| 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 |
12,406 |
12,422 |
16 |
0.1% |
12,448 |
| High |
12,474 |
12,575 |
101 |
0.8% |
12,474 |
| Low |
12,382 |
12,420 |
38 |
0.3% |
12,227 |
| Close |
12,428 |
12,558 |
130 |
1.0% |
12,428 |
| Range |
92 |
155 |
63 |
68.5% |
247 |
| ATR |
143 |
144 |
1 |
0.6% |
0 |
| Volume |
78,552 |
78,552 |
0 |
0.0% |
536,214 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,983 |
12,925 |
12,643 |
|
| R3 |
12,828 |
12,770 |
12,601 |
|
| R2 |
12,673 |
12,673 |
12,587 |
|
| R1 |
12,615 |
12,615 |
12,572 |
12,644 |
| PP |
12,518 |
12,518 |
12,518 |
12,532 |
| S1 |
12,460 |
12,460 |
12,544 |
12,489 |
| S2 |
12,363 |
12,363 |
12,530 |
|
| S3 |
12,208 |
12,305 |
12,516 |
|
| S4 |
12,053 |
12,150 |
12,473 |
|
|
| 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 |
12,575 |
12,227 |
348 |
2.8% |
131 |
1.0% |
95% |
True |
False |
99,670 |
| 10 |
12,615 |
12,227 |
388 |
3.1% |
140 |
1.1% |
85% |
False |
False |
108,053 |
| 20 |
12,790 |
12,227 |
563 |
4.5% |
151 |
1.2% |
59% |
False |
False |
116,980 |
| 40 |
12,873 |
12,036 |
837 |
6.7% |
140 |
1.1% |
62% |
False |
False |
105,370 |
| 60 |
12,873 |
11,451 |
1,422 |
11.3% |
150 |
1.2% |
78% |
False |
False |
102,691 |
| 80 |
12,873 |
11,451 |
1,422 |
11.3% |
145 |
1.2% |
78% |
False |
False |
77,062 |
| 100 |
12,873 |
11,451 |
1,422 |
11.3% |
136 |
1.1% |
78% |
False |
False |
61,657 |
| 120 |
12,873 |
11,200 |
1,673 |
13.3% |
122 |
1.0% |
81% |
False |
False |
51,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,234 |
|
2.618 |
12,981 |
|
1.618 |
12,826 |
|
1.000 |
12,730 |
|
0.618 |
12,671 |
|
HIGH |
12,575 |
|
0.618 |
12,516 |
|
0.500 |
12,498 |
|
0.382 |
12,479 |
|
LOW |
12,420 |
|
0.618 |
12,324 |
|
1.000 |
12,265 |
|
1.618 |
12,169 |
|
2.618 |
12,014 |
|
4.250 |
11,761 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,538 |
12,518 |
| PP |
12,518 |
12,478 |
| S1 |
12,498 |
12,438 |
|