| 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 |
2,817.0 |
2,825.0 |
8.0 |
0.3% |
2,813.0 |
| High |
2,825.0 |
2,832.0 |
7.0 |
0.2% |
2,832.0 |
| Low |
2,783.0 |
2,804.0 |
21.0 |
0.8% |
2,760.0 |
| Close |
2,793.0 |
2,813.0 |
20.0 |
0.7% |
2,813.0 |
| Range |
42.0 |
28.0 |
-14.0 |
-33.3% |
72.0 |
| ATR |
46.0 |
45.5 |
-0.5 |
-1.1% |
0.0 |
| Volume |
2,699 |
2,761 |
62 |
2.3% |
19,843 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.3 |
2,884.7 |
2,828.4 |
|
| R3 |
2,872.3 |
2,856.7 |
2,820.7 |
|
| R2 |
2,844.3 |
2,844.3 |
2,818.1 |
|
| R1 |
2,828.7 |
2,828.7 |
2,815.6 |
2,822.5 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,813.3 |
| S1 |
2,800.7 |
2,800.7 |
2,810.4 |
2,794.5 |
| S2 |
2,788.3 |
2,788.3 |
2,807.9 |
|
| S3 |
2,760.3 |
2,772.7 |
2,805.3 |
|
| S4 |
2,732.3 |
2,744.7 |
2,797.6 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.7 |
2,987.3 |
2,852.6 |
|
| R3 |
2,945.7 |
2,915.3 |
2,832.8 |
|
| R2 |
2,873.7 |
2,873.7 |
2,826.2 |
|
| R1 |
2,843.3 |
2,843.3 |
2,819.6 |
2,849.0 |
| PP |
2,801.7 |
2,801.7 |
2,801.7 |
2,804.5 |
| S1 |
2,771.3 |
2,771.3 |
2,806.4 |
2,777.0 |
| S2 |
2,729.7 |
2,729.7 |
2,799.8 |
|
| S3 |
2,657.7 |
2,699.3 |
2,793.2 |
|
| S4 |
2,585.7 |
2,627.3 |
2,773.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,832.0 |
2,760.0 |
72.0 |
2.6% |
38.0 |
1.4% |
74% |
True |
False |
3,968 |
| 10 |
2,893.0 |
2,760.0 |
133.0 |
4.7% |
40.2 |
1.4% |
40% |
False |
False |
10,223 |
| 20 |
2,975.0 |
2,760.0 |
215.0 |
7.6% |
44.2 |
1.6% |
25% |
False |
False |
21,202 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.7% |
39.1 |
1.4% |
25% |
False |
False |
21,478 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
42.9 |
1.5% |
58% |
False |
False |
19,325 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.5% |
40.3 |
1.4% |
54% |
False |
False |
14,595 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.5% |
39.3 |
1.4% |
54% |
False |
False |
11,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.0 |
|
2.618 |
2,905.3 |
|
1.618 |
2,877.3 |
|
1.000 |
2,860.0 |
|
0.618 |
2,849.3 |
|
HIGH |
2,832.0 |
|
0.618 |
2,821.3 |
|
0.500 |
2,818.0 |
|
0.382 |
2,814.7 |
|
LOW |
2,804.0 |
|
0.618 |
2,786.7 |
|
1.000 |
2,776.0 |
|
1.618 |
2,758.7 |
|
2.618 |
2,730.7 |
|
4.250 |
2,685.0 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,818.0 |
2,807.3 |
| PP |
2,816.3 |
2,801.7 |
| S1 |
2,814.7 |
2,796.0 |
|