Day Change Summary |
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Previous |
Current |
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05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1,503.78 |
1,482.21 |
-21.57 |
-1.4% |
1,451.37 |
High |
1,505.77 |
1,499.96 |
-5.81 |
-0.4% |
1,505.77 |
Low |
1,479.22 |
1,467.13 |
-12.09 |
-0.8% |
1,446.97 |
Close |
1,493.21 |
1,488.49 |
-4.72 |
-0.3% |
1,493.21 |
Range |
26.55 |
32.83 |
6.28 |
23.7% |
58.80 |
ATR |
32.40 |
32.43 |
0.03 |
0.1% |
0.00 |
Volume |
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Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,583.68 |
1,568.92 |
1,506.55 |
|
R3 |
1,550.85 |
1,536.09 |
1,497.52 |
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R2 |
1,518.02 |
1,518.02 |
1,494.51 |
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R1 |
1,503.26 |
1,503.26 |
1,491.50 |
1,510.64 |
PP |
1,485.19 |
1,485.19 |
1,485.19 |
1,488.89 |
S1 |
1,470.43 |
1,470.43 |
1,485.48 |
1,477.81 |
S2 |
1,452.36 |
1,452.36 |
1,482.47 |
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S3 |
1,419.53 |
1,437.60 |
1,479.46 |
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S4 |
1,386.70 |
1,404.77 |
1,470.43 |
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Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.38 |
1,634.60 |
1,525.55 |
|
R3 |
1,599.58 |
1,575.80 |
1,509.38 |
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R2 |
1,540.78 |
1,540.78 |
1,503.99 |
|
R1 |
1,517.00 |
1,517.00 |
1,498.60 |
1,528.89 |
PP |
1,481.98 |
1,481.98 |
1,481.98 |
1,487.93 |
S1 |
1,458.20 |
1,458.20 |
1,487.82 |
1,470.09 |
S2 |
1,423.18 |
1,423.18 |
1,482.43 |
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S3 |
1,364.38 |
1,399.40 |
1,477.04 |
|
S4 |
1,305.58 |
1,340.60 |
1,460.87 |
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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 |
1,505.77 |
1,459.59 |
46.18 |
3.1% |
24.33 |
1.6% |
63% |
False |
False |
|
10 |
1,505.77 |
1,350.95 |
154.82 |
10.4% |
30.87 |
2.1% |
89% |
False |
False |
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20 |
1,505.77 |
1,339.82 |
165.95 |
11.1% |
31.36 |
2.1% |
90% |
False |
False |
|
40 |
1,505.77 |
1,295.10 |
210.67 |
14.2% |
30.31 |
2.0% |
92% |
False |
False |
|
60 |
1,505.77 |
1,144.21 |
361.56 |
24.3% |
31.13 |
2.1% |
95% |
False |
False |
|
80 |
1,505.77 |
1,040.41 |
465.36 |
31.3% |
32.66 |
2.2% |
96% |
False |
False |
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100 |
1,505.77 |
1,040.41 |
465.36 |
31.3% |
33.75 |
2.3% |
96% |
False |
False |
|
120 |
1,505.77 |
1,040.41 |
465.36 |
31.3% |
33.37 |
2.2% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,639.49 |
2.618 |
1,585.91 |
1.618 |
1,553.08 |
1.000 |
1,532.79 |
0.618 |
1,520.25 |
HIGH |
1,499.96 |
0.618 |
1,487.42 |
0.500 |
1,483.55 |
0.382 |
1,479.67 |
LOW |
1,467.13 |
0.618 |
1,446.84 |
1.000 |
1,434.30 |
1.618 |
1,414.01 |
2.618 |
1,381.18 |
4.250 |
1,327.60 |
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