| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,048.0 |
2,040.0 |
-8.0 |
-0.4% |
1,816.0 |
| High |
2,068.0 |
2,088.0 |
20.0 |
1.0% |
2,018.0 |
| Low |
1,988.0 |
2,023.0 |
35.0 |
1.8% |
1,761.0 |
| Close |
2,015.0 |
2,039.0 |
24.0 |
1.2% |
1,970.0 |
| Range |
80.0 |
65.0 |
-15.0 |
-18.8% |
257.0 |
| ATR |
88.1 |
87.0 |
-1.1 |
-1.2% |
0.0 |
| Volume |
2,367,369 |
2,087,289 |
-280,080 |
-11.8% |
9,158,496 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.0 |
2,207.0 |
2,074.8 |
|
| R3 |
2,180.0 |
2,142.0 |
2,056.9 |
|
| R2 |
2,115.0 |
2,115.0 |
2,050.9 |
|
| R1 |
2,077.0 |
2,077.0 |
2,045.0 |
2,063.5 |
| PP |
2,050.0 |
2,050.0 |
2,050.0 |
2,043.3 |
| S1 |
2,012.0 |
2,012.0 |
2,033.0 |
1,998.5 |
| S2 |
1,985.0 |
1,985.0 |
2,027.1 |
|
| S3 |
1,920.0 |
1,947.0 |
2,021.1 |
|
| S4 |
1,855.0 |
1,882.0 |
2,003.3 |
|
|
| 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 |
2,088.0 |
1,960.0 |
128.0 |
6.3% |
64.4 |
3.2% |
62% |
True |
False |
2,087,634 |
| 10 |
2,088.0 |
1,761.0 |
327.0 |
16.0% |
82.2 |
4.0% |
85% |
True |
False |
1,993,835 |
| 20 |
2,148.0 |
1,761.0 |
387.0 |
19.0% |
83.1 |
4.1% |
72% |
False |
False |
1,813,241 |
| 40 |
2,368.0 |
1,761.0 |
607.0 |
29.8% |
82.9 |
4.1% |
46% |
False |
False |
1,592,806 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
42.1% |
82.4 |
4.0% |
32% |
False |
False |
1,368,811 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
42.1% |
91.5 |
4.5% |
32% |
False |
False |
1,052,058 |
| 100 |
2,781.0 |
1,761.0 |
1,020.0 |
50.0% |
102.8 |
5.0% |
27% |
False |
False |
843,134 |
| 120 |
3,268.0 |
1,761.0 |
1,507.0 |
73.9% |
114.3 |
5.6% |
18% |
False |
False |
703,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,364.3 |
|
2.618 |
2,258.2 |
|
1.618 |
2,193.2 |
|
1.000 |
2,153.0 |
|
0.618 |
2,128.2 |
|
HIGH |
2,088.0 |
|
0.618 |
2,063.2 |
|
0.500 |
2,055.5 |
|
0.382 |
2,047.8 |
|
LOW |
2,023.0 |
|
0.618 |
1,982.8 |
|
1.000 |
1,958.0 |
|
1.618 |
1,917.8 |
|
2.618 |
1,852.8 |
|
4.250 |
1,746.8 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.5 |
2,037.8 |
| PP |
2,050.0 |
2,036.7 |
| S1 |
2,044.5 |
2,035.5 |
|