| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,031.0 |
2,048.0 |
17.0 |
0.8% |
1,816.0 |
| High |
2,053.0 |
2,068.0 |
15.0 |
0.7% |
2,018.0 |
| Low |
1,983.0 |
1,988.0 |
5.0 |
0.3% |
1,761.0 |
| Close |
2,010.0 |
2,015.0 |
5.0 |
0.2% |
1,970.0 |
| Range |
70.0 |
80.0 |
10.0 |
14.3% |
257.0 |
| ATR |
88.7 |
88.1 |
-0.6 |
-0.7% |
0.0 |
| Volume |
2,439,554 |
2,367,369 |
-72,185 |
-3.0% |
9,158,496 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.7 |
2,219.3 |
2,059.0 |
|
| R3 |
2,183.7 |
2,139.3 |
2,037.0 |
|
| R2 |
2,103.7 |
2,103.7 |
2,029.7 |
|
| R1 |
2,059.3 |
2,059.3 |
2,022.3 |
2,041.5 |
| PP |
2,023.7 |
2,023.7 |
2,023.7 |
2,014.8 |
| S1 |
1,979.3 |
1,979.3 |
2,007.7 |
1,961.5 |
| S2 |
1,943.7 |
1,943.7 |
2,000.3 |
|
| S3 |
1,863.7 |
1,899.3 |
1,993.0 |
|
| S4 |
1,783.7 |
1,819.3 |
1,971.0 |
|
|
| 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 |
2,068.0 |
1,877.0 |
191.0 |
9.5% |
75.6 |
3.8% |
72% |
True |
False |
2,032,484 |
| 10 |
2,068.0 |
1,761.0 |
307.0 |
15.2% |
85.9 |
4.3% |
83% |
True |
False |
1,962,064 |
| 20 |
2,148.0 |
1,761.0 |
387.0 |
19.2% |
83.0 |
4.1% |
66% |
False |
False |
1,792,790 |
| 40 |
2,368.0 |
1,761.0 |
607.0 |
30.1% |
84.0 |
4.2% |
42% |
False |
False |
1,540,624 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
42.6% |
83.0 |
4.1% |
30% |
False |
False |
1,350,945 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
42.6% |
92.1 |
4.6% |
30% |
False |
False |
1,026,016 |
| 100 |
2,781.0 |
1,761.0 |
1,020.0 |
50.6% |
103.1 |
5.1% |
25% |
False |
False |
822,282 |
| 120 |
3,326.0 |
1,761.0 |
1,565.0 |
77.7% |
115.1 |
5.7% |
16% |
False |
False |
685,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.0 |
|
2.618 |
2,277.4 |
|
1.618 |
2,197.4 |
|
1.000 |
2,148.0 |
|
0.618 |
2,117.4 |
|
HIGH |
2,068.0 |
|
0.618 |
2,037.4 |
|
0.500 |
2,028.0 |
|
0.382 |
2,018.6 |
|
LOW |
1,988.0 |
|
0.618 |
1,938.6 |
|
1.000 |
1,908.0 |
|
1.618 |
1,858.6 |
|
2.618 |
1,778.6 |
|
4.250 |
1,648.0 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.0 |
2,025.5 |
| PP |
2,023.7 |
2,022.0 |
| S1 |
2,019.3 |
2,018.5 |
|