| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,326.50 |
2,331.25 |
4.75 |
0.2% |
2,335.00 |
| High |
2,338.50 |
2,377.75 |
39.25 |
1.7% |
2,342.75 |
| Low |
2,322.25 |
2,330.75 |
8.50 |
0.4% |
2,281.00 |
| Close |
2,332.50 |
2,371.75 |
39.25 |
1.7% |
2,332.50 |
| Range |
16.25 |
47.00 |
30.75 |
189.2% |
61.75 |
| ATR |
31.39 |
32.50 |
1.12 |
3.6% |
0.00 |
| Volume |
154,631 |
154,910 |
279 |
0.2% |
1,153,740 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.00 |
2,483.50 |
2,397.50 |
|
| R3 |
2,454.00 |
2,436.50 |
2,384.75 |
|
| R2 |
2,407.00 |
2,407.00 |
2,380.25 |
|
| R1 |
2,389.50 |
2,389.50 |
2,376.00 |
2,398.25 |
| PP |
2,360.00 |
2,360.00 |
2,360.00 |
2,364.50 |
| S1 |
2,342.50 |
2,342.50 |
2,367.50 |
2,351.25 |
| S2 |
2,313.00 |
2,313.00 |
2,363.25 |
|
| S3 |
2,266.00 |
2,295.50 |
2,358.75 |
|
| S4 |
2,219.00 |
2,248.50 |
2,346.00 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.00 |
2,480.00 |
2,366.50 |
|
| R3 |
2,442.25 |
2,418.25 |
2,349.50 |
|
| R2 |
2,380.50 |
2,380.50 |
2,343.75 |
|
| R1 |
2,356.50 |
2,356.50 |
2,338.25 |
2,337.50 |
| PP |
2,318.75 |
2,318.75 |
2,318.75 |
2,309.25 |
| S1 |
2,294.75 |
2,294.75 |
2,326.75 |
2,276.00 |
| S2 |
2,257.00 |
2,257.00 |
2,321.25 |
|
| S3 |
2,195.25 |
2,233.00 |
2,315.50 |
|
| S4 |
2,133.50 |
2,171.25 |
2,298.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.75 |
2,281.00 |
96.75 |
4.1% |
31.50 |
1.3% |
94% |
True |
False |
212,211 |
| 10 |
2,377.75 |
2,281.00 |
96.75 |
4.1% |
30.50 |
1.3% |
94% |
True |
False |
236,520 |
| 20 |
2,415.25 |
2,281.00 |
134.25 |
5.7% |
33.00 |
1.4% |
68% |
False |
False |
277,758 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.5% |
31.50 |
1.3% |
68% |
False |
False |
266,176 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.75 |
1.5% |
77% |
False |
False |
262,410 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.00 |
1.4% |
77% |
False |
False |
196,907 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
33.25 |
1.4% |
77% |
False |
False |
157,560 |
| 120 |
2,428.00 |
2,175.00 |
253.00 |
10.7% |
30.50 |
1.3% |
78% |
False |
False |
131,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.50 |
|
2.618 |
2,500.75 |
|
1.618 |
2,453.75 |
|
1.000 |
2,424.75 |
|
0.618 |
2,406.75 |
|
HIGH |
2,377.75 |
|
0.618 |
2,359.75 |
|
0.500 |
2,354.25 |
|
0.382 |
2,348.75 |
|
LOW |
2,330.75 |
|
0.618 |
2,301.75 |
|
1.000 |
2,283.75 |
|
1.618 |
2,254.75 |
|
2.618 |
2,207.75 |
|
4.250 |
2,131.00 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,366.00 |
2,361.00 |
| PP |
2,360.00 |
2,350.50 |
| S1 |
2,354.25 |
2,340.00 |
|