| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,801.0 |
1,914.0 |
113.0 |
6.3% |
1,937.0 |
| High |
1,927.0 |
1,984.0 |
57.0 |
3.0% |
1,942.0 |
| Low |
1,796.0 |
1,888.0 |
92.0 |
5.1% |
1,784.0 |
| Close |
1,918.0 |
1,931.0 |
13.0 |
0.7% |
1,808.0 |
| Range |
131.0 |
96.0 |
-35.0 |
-26.7% |
158.0 |
| ATR |
90.9 |
91.3 |
0.4 |
0.4% |
0.0 |
| Volume |
1,919,961 |
2,027,744 |
107,783 |
5.6% |
7,055,692 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.3 |
2,172.7 |
1,983.8 |
|
| R3 |
2,126.3 |
2,076.7 |
1,957.4 |
|
| R2 |
2,030.3 |
2,030.3 |
1,948.6 |
|
| R1 |
1,980.7 |
1,980.7 |
1,939.8 |
2,005.5 |
| PP |
1,934.3 |
1,934.3 |
1,934.3 |
1,946.8 |
| S1 |
1,884.7 |
1,884.7 |
1,922.2 |
1,909.5 |
| S2 |
1,838.3 |
1,838.3 |
1,913.4 |
|
| S3 |
1,742.3 |
1,788.7 |
1,904.6 |
|
| S4 |
1,646.3 |
1,692.7 |
1,878.2 |
|
|
| 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 |
1,984.0 |
1,761.0 |
223.0 |
11.5% |
96.2 |
5.0% |
76% |
True |
False |
1,891,644 |
| 10 |
2,039.0 |
1,761.0 |
278.0 |
14.4% |
85.7 |
4.4% |
61% |
False |
False |
1,758,451 |
| 20 |
2,349.0 |
1,761.0 |
588.0 |
30.5% |
82.8 |
4.3% |
29% |
False |
False |
1,635,808 |
| 40 |
2,497.0 |
1,761.0 |
736.0 |
38.1% |
86.6 |
4.5% |
23% |
False |
False |
1,464,840 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
44.4% |
84.5 |
4.4% |
20% |
False |
False |
1,196,859 |
| 80 |
2,709.0 |
1,761.0 |
948.0 |
49.1% |
96.9 |
5.0% |
18% |
False |
False |
899,308 |
| 100 |
2,878.0 |
1,761.0 |
1,117.0 |
57.8% |
110.1 |
5.7% |
15% |
False |
False |
720,873 |
| 120 |
3,349.0 |
1,761.0 |
1,588.0 |
82.2% |
117.9 |
6.1% |
11% |
False |
False |
604,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.0 |
|
2.618 |
2,235.3 |
|
1.618 |
2,139.3 |
|
1.000 |
2,080.0 |
|
0.618 |
2,043.3 |
|
HIGH |
1,984.0 |
|
0.618 |
1,947.3 |
|
0.500 |
1,936.0 |
|
0.382 |
1,924.7 |
|
LOW |
1,888.0 |
|
0.618 |
1,828.7 |
|
1.000 |
1,792.0 |
|
1.618 |
1,732.7 |
|
2.618 |
1,636.7 |
|
4.250 |
1,480.0 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,936.0 |
1,911.5 |
| PP |
1,934.3 |
1,892.0 |
| S1 |
1,932.7 |
1,872.5 |
|