| 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 |
2,825.0 |
2,834.0 |
9.0 |
0.3% |
2,810.0 |
| High |
2,834.0 |
2,873.0 |
39.0 |
1.4% |
2,834.0 |
| Low |
2,803.0 |
2,832.0 |
29.0 |
1.0% |
2,755.0 |
| Close |
2,808.0 |
2,872.0 |
64.0 |
2.3% |
2,808.0 |
| Range |
31.0 |
41.0 |
10.0 |
32.3% |
79.0 |
| ATR |
48.2 |
49.4 |
1.2 |
2.5% |
0.0 |
| Volume |
1,249,466 |
1,512,533 |
263,067 |
21.1% |
6,664,345 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,968.0 |
2,894.6 |
|
| R3 |
2,941.0 |
2,927.0 |
2,883.3 |
|
| R2 |
2,900.0 |
2,900.0 |
2,879.5 |
|
| R1 |
2,886.0 |
2,886.0 |
2,875.8 |
2,893.0 |
| PP |
2,859.0 |
2,859.0 |
2,859.0 |
2,862.5 |
| S1 |
2,845.0 |
2,845.0 |
2,868.2 |
2,852.0 |
| S2 |
2,818.0 |
2,818.0 |
2,864.5 |
|
| S3 |
2,777.0 |
2,804.0 |
2,860.7 |
|
| S4 |
2,736.0 |
2,763.0 |
2,849.5 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,001.0 |
2,851.5 |
|
| R3 |
2,957.0 |
2,922.0 |
2,829.7 |
|
| R2 |
2,878.0 |
2,878.0 |
2,822.5 |
|
| R1 |
2,843.0 |
2,843.0 |
2,815.2 |
2,821.0 |
| PP |
2,799.0 |
2,799.0 |
2,799.0 |
2,788.0 |
| S1 |
2,764.0 |
2,764.0 |
2,800.8 |
2,742.0 |
| S2 |
2,720.0 |
2,720.0 |
2,793.5 |
|
| S3 |
2,641.0 |
2,685.0 |
2,786.3 |
|
| S4 |
2,562.0 |
2,606.0 |
2,764.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,873.0 |
2,755.0 |
118.0 |
4.1% |
43.0 |
1.5% |
99% |
True |
False |
1,331,855 |
| 10 |
2,894.0 |
2,755.0 |
139.0 |
4.8% |
44.2 |
1.5% |
84% |
False |
False |
1,222,148 |
| 20 |
2,958.0 |
2,755.0 |
203.0 |
7.1% |
48.2 |
1.7% |
58% |
False |
False |
1,278,776 |
| 40 |
2,980.0 |
2,755.0 |
225.0 |
7.8% |
42.8 |
1.5% |
52% |
False |
False |
1,078,979 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.6% |
46.2 |
1.6% |
72% |
False |
False |
1,013,868 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.0 |
1.6% |
69% |
False |
False |
761,650 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
44.9 |
1.6% |
69% |
False |
False |
609,617 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
42.9 |
1.5% |
69% |
False |
False |
508,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.3 |
|
2.618 |
2,980.3 |
|
1.618 |
2,939.3 |
|
1.000 |
2,914.0 |
|
0.618 |
2,898.3 |
|
HIGH |
2,873.0 |
|
0.618 |
2,857.3 |
|
0.500 |
2,852.5 |
|
0.382 |
2,847.7 |
|
LOW |
2,832.0 |
|
0.618 |
2,806.7 |
|
1.000 |
2,791.0 |
|
1.618 |
2,765.7 |
|
2.618 |
2,724.7 |
|
4.250 |
2,657.8 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,865.5 |
2,857.0 |
| PP |
2,859.0 |
2,842.0 |
| S1 |
2,852.5 |
2,827.0 |
|