| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,483.0 |
2,470.0 |
-13.0 |
-0.5% |
2,463.0 |
| High |
2,529.0 |
2,481.0 |
-48.0 |
-1.9% |
2,533.0 |
| Low |
2,472.0 |
2,439.0 |
-33.0 |
-1.3% |
2,438.0 |
| Close |
2,489.0 |
2,451.0 |
-38.0 |
-1.5% |
2,489.0 |
| Range |
57.0 |
42.0 |
-15.0 |
-26.3% |
95.0 |
| ATR |
61.0 |
60.3 |
-0.8 |
-1.3% |
0.0 |
| Volume |
11,165 |
2,842 |
-8,323 |
-74.5% |
23,404 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.0 |
2,559.0 |
2,474.1 |
|
| R3 |
2,541.0 |
2,517.0 |
2,462.6 |
|
| R2 |
2,499.0 |
2,499.0 |
2,458.7 |
|
| R1 |
2,475.0 |
2,475.0 |
2,454.9 |
2,466.0 |
| PP |
2,457.0 |
2,457.0 |
2,457.0 |
2,452.5 |
| S1 |
2,433.0 |
2,433.0 |
2,447.2 |
2,424.0 |
| S2 |
2,415.0 |
2,415.0 |
2,443.3 |
|
| S3 |
2,373.0 |
2,391.0 |
2,439.5 |
|
| S4 |
2,331.0 |
2,349.0 |
2,427.9 |
|
|
| 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 |
3.9% |
44.4 |
1.8% |
14% |
False |
False |
4,351 |
| 10 |
2,533.0 |
2,370.0 |
163.0 |
6.7% |
54.5 |
2.2% |
50% |
False |
False |
4,982 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
10.1% |
53.4 |
2.2% |
67% |
False |
False |
4,681 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
17.8% |
54.4 |
2.2% |
81% |
False |
False |
2,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.5 |
|
2.618 |
2,591.0 |
|
1.618 |
2,549.0 |
|
1.000 |
2,523.0 |
|
0.618 |
2,507.0 |
|
HIGH |
2,481.0 |
|
0.618 |
2,465.0 |
|
0.500 |
2,460.0 |
|
0.382 |
2,455.0 |
|
LOW |
2,439.0 |
|
0.618 |
2,413.0 |
|
1.000 |
2,397.0 |
|
1.618 |
2,371.0 |
|
2.618 |
2,329.0 |
|
4.250 |
2,260.5 |
|
|