| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,470.0 |
2,462.0 |
-8.0 |
-0.3% |
2,463.0 |
| High |
2,481.0 |
2,482.0 |
1.0 |
0.0% |
2,533.0 |
| Low |
2,439.0 |
2,456.0 |
17.0 |
0.7% |
2,438.0 |
| Close |
2,451.0 |
2,462.0 |
11.0 |
0.4% |
2,489.0 |
| Range |
42.0 |
26.0 |
-16.0 |
-38.1% |
95.0 |
| ATR |
60.3 |
58.2 |
-2.1 |
-3.5% |
0.0 |
| Volume |
2,842 |
19,044 |
16,202 |
570.1% |
23,404 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.7 |
2,529.3 |
2,476.3 |
|
| R3 |
2,518.7 |
2,503.3 |
2,469.2 |
|
| R2 |
2,492.7 |
2,492.7 |
2,466.8 |
|
| R1 |
2,477.3 |
2,477.3 |
2,464.4 |
2,475.0 |
| PP |
2,466.7 |
2,466.7 |
2,466.7 |
2,465.5 |
| S1 |
2,451.3 |
2,451.3 |
2,459.6 |
2,449.0 |
| S2 |
2,440.7 |
2,440.7 |
2,457.2 |
|
| S3 |
2,414.7 |
2,425.3 |
2,454.9 |
|
| S4 |
2,388.7 |
2,399.3 |
2,447.7 |
|
|
| 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 |
2,529.0 |
2,438.0 |
91.0 |
3.7% |
41.8 |
1.7% |
26% |
False |
False |
7,497 |
| 10 |
2,533.0 |
2,410.0 |
123.0 |
5.0% |
47.8 |
1.9% |
42% |
False |
False |
5,598 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
10.0% |
52.6 |
2.1% |
71% |
False |
False |
4,696 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
17.7% |
53.7 |
2.2% |
84% |
False |
False |
3,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.5 |
|
2.618 |
2,550.1 |
|
1.618 |
2,524.1 |
|
1.000 |
2,508.0 |
|
0.618 |
2,498.1 |
|
HIGH |
2,482.0 |
|
0.618 |
2,472.1 |
|
0.500 |
2,469.0 |
|
0.382 |
2,465.9 |
|
LOW |
2,456.0 |
|
0.618 |
2,439.9 |
|
1.000 |
2,430.0 |
|
1.618 |
2,413.9 |
|
2.618 |
2,387.9 |
|
4.250 |
2,345.5 |
|
|