Day Change Summary |
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Previous |
Current |
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03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,472.25 |
1,476.28 |
4.03 |
0.3% |
1,351.13 |
High |
1,476.98 |
1,493.66 |
16.68 |
1.1% |
1,435.57 |
Low |
1,459.59 |
1,476.28 |
16.69 |
1.1% |
1,350.95 |
Close |
1,475.44 |
1,492.74 |
17.30 |
1.2% |
1,435.57 |
Range |
17.39 |
17.38 |
-0.01 |
-0.1% |
84.62 |
ATR |
33.97 |
32.85 |
-1.13 |
-3.3% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jun-2009 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.70 |
1,533.60 |
1,502.30 |
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R3 |
1,522.32 |
1,516.22 |
1,497.52 |
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R2 |
1,504.94 |
1,504.94 |
1,495.93 |
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R1 |
1,498.84 |
1,498.84 |
1,494.33 |
1,501.89 |
PP |
1,487.56 |
1,487.56 |
1,487.56 |
1,489.09 |
S1 |
1,481.46 |
1,481.46 |
1,491.15 |
1,484.51 |
S2 |
1,470.18 |
1,470.18 |
1,489.55 |
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S3 |
1,452.80 |
1,464.08 |
1,487.96 |
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S4 |
1,435.42 |
1,446.70 |
1,483.18 |
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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 |
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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 |
1,411.68 |
82.12 |
5.5% |
24.28 |
1.6% |
99% |
False |
False |
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10 |
1,493.80 |
1,350.95 |
142.85 |
9.6% |
31.31 |
2.1% |
99% |
False |
False |
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20 |
1,493.80 |
1,339.82 |
153.98 |
10.3% |
32.79 |
2.2% |
99% |
False |
False |
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40 |
1,493.80 |
1,280.29 |
213.51 |
14.3% |
30.05 |
2.0% |
100% |
False |
False |
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60 |
1,493.80 |
1,106.72 |
387.08 |
25.9% |
31.51 |
2.1% |
100% |
False |
False |
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80 |
1,493.80 |
1,040.41 |
453.39 |
30.4% |
33.10 |
2.2% |
100% |
False |
False |
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100 |
1,493.80 |
1,040.41 |
453.39 |
30.4% |
33.86 |
2.3% |
100% |
False |
False |
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120 |
1,493.80 |
1,040.41 |
453.39 |
30.4% |
33.77 |
2.3% |
100% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,567.53 |
2.618 |
1,539.16 |
1.618 |
1,521.78 |
1.000 |
1,511.04 |
0.618 |
1,504.40 |
HIGH |
1,493.66 |
0.618 |
1,487.02 |
0.500 |
1,484.97 |
0.382 |
1,482.92 |
LOW |
1,476.28 |
0.618 |
1,465.54 |
1.000 |
1,458.90 |
1.618 |
1,448.16 |
2.618 |
1,430.78 |
4.250 |
1,402.42 |
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