| 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 |
2,309.75 |
2,326.50 |
16.75 |
0.7% |
2,335.00 |
| High |
2,331.00 |
2,338.50 |
7.50 |
0.3% |
2,342.75 |
| Low |
2,302.00 |
2,322.25 |
20.25 |
0.9% |
2,281.00 |
| Close |
2,325.25 |
2,332.50 |
7.25 |
0.3% |
2,332.50 |
| Range |
29.00 |
16.25 |
-12.75 |
-44.0% |
61.75 |
| ATR |
32.55 |
31.39 |
-1.16 |
-3.6% |
0.00 |
| Volume |
246,269 |
154,631 |
-91,638 |
-37.2% |
1,153,740 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,379.75 |
2,372.50 |
2,341.50 |
|
| R3 |
2,363.50 |
2,356.25 |
2,337.00 |
|
| R2 |
2,347.25 |
2,347.25 |
2,335.50 |
|
| R1 |
2,340.00 |
2,340.00 |
2,334.00 |
2,343.50 |
| PP |
2,331.00 |
2,331.00 |
2,331.00 |
2,333.00 |
| S1 |
2,323.75 |
2,323.75 |
2,331.00 |
2,327.50 |
| S2 |
2,314.75 |
2,314.75 |
2,329.50 |
|
| S3 |
2,298.50 |
2,307.50 |
2,328.00 |
|
| S4 |
2,282.25 |
2,291.25 |
2,323.50 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.00 |
2,480.00 |
2,366.50 |
|
| R3 |
2,442.25 |
2,418.25 |
2,349.50 |
|
| R2 |
2,380.50 |
2,380.50 |
2,343.75 |
|
| R1 |
2,356.50 |
2,356.50 |
2,338.25 |
2,337.50 |
| PP |
2,318.75 |
2,318.75 |
2,318.75 |
2,309.25 |
| S1 |
2,294.75 |
2,294.75 |
2,326.75 |
2,276.00 |
| S2 |
2,257.00 |
2,257.00 |
2,321.25 |
|
| S3 |
2,195.25 |
2,233.00 |
2,315.50 |
|
| S4 |
2,133.50 |
2,171.25 |
2,298.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,342.75 |
2,281.00 |
61.75 |
2.6% |
29.75 |
1.3% |
83% |
False |
False |
230,748 |
| 10 |
2,373.25 |
2,281.00 |
92.25 |
4.0% |
30.25 |
1.3% |
56% |
False |
False |
261,590 |
| 20 |
2,428.00 |
2,281.00 |
147.00 |
6.3% |
32.50 |
1.4% |
35% |
False |
False |
284,340 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.6% |
31.00 |
1.3% |
46% |
False |
False |
267,990 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.50 |
1.5% |
61% |
False |
False |
259,845 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
33.75 |
1.5% |
61% |
False |
False |
194,972 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
33.25 |
1.4% |
61% |
False |
False |
156,012 |
| 120 |
2,428.00 |
2,175.00 |
253.00 |
10.8% |
30.00 |
1.3% |
62% |
False |
False |
130,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,407.50 |
|
2.618 |
2,381.00 |
|
1.618 |
2,364.75 |
|
1.000 |
2,354.75 |
|
0.618 |
2,348.50 |
|
HIGH |
2,338.50 |
|
0.618 |
2,332.25 |
|
0.500 |
2,330.50 |
|
0.382 |
2,328.50 |
|
LOW |
2,322.25 |
|
0.618 |
2,312.25 |
|
1.000 |
2,306.00 |
|
1.618 |
2,296.00 |
|
2.618 |
2,279.75 |
|
4.250 |
2,253.25 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.75 |
2,325.00 |
| PP |
2,331.00 |
2,317.25 |
| S1 |
2,330.50 |
2,309.75 |
|