| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,816.0 |
1,801.0 |
-15.0 |
-0.8% |
1,937.0 |
| High |
1,829.0 |
1,927.0 |
98.0 |
5.4% |
1,942.0 |
| Low |
1,761.0 |
1,796.0 |
35.0 |
2.0% |
1,784.0 |
| Close |
1,811.0 |
1,918.0 |
107.0 |
5.9% |
1,808.0 |
| Range |
68.0 |
131.0 |
63.0 |
92.6% |
158.0 |
| ATR |
87.9 |
90.9 |
3.1 |
3.5% |
0.0 |
| Volume |
1,749,371 |
1,919,961 |
170,590 |
9.8% |
7,055,692 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.3 |
2,226.7 |
1,990.1 |
|
| R3 |
2,142.3 |
2,095.7 |
1,954.0 |
|
| R2 |
2,011.3 |
2,011.3 |
1,942.0 |
|
| R1 |
1,964.7 |
1,964.7 |
1,930.0 |
1,988.0 |
| PP |
1,880.3 |
1,880.3 |
1,880.3 |
1,892.0 |
| S1 |
1,833.7 |
1,833.7 |
1,906.0 |
1,857.0 |
| S2 |
1,749.3 |
1,749.3 |
1,894.0 |
|
| S3 |
1,618.3 |
1,702.7 |
1,882.0 |
|
| S4 |
1,487.3 |
1,571.7 |
1,846.0 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.7 |
2,221.3 |
1,894.9 |
|
| R3 |
2,160.7 |
2,063.3 |
1,851.5 |
|
| R2 |
2,002.7 |
2,002.7 |
1,837.0 |
|
| R1 |
1,905.3 |
1,905.3 |
1,822.5 |
1,875.0 |
| PP |
1,844.7 |
1,844.7 |
1,844.7 |
1,829.5 |
| S1 |
1,747.3 |
1,747.3 |
1,793.5 |
1,717.0 |
| S2 |
1,686.7 |
1,686.7 |
1,779.0 |
|
| S3 |
1,528.7 |
1,589.3 |
1,764.6 |
|
| S4 |
1,370.7 |
1,431.3 |
1,721.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,927.0 |
1,761.0 |
166.0 |
8.7% |
88.8 |
4.6% |
95% |
True |
False |
1,813,178 |
| 10 |
2,039.0 |
1,761.0 |
278.0 |
14.5% |
84.4 |
4.4% |
56% |
False |
False |
1,724,918 |
| 20 |
2,364.0 |
1,761.0 |
603.0 |
31.4% |
80.2 |
4.2% |
26% |
False |
False |
1,579,688 |
| 40 |
2,551.0 |
1,761.0 |
790.0 |
41.2% |
86.2 |
4.5% |
20% |
False |
False |
1,443,151 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
44.7% |
85.0 |
4.4% |
18% |
False |
False |
1,163,153 |
| 80 |
2,709.0 |
1,761.0 |
948.0 |
49.4% |
97.3 |
5.1% |
17% |
False |
False |
873,981 |
| 100 |
2,878.0 |
1,761.0 |
1,117.0 |
58.2% |
111.0 |
5.8% |
14% |
False |
False |
700,645 |
| 120 |
3,349.0 |
1,761.0 |
1,588.0 |
82.8% |
117.6 |
6.1% |
10% |
False |
False |
587,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.8 |
|
2.618 |
2,270.0 |
|
1.618 |
2,139.0 |
|
1.000 |
2,058.0 |
|
0.618 |
2,008.0 |
|
HIGH |
1,927.0 |
|
0.618 |
1,877.0 |
|
0.500 |
1,861.5 |
|
0.382 |
1,846.0 |
|
LOW |
1,796.0 |
|
0.618 |
1,715.0 |
|
1.000 |
1,665.0 |
|
1.618 |
1,584.0 |
|
2.618 |
1,453.0 |
|
4.250 |
1,239.3 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.2 |
1,893.3 |
| PP |
1,880.3 |
1,868.7 |
| S1 |
1,861.5 |
1,844.0 |
|