| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,133.0 |
3,204.0 |
71.0 |
2.3% |
3,349.0 |
| High |
3,174.0 |
3,212.0 |
38.0 |
1.2% |
3,388.0 |
| Low |
3,127.0 |
3,167.0 |
40.0 |
1.3% |
3,276.0 |
| Close |
3,161.0 |
3,169.0 |
8.0 |
0.3% |
3,317.0 |
| Range |
47.0 |
45.0 |
-2.0 |
-4.3% |
112.0 |
| ATR |
83.3 |
81.0 |
-2.3 |
-2.8% |
0.0 |
| Volume |
29,518 |
31,887 |
2,369 |
8.0% |
129,138 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.7 |
3,288.3 |
3,193.8 |
|
| R3 |
3,272.7 |
3,243.3 |
3,181.4 |
|
| R2 |
3,227.7 |
3,227.7 |
3,177.3 |
|
| R1 |
3,198.3 |
3,198.3 |
3,173.1 |
3,190.5 |
| PP |
3,182.7 |
3,182.7 |
3,182.7 |
3,178.8 |
| S1 |
3,153.3 |
3,153.3 |
3,164.9 |
3,145.5 |
| S2 |
3,137.7 |
3,137.7 |
3,160.8 |
|
| S3 |
3,092.7 |
3,108.3 |
3,156.6 |
|
| S4 |
3,047.7 |
3,063.3 |
3,144.3 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,663.0 |
3,602.0 |
3,378.6 |
|
| R3 |
3,551.0 |
3,490.0 |
3,347.8 |
|
| R2 |
3,439.0 |
3,439.0 |
3,337.5 |
|
| R1 |
3,378.0 |
3,378.0 |
3,327.3 |
3,352.5 |
| PP |
3,327.0 |
3,327.0 |
3,327.0 |
3,314.3 |
| S1 |
3,266.0 |
3,266.0 |
3,306.7 |
3,240.5 |
| S2 |
3,215.0 |
3,215.0 |
3,296.5 |
|
| S3 |
3,103.0 |
3,154.0 |
3,286.2 |
|
| S4 |
2,991.0 |
3,042.0 |
3,255.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,353.0 |
3,127.0 |
226.0 |
7.1% |
58.8 |
1.9% |
19% |
False |
False |
30,104 |
| 10 |
3,409.0 |
3,127.0 |
282.0 |
8.9% |
63.5 |
2.0% |
15% |
False |
False |
26,821 |
| 20 |
3,524.0 |
3,127.0 |
397.0 |
12.5% |
67.3 |
2.1% |
11% |
False |
False |
25,503 |
| 40 |
3,726.0 |
3,127.0 |
599.0 |
18.9% |
70.2 |
2.2% |
7% |
False |
False |
25,356 |
| 60 |
4,002.0 |
3,127.0 |
875.0 |
27.6% |
89.2 |
2.8% |
5% |
False |
False |
25,415 |
| 80 |
4,125.0 |
3,127.0 |
998.0 |
31.5% |
80.8 |
2.5% |
4% |
False |
False |
19,387 |
| 100 |
4,385.0 |
3,127.0 |
1,258.0 |
39.7% |
70.8 |
2.2% |
3% |
False |
False |
16,396 |
| 120 |
5,073.0 |
3,127.0 |
1,946.0 |
61.4% |
66.6 |
2.1% |
2% |
False |
False |
13,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,403.3 |
|
2.618 |
3,329.8 |
|
1.618 |
3,284.8 |
|
1.000 |
3,257.0 |
|
0.618 |
3,239.8 |
|
HIGH |
3,212.0 |
|
0.618 |
3,194.8 |
|
0.500 |
3,189.5 |
|
0.382 |
3,184.2 |
|
LOW |
3,167.0 |
|
0.618 |
3,139.2 |
|
1.000 |
3,122.0 |
|
1.618 |
3,094.2 |
|
2.618 |
3,049.2 |
|
4.250 |
2,975.8 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,189.5 |
3,171.0 |
| PP |
3,182.7 |
3,170.3 |
| S1 |
3,175.8 |
3,169.7 |
|