| Day Change Summary |
|
Previous |
Current |
|
|
|
|
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 |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.84 |
1,516.53 |
1,485.00 |
|
| R3 |
1,505.45 |
1,499.14 |
1,480.22 |
|
| R2 |
1,488.06 |
1,488.06 |
1,478.63 |
|
| 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 |
|
| S3 |
1,435.89 |
1,446.97 |
1,470.66 |
|
| S4 |
1,418.50 |
1,429.58 |
1,465.88 |
|
|
| 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 |
7.1% |
27.61 |
1.9% |
82% |
False |
False |
|
| 10 |
1,493.80 |
1,350.95 |
142.85 |
9.7% |
33.00 |
2.2% |
87% |
False |
False |
|
| 20 |
1,493.80 |
1,339.82 |
153.98 |
10.4% |
33.65 |
2.3% |
88% |
False |
False |
|
| 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 |
|
| 100 |
1,493.80 |
1,040.41 |
453.39 |
30.7% |
34.04 |
2.3% |
96% |
False |
False |
|
| 120 |
1,493.80 |
1,040.41 |
453.39 |
30.7% |
33.90 |
2.3% |
96% |
False |
False |
|
|
|
|
| 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 |
|
|