| 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 |
1,316.50 |
1,326.50 |
10.00 |
0.8% |
1,326.00 |
| High |
1,327.50 |
1,333.75 |
6.25 |
0.5% |
1,333.75 |
| Low |
1,312.50 |
1,324.50 |
12.00 |
0.9% |
1,302.25 |
| Close |
1,326.50 |
1,330.00 |
3.50 |
0.3% |
1,330.00 |
| Range |
15.00 |
9.25 |
-5.75 |
-38.3% |
31.50 |
| ATR |
16.55 |
16.03 |
-0.52 |
-3.2% |
0.00 |
| Volume |
2,284,967 |
1,388,648 |
-896,319 |
-39.2% |
9,683,687 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.25 |
1,352.75 |
1,335.00 |
|
| R3 |
1,348.00 |
1,343.50 |
1,332.50 |
|
| R2 |
1,338.75 |
1,338.75 |
1,331.75 |
|
| R1 |
1,334.25 |
1,334.25 |
1,330.75 |
1,336.50 |
| PP |
1,329.50 |
1,329.50 |
1,329.50 |
1,330.50 |
| S1 |
1,325.00 |
1,325.00 |
1,329.25 |
1,327.25 |
| S2 |
1,320.25 |
1,320.25 |
1,328.25 |
|
| S3 |
1,311.00 |
1,315.75 |
1,327.50 |
|
| S4 |
1,301.75 |
1,306.50 |
1,325.00 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.50 |
1,404.75 |
1,347.25 |
|
| R3 |
1,385.00 |
1,373.25 |
1,338.75 |
|
| R2 |
1,353.50 |
1,353.50 |
1,335.75 |
|
| R1 |
1,341.75 |
1,341.75 |
1,333.00 |
1,347.50 |
| PP |
1,322.00 |
1,322.00 |
1,322.00 |
1,325.00 |
| S1 |
1,310.25 |
1,310.25 |
1,327.00 |
1,316.00 |
| S2 |
1,290.50 |
1,290.50 |
1,324.25 |
|
| S3 |
1,259.00 |
1,278.75 |
1,321.25 |
|
| S4 |
1,227.50 |
1,247.25 |
1,312.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,333.75 |
1,302.25 |
31.50 |
2.4% |
14.75 |
1.1% |
88% |
True |
False |
1,936,737 |
| 10 |
1,345.50 |
1,302.25 |
43.25 |
3.3% |
15.00 |
1.1% |
64% |
False |
False |
1,983,288 |
| 20 |
1,373.50 |
1,302.25 |
71.25 |
5.4% |
17.00 |
1.3% |
39% |
False |
False |
2,054,559 |
| 40 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
15.50 |
1.2% |
48% |
False |
False |
1,859,291 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.25 |
1.3% |
67% |
False |
False |
1,817,413 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.00 |
1.3% |
67% |
False |
False |
1,364,479 |
| 100 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
16.25 |
1.2% |
67% |
False |
False |
1,091,837 |
| 120 |
1,373.50 |
1,208.00 |
165.50 |
12.4% |
15.00 |
1.1% |
74% |
False |
False |
909,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.00 |
|
2.618 |
1,358.00 |
|
1.618 |
1,348.75 |
|
1.000 |
1,343.00 |
|
0.618 |
1,339.50 |
|
HIGH |
1,333.75 |
|
0.618 |
1,330.25 |
|
0.500 |
1,329.00 |
|
0.382 |
1,328.00 |
|
LOW |
1,324.50 |
|
0.618 |
1,318.75 |
|
1.000 |
1,315.25 |
|
1.618 |
1,309.50 |
|
2.618 |
1,300.25 |
|
4.250 |
1,285.25 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.75 |
1,326.00 |
| PP |
1,329.50 |
1,322.00 |
| S1 |
1,329.00 |
1,318.00 |
|