| 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 |
1,529.8 |
1,524.0 |
-5.8 |
-0.4% |
1,515.7 |
| High |
1,534.2 |
1,542.0 |
7.8 |
0.5% |
1,542.0 |
| Low |
1,518.1 |
1,524.0 |
5.9 |
0.4% |
1,508.4 |
| Close |
1,526.3 |
1,539.9 |
13.6 |
0.9% |
1,539.9 |
| Range |
16.1 |
18.0 |
1.9 |
11.8% |
33.6 |
| ATR |
21.3 |
21.1 |
-0.2 |
-1.1% |
0.0 |
| Volume |
5,204 |
3,347 |
-1,857 |
-35.7% |
26,120 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,589.3 |
1,582.6 |
1,549.8 |
|
| R3 |
1,571.3 |
1,564.6 |
1,544.9 |
|
| R2 |
1,553.3 |
1,553.3 |
1,543.2 |
|
| R1 |
1,546.6 |
1,546.6 |
1,541.6 |
1,550.0 |
| PP |
1,535.3 |
1,535.3 |
1,535.3 |
1,537.0 |
| S1 |
1,528.6 |
1,528.6 |
1,538.3 |
1,532.0 |
| S2 |
1,517.3 |
1,517.3 |
1,536.6 |
|
| S3 |
1,499.3 |
1,510.6 |
1,535.0 |
|
| S4 |
1,481.3 |
1,492.6 |
1,530.0 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.9 |
1,619.0 |
1,558.4 |
|
| R3 |
1,597.3 |
1,585.4 |
1,549.1 |
|
| R2 |
1,563.7 |
1,563.7 |
1,546.1 |
|
| R1 |
1,551.8 |
1,551.8 |
1,543.0 |
1,557.8 |
| PP |
1,530.1 |
1,530.1 |
1,530.1 |
1,533.1 |
| S1 |
1,518.2 |
1,518.2 |
1,536.8 |
1,524.2 |
| S2 |
1,496.5 |
1,496.5 |
1,533.7 |
|
| S3 |
1,462.9 |
1,484.6 |
1,530.7 |
|
| S4 |
1,429.3 |
1,451.0 |
1,521.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,542.0 |
1,508.4 |
33.6 |
2.2% |
14.4 |
0.9% |
94% |
True |
False |
5,224 |
| 10 |
1,542.0 |
1,475.0 |
67.0 |
4.4% |
16.8 |
1.1% |
97% |
True |
False |
5,141 |
| 20 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
24.3 |
1.6% |
65% |
False |
False |
5,174 |
| 40 |
1,579.5 |
1,418.5 |
161.0 |
10.5% |
20.8 |
1.3% |
75% |
False |
False |
3,539 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
19.5 |
1.3% |
79% |
False |
False |
2,832 |
| 80 |
1,579.5 |
1,332.3 |
247.2 |
16.1% |
18.5 |
1.2% |
84% |
False |
False |
2,450 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.6 |
1.2% |
85% |
False |
False |
2,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,618.5 |
|
2.618 |
1,589.1 |
|
1.618 |
1,571.1 |
|
1.000 |
1,560.0 |
|
0.618 |
1,553.1 |
|
HIGH |
1,542.0 |
|
0.618 |
1,535.1 |
|
0.500 |
1,533.0 |
|
0.382 |
1,530.9 |
|
LOW |
1,524.0 |
|
0.618 |
1,512.9 |
|
1.000 |
1,506.0 |
|
1.618 |
1,494.9 |
|
2.618 |
1,476.9 |
|
4.250 |
1,447.5 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,537.6 |
1,536.6 |
| PP |
1,535.3 |
1,533.3 |
| S1 |
1,533.0 |
1,530.1 |
|