| 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 |
2,826.0 |
1.0 |
0.0% |
2,813.0 |
| High |
2,832.0 |
2,872.0 |
40.0 |
1.4% |
2,832.0 |
| Low |
2,804.0 |
2,826.0 |
22.0 |
0.8% |
2,760.0 |
| Close |
2,813.0 |
2,872.0 |
59.0 |
2.1% |
2,813.0 |
| Range |
28.0 |
46.0 |
18.0 |
64.3% |
72.0 |
| ATR |
45.5 |
46.4 |
1.0 |
2.1% |
0.0 |
| Volume |
2,761 |
12,554 |
9,793 |
354.7% |
19,843 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.7 |
2,979.3 |
2,897.3 |
|
| R3 |
2,948.7 |
2,933.3 |
2,884.7 |
|
| R2 |
2,902.7 |
2,902.7 |
2,880.4 |
|
| R1 |
2,887.3 |
2,887.3 |
2,876.2 |
2,895.0 |
| PP |
2,856.7 |
2,856.7 |
2,856.7 |
2,860.5 |
| S1 |
2,841.3 |
2,841.3 |
2,867.8 |
2,849.0 |
| S2 |
2,810.7 |
2,810.7 |
2,863.6 |
|
| S3 |
2,764.7 |
2,795.3 |
2,859.4 |
|
| S4 |
2,718.7 |
2,749.3 |
2,846.7 |
|
|
| 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 |
2,872.0 |
2,760.0 |
112.0 |
3.9% |
40.6 |
1.4% |
100% |
True |
False |
6,353 |
| 10 |
2,893.0 |
2,760.0 |
133.0 |
4.6% |
41.8 |
1.5% |
84% |
False |
False |
11,459 |
| 20 |
2,958.0 |
2,760.0 |
198.0 |
6.9% |
44.7 |
1.6% |
57% |
False |
False |
21,542 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.6% |
39.5 |
1.4% |
53% |
False |
False |
21,789 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.4% |
43.0 |
1.5% |
73% |
False |
False |
19,301 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
40.5 |
1.4% |
69% |
False |
False |
14,751 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
39.4 |
1.4% |
69% |
False |
False |
11,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.5 |
|
2.618 |
2,992.4 |
|
1.618 |
2,946.4 |
|
1.000 |
2,918.0 |
|
0.618 |
2,900.4 |
|
HIGH |
2,872.0 |
|
0.618 |
2,854.4 |
|
0.500 |
2,849.0 |
|
0.382 |
2,843.6 |
|
LOW |
2,826.0 |
|
0.618 |
2,797.6 |
|
1.000 |
2,780.0 |
|
1.618 |
2,751.6 |
|
2.618 |
2,705.6 |
|
4.250 |
2,630.5 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.3 |
2,857.2 |
| PP |
2,856.7 |
2,842.3 |
| S1 |
2,849.0 |
2,827.5 |
|