Day Change Summary |
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Previous |
Current |
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29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,421.11 |
1,451.37 |
30.26 |
2.1% |
1,351.13 |
High |
1,435.57 |
1,482.19 |
46.62 |
3.2% |
1,435.57 |
Low |
1,411.68 |
1,446.97 |
35.29 |
2.5% |
1,350.95 |
Close |
1,435.57 |
1,477.12 |
41.55 |
2.9% |
1,435.57 |
Range |
23.89 |
35.22 |
11.33 |
47.4% |
84.62 |
ATR |
34.71 |
35.56 |
0.85 |
2.4% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,574.42 |
1,560.99 |
1,496.49 |
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R3 |
1,539.20 |
1,525.77 |
1,486.81 |
|
R2 |
1,503.98 |
1,503.98 |
1,483.58 |
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R1 |
1,490.55 |
1,490.55 |
1,480.35 |
1,497.27 |
PP |
1,468.76 |
1,468.76 |
1,468.76 |
1,472.12 |
S1 |
1,455.33 |
1,455.33 |
1,473.89 |
1,462.05 |
S2 |
1,433.54 |
1,433.54 |
1,470.66 |
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S3 |
1,398.32 |
1,420.11 |
1,467.43 |
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S4 |
1,363.10 |
1,384.89 |
1,457.75 |
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Weekly Pivots for week ending 29-May-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.22 |
1,633.02 |
1,482.11 |
|
R3 |
1,576.60 |
1,548.40 |
1,458.84 |
|
R2 |
1,491.98 |
1,491.98 |
1,451.08 |
|
R1 |
1,463.78 |
1,463.78 |
1,443.33 |
1,477.88 |
PP |
1,407.36 |
1,407.36 |
1,407.36 |
1,414.42 |
S1 |
1,379.16 |
1,379.16 |
1,427.81 |
1,393.26 |
S2 |
1,322.74 |
1,322.74 |
1,420.06 |
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S3 |
1,238.12 |
1,294.54 |
1,412.30 |
|
S4 |
1,153.50 |
1,209.92 |
1,389.03 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,482.19 |
1,350.95 |
131.24 |
8.9% |
37.41 |
2.5% |
96% |
True |
False |
|
10 |
1,482.19 |
1,350.95 |
131.24 |
8.9% |
35.13 |
2.4% |
96% |
True |
False |
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20 |
1,482.19 |
1,339.82 |
142.37 |
9.6% |
33.47 |
2.3% |
96% |
True |
False |
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40 |
1,482.19 |
1,268.79 |
213.40 |
14.4% |
30.42 |
2.1% |
98% |
True |
False |
|
60 |
1,482.19 |
1,040.41 |
441.78 |
29.9% |
32.86 |
2.2% |
99% |
True |
False |
|
80 |
1,482.19 |
1,040.41 |
441.78 |
29.9% |
33.65 |
2.3% |
99% |
True |
False |
|
100 |
1,482.19 |
1,040.41 |
441.78 |
29.9% |
34.15 |
2.3% |
99% |
True |
False |
|
120 |
1,482.19 |
1,040.41 |
441.78 |
29.9% |
34.28 |
2.3% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,631.88 |
2.618 |
1,574.40 |
1.618 |
1,539.18 |
1.000 |
1,517.41 |
0.618 |
1,503.96 |
HIGH |
1,482.19 |
0.618 |
1,468.74 |
0.500 |
1,464.58 |
0.382 |
1,460.42 |
LOW |
1,446.97 |
0.618 |
1,425.20 |
1.000 |
1,411.75 |
1.618 |
1,389.98 |
2.618 |
1,354.76 |
4.250 |
1,297.29 |
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