| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1,451.37 |
1,470.30 |
18.93 |
1.3% |
1,351.13 |
| High |
1,482.19 |
1,493.80 |
11.61 |
0.8% |
1,435.57 |
| Low |
1,446.97 |
1,466.28 |
19.31 |
1.3% |
1,350.95 |
| Close |
1,477.12 |
1,480.31 |
3.19 |
0.2% |
1,435.57 |
| Range |
35.22 |
27.52 |
-7.70 |
-21.9% |
84.62 |
| ATR |
35.56 |
34.99 |
-0.57 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,562.69 |
1,549.02 |
1,495.45 |
|
| R3 |
1,535.17 |
1,521.50 |
1,487.88 |
|
| R2 |
1,507.65 |
1,507.65 |
1,485.36 |
|
| R1 |
1,493.98 |
1,493.98 |
1,482.83 |
1,500.82 |
| PP |
1,480.13 |
1,480.13 |
1,480.13 |
1,483.55 |
| S1 |
1,466.46 |
1,466.46 |
1,477.79 |
1,473.30 |
| S2 |
1,452.61 |
1,452.61 |
1,475.26 |
|
| S3 |
1,425.09 |
1,438.94 |
1,472.74 |
|
| S4 |
1,397.57 |
1,411.42 |
1,465.17 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
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 |
|
| S3 |
1,238.12 |
1,294.54 |
1,412.30 |
|
| S4 |
1,153.50 |
1,209.92 |
1,389.03 |
|
|
| 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 |
7.0% |
30.21 |
2.0% |
87% |
True |
False |
|
| 10 |
1,493.80 |
1,350.95 |
142.85 |
9.7% |
34.35 |
2.3% |
91% |
True |
False |
|
| 20 |
1,493.80 |
1,339.82 |
153.98 |
10.4% |
33.62 |
2.3% |
91% |
True |
False |
|
| 40 |
1,493.80 |
1,268.79 |
225.01 |
15.2% |
30.54 |
2.1% |
94% |
True |
False |
|
| 60 |
1,493.80 |
1,040.41 |
453.39 |
30.6% |
32.58 |
2.2% |
97% |
True |
False |
|
| 80 |
1,493.80 |
1,040.41 |
453.39 |
30.6% |
33.36 |
2.3% |
97% |
True |
False |
|
| 100 |
1,493.80 |
1,040.41 |
453.39 |
30.6% |
34.15 |
2.3% |
97% |
True |
False |
|
| 120 |
1,493.80 |
1,040.41 |
453.39 |
30.6% |
34.17 |
2.3% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,610.76 |
|
2.618 |
1,565.85 |
|
1.618 |
1,538.33 |
|
1.000 |
1,521.32 |
|
0.618 |
1,510.81 |
|
HIGH |
1,493.80 |
|
0.618 |
1,483.29 |
|
0.500 |
1,480.04 |
|
0.382 |
1,476.79 |
|
LOW |
1,466.28 |
|
0.618 |
1,449.27 |
|
1.000 |
1,438.76 |
|
1.618 |
1,421.75 |
|
2.618 |
1,394.23 |
|
4.250 |
1,349.32 |
|
|