| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,914.0 |
1,905.0 |
-9.0 |
-0.5% |
1,937.0 |
| High |
1,984.0 |
1,998.0 |
14.0 |
0.7% |
1,942.0 |
| Low |
1,888.0 |
1,877.0 |
-11.0 |
-0.6% |
1,784.0 |
| Close |
1,931.0 |
1,959.0 |
28.0 |
1.5% |
1,808.0 |
| Range |
96.0 |
121.0 |
25.0 |
26.0% |
158.0 |
| ATR |
91.3 |
93.4 |
2.1 |
2.3% |
0.0 |
| Volume |
2,027,744 |
1,811,536 |
-216,208 |
-10.7% |
7,055,692 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.7 |
2,254.3 |
2,025.6 |
|
| R3 |
2,186.7 |
2,133.3 |
1,992.3 |
|
| R2 |
2,065.7 |
2,065.7 |
1,981.2 |
|
| R1 |
2,012.3 |
2,012.3 |
1,970.1 |
2,039.0 |
| PP |
1,944.7 |
1,944.7 |
1,944.7 |
1,958.0 |
| S1 |
1,891.3 |
1,891.3 |
1,947.9 |
1,918.0 |
| S2 |
1,823.7 |
1,823.7 |
1,936.8 |
|
| S3 |
1,702.7 |
1,770.3 |
1,925.7 |
|
| S4 |
1,581.7 |
1,649.3 |
1,892.5 |
|
|
| 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 |
1,998.0 |
1,761.0 |
237.0 |
12.1% |
100.0 |
5.1% |
84% |
True |
False |
1,900,036 |
| 10 |
2,039.0 |
1,761.0 |
278.0 |
14.2% |
88.6 |
4.5% |
71% |
False |
False |
1,780,062 |
| 20 |
2,278.0 |
1,761.0 |
517.0 |
26.4% |
82.7 |
4.2% |
38% |
False |
False |
1,644,586 |
| 40 |
2,449.0 |
1,761.0 |
688.0 |
35.1% |
87.8 |
4.5% |
29% |
False |
False |
1,487,470 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
43.8% |
85.0 |
4.3% |
23% |
False |
False |
1,226,282 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
43.8% |
96.5 |
4.9% |
23% |
False |
False |
921,928 |
| 100 |
2,878.0 |
1,761.0 |
1,117.0 |
57.0% |
108.7 |
5.5% |
18% |
False |
False |
738,953 |
| 120 |
3,349.0 |
1,761.0 |
1,588.0 |
81.1% |
118.2 |
6.0% |
12% |
False |
False |
618,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.3 |
|
2.618 |
2,314.8 |
|
1.618 |
2,193.8 |
|
1.000 |
2,119.0 |
|
0.618 |
2,072.8 |
|
HIGH |
1,998.0 |
|
0.618 |
1,951.8 |
|
0.500 |
1,937.5 |
|
0.382 |
1,923.2 |
|
LOW |
1,877.0 |
|
0.618 |
1,802.2 |
|
1.000 |
1,756.0 |
|
1.618 |
1,681.2 |
|
2.618 |
1,560.2 |
|
4.250 |
1,362.8 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,951.8 |
1,938.3 |
| PP |
1,944.7 |
1,917.7 |
| S1 |
1,937.5 |
1,897.0 |
|