| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,040.0 |
2,014.0 |
-26.0 |
-1.3% |
2,005.0 |
| High |
2,088.0 |
2,030.0 |
-58.0 |
-2.8% |
2,088.0 |
| Low |
2,023.0 |
2,006.0 |
-17.0 |
-0.8% |
1,983.0 |
| Close |
2,039.0 |
2,027.8 |
-11.2 |
-0.5% |
2,027.8 |
| Range |
65.0 |
24.0 |
-41.0 |
-63.1% |
105.0 |
| ATR |
87.0 |
83.1 |
-3.9 |
-4.4% |
0.0 |
| Volume |
2,087,289 |
254,477 |
-1,832,812 |
-87.8% |
9,042,766 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.3 |
2,084.5 |
2,041.0 |
|
| R3 |
2,069.3 |
2,060.5 |
2,034.4 |
|
| R2 |
2,045.3 |
2,045.3 |
2,032.2 |
|
| R1 |
2,036.5 |
2,036.5 |
2,030.0 |
2,040.9 |
| PP |
2,021.3 |
2,021.3 |
2,021.3 |
2,023.5 |
| S1 |
2,012.5 |
2,012.5 |
2,025.6 |
2,016.9 |
| S2 |
1,997.3 |
1,997.3 |
2,023.4 |
|
| S3 |
1,973.3 |
1,988.5 |
2,021.2 |
|
| S4 |
1,949.3 |
1,964.5 |
2,014.6 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.9 |
2,292.9 |
2,085.6 |
|
| R3 |
2,242.9 |
2,187.9 |
2,056.7 |
|
| R2 |
2,137.9 |
2,137.9 |
2,047.1 |
|
| R1 |
2,082.9 |
2,082.9 |
2,037.4 |
2,110.4 |
| PP |
2,032.9 |
2,032.9 |
2,032.9 |
2,046.7 |
| S1 |
1,977.9 |
1,977.9 |
2,018.2 |
2,005.4 |
| S2 |
1,927.9 |
1,927.9 |
2,008.6 |
|
| S3 |
1,822.9 |
1,872.9 |
1,998.9 |
|
| S4 |
1,717.9 |
1,767.9 |
1,970.1 |
|
|
| 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 |
1,983.0 |
105.0 |
5.2% |
57.6 |
2.8% |
43% |
False |
False |
1,808,553 |
| 10 |
2,088.0 |
1,761.0 |
327.0 |
16.1% |
76.2 |
3.8% |
82% |
False |
False |
1,820,126 |
| 20 |
2,088.0 |
1,761.0 |
327.0 |
16.1% |
81.0 |
4.0% |
82% |
False |
False |
1,761,180 |
| 40 |
2,368.0 |
1,761.0 |
607.0 |
29.9% |
80.7 |
4.0% |
44% |
False |
False |
1,559,263 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
42.3% |
80.7 |
4.0% |
31% |
False |
False |
1,353,952 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
42.3% |
90.6 |
4.5% |
31% |
False |
False |
1,055,206 |
| 100 |
2,781.0 |
1,761.0 |
1,020.0 |
50.3% |
101.8 |
5.0% |
26% |
False |
False |
845,652 |
| 120 |
3,268.0 |
1,761.0 |
1,507.0 |
74.3% |
113.8 |
5.6% |
18% |
False |
False |
705,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.0 |
|
2.618 |
2,092.8 |
|
1.618 |
2,068.8 |
|
1.000 |
2,054.0 |
|
0.618 |
2,044.8 |
|
HIGH |
2,030.0 |
|
0.618 |
2,020.8 |
|
0.500 |
2,018.0 |
|
0.382 |
2,015.2 |
|
LOW |
2,006.0 |
|
0.618 |
1,991.2 |
|
1.000 |
1,982.0 |
|
1.618 |
1,967.2 |
|
2.618 |
1,943.2 |
|
4.250 |
1,904.0 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.5 |
2,038.0 |
| PP |
2,021.3 |
2,034.6 |
| S1 |
2,018.0 |
2,031.2 |
|