| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,996.0 |
2,005.0 |
9.0 |
0.5% |
1,816.0 |
| High |
2,018.0 |
2,049.0 |
31.0 |
1.5% |
2,018.0 |
| Low |
1,960.0 |
2,000.0 |
40.0 |
2.0% |
1,761.0 |
| Close |
1,970.0 |
2,029.0 |
59.0 |
3.0% |
1,970.0 |
| Range |
58.0 |
49.0 |
-9.0 |
-15.5% |
257.0 |
| ATR |
91.0 |
90.1 |
-0.9 |
-0.9% |
0.0 |
| Volume |
1,649,884 |
1,894,077 |
244,193 |
14.8% |
9,158,496 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.0 |
2,150.0 |
2,056.0 |
|
| R3 |
2,124.0 |
2,101.0 |
2,042.5 |
|
| R2 |
2,075.0 |
2,075.0 |
2,038.0 |
|
| R1 |
2,052.0 |
2,052.0 |
2,033.5 |
2,063.5 |
| PP |
2,026.0 |
2,026.0 |
2,026.0 |
2,031.8 |
| S1 |
2,003.0 |
2,003.0 |
2,024.5 |
2,014.5 |
| S2 |
1,977.0 |
1,977.0 |
2,020.0 |
|
| S3 |
1,928.0 |
1,954.0 |
2,015.5 |
|
| S4 |
1,879.0 |
1,905.0 |
2,002.1 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,687.3 |
2,585.7 |
2,111.4 |
|
| R3 |
2,430.3 |
2,328.7 |
2,040.7 |
|
| R2 |
2,173.3 |
2,173.3 |
2,017.1 |
|
| R1 |
2,071.7 |
2,071.7 |
1,993.6 |
2,122.5 |
| PP |
1,916.3 |
1,916.3 |
1,916.3 |
1,941.8 |
| S1 |
1,814.7 |
1,814.7 |
1,946.4 |
1,865.5 |
| S2 |
1,659.3 |
1,659.3 |
1,922.9 |
|
| S3 |
1,402.3 |
1,557.7 |
1,899.3 |
|
| S4 |
1,145.3 |
1,300.7 |
1,828.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,049.0 |
1,796.0 |
253.0 |
12.5% |
91.0 |
4.5% |
92% |
True |
False |
1,860,640 |
| 10 |
2,049.0 |
1,761.0 |
288.0 |
14.2% |
85.7 |
4.2% |
93% |
True |
False |
1,810,826 |
| 20 |
2,270.0 |
1,761.0 |
509.0 |
25.1% |
82.1 |
4.0% |
53% |
False |
False |
1,685,623 |
| 40 |
2,368.0 |
1,761.0 |
607.0 |
29.9% |
84.8 |
4.2% |
44% |
False |
False |
1,502,984 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
42.3% |
84.0 |
4.1% |
31% |
False |
False |
1,280,722 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
42.3% |
94.3 |
4.6% |
31% |
False |
False |
965,995 |
| 100 |
2,781.0 |
1,761.0 |
1,020.0 |
50.3% |
105.5 |
5.2% |
26% |
False |
False |
774,359 |
| 120 |
3,349.0 |
1,761.0 |
1,588.0 |
78.3% |
116.7 |
5.8% |
17% |
False |
False |
646,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.3 |
|
2.618 |
2,177.3 |
|
1.618 |
2,128.3 |
|
1.000 |
2,098.0 |
|
0.618 |
2,079.3 |
|
HIGH |
2,049.0 |
|
0.618 |
2,030.3 |
|
0.500 |
2,024.5 |
|
0.382 |
2,018.7 |
|
LOW |
2,000.0 |
|
0.618 |
1,969.7 |
|
1.000 |
1,951.0 |
|
1.618 |
1,920.7 |
|
2.618 |
1,871.7 |
|
4.250 |
1,791.8 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.5 |
2,007.0 |
| PP |
2,026.0 |
1,985.0 |
| S1 |
2,024.5 |
1,963.0 |
|