| 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 |
1,526.0 |
1,519.4 |
-6.6 |
-0.4% |
1,512.8 |
| High |
1,531.1 |
1,538.5 |
7.4 |
0.5% |
1,538.5 |
| Low |
1,514.6 |
1,518.4 |
3.8 |
0.3% |
1,503.7 |
| Close |
1,522.8 |
1,536.3 |
13.5 |
0.9% |
1,536.3 |
| Range |
16.5 |
20.1 |
3.6 |
21.8% |
34.8 |
| ATR |
22.5 |
22.4 |
-0.2 |
-0.8% |
0.0 |
| Volume |
177,340 |
71,863 |
-105,477 |
-59.5% |
816,910 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.4 |
1,583.9 |
1,547.4 |
|
| R3 |
1,571.3 |
1,563.8 |
1,541.8 |
|
| R2 |
1,551.2 |
1,551.2 |
1,540.0 |
|
| R1 |
1,543.7 |
1,543.7 |
1,538.1 |
1,547.5 |
| PP |
1,531.1 |
1,531.1 |
1,531.1 |
1,532.9 |
| S1 |
1,523.6 |
1,523.6 |
1,534.5 |
1,527.4 |
| S2 |
1,511.0 |
1,511.0 |
1,532.6 |
|
| S3 |
1,490.9 |
1,503.5 |
1,530.8 |
|
| S4 |
1,470.8 |
1,483.4 |
1,525.2 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.6 |
1,618.2 |
1,555.4 |
|
| R3 |
1,595.8 |
1,583.4 |
1,545.9 |
|
| R2 |
1,561.0 |
1,561.0 |
1,542.7 |
|
| R1 |
1,548.6 |
1,548.6 |
1,539.5 |
1,554.8 |
| PP |
1,526.2 |
1,526.2 |
1,526.2 |
1,529.3 |
| S1 |
1,513.8 |
1,513.8 |
1,533.1 |
1,520.0 |
| S2 |
1,491.4 |
1,491.4 |
1,529.9 |
|
| S3 |
1,456.6 |
1,479.0 |
1,526.7 |
|
| S4 |
1,421.8 |
1,444.2 |
1,517.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,538.5 |
1,503.7 |
34.8 |
2.3% |
15.8 |
1.0% |
94% |
True |
False |
163,382 |
| 10 |
1,538.5 |
1,471.1 |
67.4 |
4.4% |
18.2 |
1.2% |
97% |
True |
False |
158,568 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
25.8 |
1.7% |
64% |
False |
False |
180,835 |
| 40 |
1,577.4 |
1,413.5 |
163.9 |
10.7% |
22.1 |
1.4% |
75% |
False |
False |
157,784 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
12.7% |
21.0 |
1.4% |
79% |
False |
False |
119,376 |
| 80 |
1,577.4 |
1,327.0 |
250.4 |
16.3% |
19.9 |
1.3% |
84% |
False |
False |
91,101 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.9 |
1.3% |
85% |
False |
False |
73,745 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.6 |
1.3% |
85% |
False |
False |
61,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,623.9 |
|
2.618 |
1,591.1 |
|
1.618 |
1,571.0 |
|
1.000 |
1,558.6 |
|
0.618 |
1,550.9 |
|
HIGH |
1,538.5 |
|
0.618 |
1,530.8 |
|
0.500 |
1,528.5 |
|
0.382 |
1,526.1 |
|
LOW |
1,518.4 |
|
0.618 |
1,506.0 |
|
1.000 |
1,498.3 |
|
1.618 |
1,485.9 |
|
2.618 |
1,465.8 |
|
4.250 |
1,433.0 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,533.7 |
1,533.1 |
| PP |
1,531.1 |
1,529.8 |
| S1 |
1,528.5 |
1,526.6 |
|