| 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 |
12,359 |
12,406 |
47 |
0.4% |
12,448 |
| High |
12,424 |
12,474 |
50 |
0.4% |
12,474 |
| Low |
12,300 |
12,382 |
82 |
0.7% |
12,227 |
| Close |
12,409 |
12,428 |
19 |
0.2% |
12,428 |
| Range |
124 |
92 |
-32 |
-25.8% |
247 |
| ATR |
147 |
143 |
-4 |
-2.7% |
0 |
| Volume |
121,304 |
78,552 |
-42,752 |
-35.2% |
536,214 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704 |
12,658 |
12,479 |
|
| R3 |
12,612 |
12,566 |
12,453 |
|
| R2 |
12,520 |
12,520 |
12,445 |
|
| R1 |
12,474 |
12,474 |
12,437 |
12,497 |
| PP |
12,428 |
12,428 |
12,428 |
12,440 |
| S1 |
12,382 |
12,382 |
12,420 |
12,405 |
| S2 |
12,336 |
12,336 |
12,411 |
|
| S3 |
12,244 |
12,290 |
12,403 |
|
| S4 |
12,152 |
12,198 |
12,378 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,117 |
13,020 |
12,564 |
|
| R3 |
12,870 |
12,773 |
12,496 |
|
| R2 |
12,623 |
12,623 |
12,473 |
|
| R1 |
12,526 |
12,526 |
12,451 |
12,451 |
| PP |
12,376 |
12,376 |
12,376 |
12,339 |
| S1 |
12,279 |
12,279 |
12,405 |
12,204 |
| S2 |
12,129 |
12,129 |
12,383 |
|
| S3 |
11,882 |
12,032 |
12,360 |
|
| S4 |
11,635 |
11,785 |
12,292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,474 |
12,227 |
247 |
2.0% |
129 |
1.0% |
81% |
True |
False |
107,242 |
| 10 |
12,615 |
12,227 |
388 |
3.1% |
136 |
1.1% |
52% |
False |
False |
111,439 |
| 20 |
12,873 |
12,227 |
646 |
5.2% |
150 |
1.2% |
31% |
False |
False |
118,248 |
| 40 |
12,873 |
12,036 |
837 |
6.7% |
139 |
1.1% |
47% |
False |
False |
105,503 |
| 60 |
12,873 |
11,451 |
1,422 |
11.4% |
151 |
1.2% |
69% |
False |
False |
101,387 |
| 80 |
12,873 |
11,451 |
1,422 |
11.4% |
144 |
1.2% |
69% |
False |
False |
76,080 |
| 100 |
12,873 |
11,451 |
1,422 |
11.4% |
136 |
1.1% |
69% |
False |
False |
60,871 |
| 120 |
12,873 |
11,200 |
1,673 |
13.5% |
121 |
1.0% |
73% |
False |
False |
50,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,865 |
|
2.618 |
12,715 |
|
1.618 |
12,623 |
|
1.000 |
12,566 |
|
0.618 |
12,531 |
|
HIGH |
12,474 |
|
0.618 |
12,439 |
|
0.500 |
12,428 |
|
0.382 |
12,417 |
|
LOW |
12,382 |
|
0.618 |
12,325 |
|
1.000 |
12,290 |
|
1.618 |
12,233 |
|
2.618 |
12,141 |
|
4.250 |
11,991 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,428 |
12,402 |
| PP |
12,428 |
12,376 |
| S1 |
12,428 |
12,351 |
|