Day Change Summary |
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Previous |
Current |
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02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,470.30 |
1,472.25 |
1.95 |
0.1% |
1,351.13 |
High |
1,493.80 |
1,476.98 |
-16.82 |
-1.1% |
1,435.57 |
Low |
1,466.28 |
1,459.59 |
-6.69 |
-0.5% |
1,350.95 |
Close |
1,480.31 |
1,475.44 |
-4.87 |
-0.3% |
1,435.57 |
Range |
27.52 |
17.39 |
-10.13 |
-36.8% |
84.62 |
ATR |
34.99 |
33.97 |
-1.02 |
-2.9% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jun-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.84 |
1,516.53 |
1,485.00 |
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R3 |
1,505.45 |
1,499.14 |
1,480.22 |
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R2 |
1,488.06 |
1,488.06 |
1,478.63 |
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R1 |
1,481.75 |
1,481.75 |
1,477.03 |
1,484.91 |
PP |
1,470.67 |
1,470.67 |
1,470.67 |
1,472.25 |
S1 |
1,464.36 |
1,464.36 |
1,473.85 |
1,467.52 |
S2 |
1,453.28 |
1,453.28 |
1,472.25 |
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S3 |
1,435.89 |
1,446.97 |
1,470.66 |
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S4 |
1,418.50 |
1,429.58 |
1,465.88 |
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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 |
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R2 |
1,491.98 |
1,491.98 |
1,451.08 |
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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 |
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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 |
1,493.80 |
1,389.76 |
104.04 |
7.1% |
27.61 |
1.9% |
82% |
False |
False |
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10 |
1,493.80 |
1,350.95 |
142.85 |
9.7% |
33.00 |
2.2% |
87% |
False |
False |
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20 |
1,493.80 |
1,339.82 |
153.98 |
10.4% |
33.65 |
2.3% |
88% |
False |
False |
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40 |
1,493.80 |
1,268.79 |
225.01 |
15.3% |
30.30 |
2.1% |
92% |
False |
False |
|
60 |
1,493.80 |
1,060.42 |
433.38 |
29.4% |
32.09 |
2.2% |
96% |
False |
False |
|
80 |
1,493.80 |
1,040.41 |
453.39 |
30.7% |
33.12 |
2.2% |
96% |
False |
False |
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100 |
1,493.80 |
1,040.41 |
453.39 |
30.7% |
34.04 |
2.3% |
96% |
False |
False |
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120 |
1,493.80 |
1,040.41 |
453.39 |
30.7% |
33.90 |
2.3% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,550.89 |
2.618 |
1,522.51 |
1.618 |
1,505.12 |
1.000 |
1,494.37 |
0.618 |
1,487.73 |
HIGH |
1,476.98 |
0.618 |
1,470.34 |
0.500 |
1,468.29 |
0.382 |
1,466.23 |
LOW |
1,459.59 |
0.618 |
1,448.84 |
1.000 |
1,442.20 |
1.618 |
1,431.45 |
2.618 |
1,414.06 |
4.250 |
1,385.68 |
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