| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
2,462.0 |
2,490.0 |
28.0 |
1.1% |
2,463.0 |
| High |
2,482.0 |
2,520.0 |
38.0 |
1.5% |
2,533.0 |
| Low |
2,456.0 |
2,462.0 |
6.0 |
0.2% |
2,438.0 |
| Close |
2,462.0 |
2,484.0 |
22.0 |
0.9% |
2,489.0 |
| Range |
26.0 |
58.0 |
32.0 |
123.1% |
95.0 |
| ATR |
58.2 |
58.2 |
0.0 |
0.0% |
0.0 |
| Volume |
19,044 |
13,140 |
-5,904 |
-31.0% |
23,404 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.7 |
2,631.3 |
2,515.9 |
|
| R3 |
2,604.7 |
2,573.3 |
2,500.0 |
|
| R2 |
2,546.7 |
2,546.7 |
2,494.6 |
|
| R1 |
2,515.3 |
2,515.3 |
2,489.3 |
2,502.0 |
| PP |
2,488.7 |
2,488.7 |
2,488.7 |
2,482.0 |
| S1 |
2,457.3 |
2,457.3 |
2,478.7 |
2,444.0 |
| S2 |
2,430.7 |
2,430.7 |
2,473.4 |
|
| S3 |
2,372.7 |
2,399.3 |
2,468.1 |
|
| S4 |
2,314.7 |
2,341.3 |
2,452.1 |
|
|
| 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 |
2,439.0 |
90.0 |
3.6% |
41.0 |
1.7% |
50% |
False |
False |
9,821 |
| 10 |
2,533.0 |
2,410.0 |
123.0 |
5.0% |
49.1 |
2.0% |
60% |
False |
False |
6,772 |
| 20 |
2,533.0 |
2,286.0 |
247.0 |
9.9% |
50.7 |
2.0% |
80% |
False |
False |
5,250 |
| 40 |
2,533.0 |
2,096.0 |
437.0 |
17.6% |
54.0 |
2.2% |
89% |
False |
False |
3,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.5 |
|
2.618 |
2,671.8 |
|
1.618 |
2,613.8 |
|
1.000 |
2,578.0 |
|
0.618 |
2,555.8 |
|
HIGH |
2,520.0 |
|
0.618 |
2,497.8 |
|
0.500 |
2,491.0 |
|
0.382 |
2,484.2 |
|
LOW |
2,462.0 |
|
0.618 |
2,426.2 |
|
1.000 |
2,404.0 |
|
1.618 |
2,368.2 |
|
2.618 |
2,310.2 |
|
4.250 |
2,215.5 |
|
|