 |
2,521.3 |
2,494.2 |
2,537.5 |
| PP |
2,496.7 |
2,496.7 |
2,496.7 |
2,504.8 |
| S1 |
2,464.3 |
2,464.3 |
2,483.8 |
2,480.5 |
| S2 |
2,439.7 |
2,439.7 |
2,478.6 |
|
| S3 |
2,382.7 |
2,407.3 |
2,473.3 |
|
| S4 |
2,325.7 |
2,350.3 |
2,457.7 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.7 |
2,725.3 |
2,541.3 |
|
| R3 |
2,676.7 |
2,630.3 |
2,515.1 |
|
| R2 |
2,581.7 |
2,581.7 |
2,506.4 |
|
| R1 |
2,535.3 |
2,535.3 |
2,497.7 |
2,558.5 |
| PP |
2,486.7 |
2,486.7 |
2,486.7 |
2,498.3 |
| S1 |
2,440.3 |
2,440.3 |
2,480.3 |
2,463.5 |
| S2 |
2,391.7 |
2,391.7 |
2,471.6 |
|
| S3 |
2,296.7 |
2,345.3 |
2,462.9 |
|
| S4 |
2,201.7 |
2,250.3 |
2,436.8 |
|
|
| 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 |
2,438.0 |
95.0 |
3.8% |
48.0 |
1.9% |
54% |
False |
False |
4,680 |
| 10 |
2,533.0 |
2,370.0 |
163.0 |
6.5% |
54.2 |
2.2% |
73% |
False |
False |
4,717 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
9.9% |
54.5 |
2.2% |
82% |
False |
False |
4,583 |
| 40 |
2,533.0 |
2,031.0 |
502.0 |
20.2% |
54.9 |
2.2% |
91% |
False |
False |
2,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.3 |
|
2.618 |
2,678.2 |
|
1.618 |
2,621.2 |
|
1.000 |
2,586.0 |
|
0.618 |
2,564.2 |
|
HIGH |
2,529.0 |
|
0.618 |
2,507.2 |
|
0.500 |
2,500.5 |
|
0.382 |
2,493.8 |
|
LOW |
2,472.0 |
|
0.618 |
2,436.8 |
|
1.000 |
2,415.0 |
|
1.618 |
2,379.8 |
|
2.618 |
2,322.8 |
|
4.250 |
2,229.8 |
|
|