| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,825.0 |
7.0 |
0.2% |
2,810.0 |
| High |
2,828.0 |
2,834.0 |
6.0 |
0.2% |
2,834.0 |
| Low |
2,781.0 |
2,803.0 |
22.0 |
0.8% |
2,755.0 |
| Close |
2,816.0 |
2,808.0 |
-8.0 |
-0.3% |
2,808.0 |
| Range |
47.0 |
31.0 |
-16.0 |
-34.0% |
79.0 |
| ATR |
49.6 |
48.2 |
-1.3 |
-2.7% |
0.0 |
| Volume |
1,419,188 |
1,249,466 |
-169,722 |
-12.0% |
6,664,345 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.0 |
2,889.0 |
2,825.1 |
|
| R3 |
2,877.0 |
2,858.0 |
2,816.5 |
|
| R2 |
2,846.0 |
2,846.0 |
2,813.7 |
|
| R1 |
2,827.0 |
2,827.0 |
2,810.8 |
2,821.0 |
| PP |
2,815.0 |
2,815.0 |
2,815.0 |
2,812.0 |
| S1 |
2,796.0 |
2,796.0 |
2,805.2 |
2,790.0 |
| S2 |
2,784.0 |
2,784.0 |
2,802.3 |
|
| S3 |
2,753.0 |
2,765.0 |
2,799.5 |
|
| S4 |
2,722.0 |
2,734.0 |
2,791.0 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,001.0 |
2,851.5 |
|
| R3 |
2,957.0 |
2,922.0 |
2,829.7 |
|
| R2 |
2,878.0 |
2,878.0 |
2,822.5 |
|
| R1 |
2,843.0 |
2,843.0 |
2,815.2 |
2,821.0 |
| PP |
2,799.0 |
2,799.0 |
2,799.0 |
2,788.0 |
| S1 |
2,764.0 |
2,764.0 |
2,800.8 |
2,742.0 |
| S2 |
2,720.0 |
2,720.0 |
2,793.5 |
|
| S3 |
2,641.0 |
2,685.0 |
2,786.3 |
|
| S4 |
2,562.0 |
2,606.0 |
2,764.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,834.0 |
2,755.0 |
79.0 |
2.8% |
41.2 |
1.5% |
67% |
True |
False |
1,332,869 |
| 10 |
2,894.0 |
2,755.0 |
139.0 |
5.0% |
43.8 |
1.6% |
38% |
False |
False |
1,198,088 |
| 20 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
48.1 |
1.7% |
24% |
False |
False |
1,232,606 |
| 40 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
42.7 |
1.5% |
24% |
False |
False |
1,069,762 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.9% |
46.3 |
1.6% |
56% |
False |
False |
988,659 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
45.0 |
1.6% |
53% |
False |
False |
742,746 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
44.9 |
1.6% |
53% |
False |
False |
594,493 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
43.0 |
1.5% |
53% |
False |
False |
496,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,965.8 |
|
2.618 |
2,915.2 |
|
1.618 |
2,884.2 |
|
1.000 |
2,865.0 |
|
0.618 |
2,853.2 |
|
HIGH |
2,834.0 |
|
0.618 |
2,822.2 |
|
0.500 |
2,818.5 |
|
0.382 |
2,814.8 |
|
LOW |
2,803.0 |
|
0.618 |
2,783.8 |
|
1.000 |
2,772.0 |
|
1.618 |
2,752.8 |
|
2.618 |
2,721.8 |
|
4.250 |
2,671.3 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,818.5 |
2,803.5 |
| PP |
2,815.0 |
2,799.0 |
| S1 |
2,811.5 |
2,794.5 |
|