| 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 |
1,520.2 |
1,538.1 |
17.9 |
1.2% |
1,513.5 |
| High |
1,539.5 |
1,541.9 |
2.4 |
0.2% |
1,539.5 |
| Low |
1,520.0 |
1,533.1 |
13.1 |
0.9% |
1,504.9 |
| Close |
1,537.3 |
1,536.8 |
-0.5 |
0.0% |
1,537.3 |
| Range |
19.5 |
8.8 |
-10.7 |
-54.9% |
34.6 |
| ATR |
21.8 |
20.8 |
-0.9 |
-4.3% |
0.0 |
| Volume |
124,429 |
138,115 |
13,686 |
11.0% |
502,172 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.7 |
1,559.0 |
1,541.6 |
|
| R3 |
1,554.9 |
1,550.2 |
1,539.2 |
|
| R2 |
1,546.1 |
1,546.1 |
1,538.4 |
|
| R1 |
1,541.4 |
1,541.4 |
1,537.6 |
1,539.4 |
| PP |
1,537.3 |
1,537.3 |
1,537.3 |
1,536.2 |
| S1 |
1,532.6 |
1,532.6 |
1,536.0 |
1,530.6 |
| S2 |
1,528.5 |
1,528.5 |
1,535.2 |
|
| S3 |
1,519.7 |
1,523.8 |
1,534.4 |
|
| S4 |
1,510.9 |
1,515.0 |
1,532.0 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.0 |
1,618.8 |
1,556.3 |
|
| R3 |
1,596.4 |
1,584.2 |
1,546.8 |
|
| R2 |
1,561.8 |
1,561.8 |
1,543.6 |
|
| R1 |
1,549.6 |
1,549.6 |
1,540.5 |
1,555.7 |
| PP |
1,527.2 |
1,527.2 |
1,527.2 |
1,530.3 |
| S1 |
1,515.0 |
1,515.0 |
1,534.1 |
1,521.1 |
| S2 |
1,492.6 |
1,492.6 |
1,531.0 |
|
| S3 |
1,458.0 |
1,480.4 |
1,527.8 |
|
| S4 |
1,423.4 |
1,445.8 |
1,518.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,541.9 |
1,514.2 |
27.7 |
1.8% |
14.3 |
0.9% |
82% |
True |
False |
118,215 |
| 10 |
1,541.9 |
1,472.6 |
69.3 |
4.5% |
17.0 |
1.1% |
93% |
True |
False |
72,648 |
| 20 |
1,552.0 |
1,464.1 |
87.9 |
5.7% |
23.8 |
1.6% |
83% |
False |
False |
42,639 |
| 40 |
1,577.7 |
1,431.4 |
146.3 |
9.5% |
20.9 |
1.4% |
72% |
False |
False |
24,131 |
| 60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.5 |
1.3% |
78% |
False |
False |
16,765 |
| 80 |
1,577.7 |
1,347.4 |
230.3 |
15.0% |
17.9 |
1.2% |
82% |
False |
False |
12,942 |
| 100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.9 |
1.2% |
84% |
False |
False |
10,527 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.0 |
1.1% |
84% |
False |
False |
8,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,579.3 |
|
2.618 |
1,564.9 |
|
1.618 |
1,556.1 |
|
1.000 |
1,550.7 |
|
0.618 |
1,547.3 |
|
HIGH |
1,541.9 |
|
0.618 |
1,538.5 |
|
0.500 |
1,537.5 |
|
0.382 |
1,536.5 |
|
LOW |
1,533.1 |
|
0.618 |
1,527.7 |
|
1.000 |
1,524.3 |
|
1.618 |
1,518.9 |
|
2.618 |
1,510.1 |
|
4.250 |
1,495.7 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,537.5 |
1,534.1 |
| PP |
1,537.3 |
1,531.4 |
| S1 |
1,537.0 |
1,528.8 |
|