| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,154.0 |
3,123.0 |
-31.0 |
-1.0% |
3,280.0 |
| High |
3,180.0 |
3,192.0 |
12.0 |
0.4% |
3,280.0 |
| Low |
3,132.0 |
3,111.0 |
-21.0 |
-0.7% |
3,115.0 |
| Close |
3,149.0 |
3,166.0 |
17.0 |
0.5% |
3,147.0 |
| Range |
48.0 |
81.0 |
33.0 |
68.8% |
165.0 |
| ATR |
76.9 |
77.2 |
0.3 |
0.4% |
0.0 |
| Volume |
21,024 |
23,809 |
2,785 |
13.2% |
141,858 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.3 |
3,363.7 |
3,210.6 |
|
| R3 |
3,318.3 |
3,282.7 |
3,188.3 |
|
| R2 |
3,237.3 |
3,237.3 |
3,180.9 |
|
| R1 |
3,201.7 |
3,201.7 |
3,173.4 |
3,219.5 |
| PP |
3,156.3 |
3,156.3 |
3,156.3 |
3,165.3 |
| S1 |
3,120.7 |
3,120.7 |
3,158.6 |
3,138.5 |
| S2 |
3,075.3 |
3,075.3 |
3,151.2 |
|
| S3 |
2,994.3 |
3,039.7 |
3,143.7 |
|
| S4 |
2,913.3 |
2,958.7 |
3,121.5 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,675.7 |
3,576.3 |
3,237.8 |
|
| R3 |
3,510.7 |
3,411.3 |
3,192.4 |
|
| R2 |
3,345.7 |
3,345.7 |
3,177.3 |
|
| R1 |
3,246.3 |
3,246.3 |
3,162.1 |
3,213.5 |
| PP |
3,180.7 |
3,180.7 |
3,180.7 |
3,164.3 |
| S1 |
3,081.3 |
3,081.3 |
3,131.9 |
3,048.5 |
| S2 |
3,015.7 |
3,015.7 |
3,116.8 |
|
| S3 |
2,850.7 |
2,916.3 |
3,101.6 |
|
| S4 |
2,685.7 |
2,751.3 |
3,056.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,212.0 |
3,111.0 |
101.0 |
3.2% |
52.2 |
1.6% |
54% |
False |
True |
25,666 |
| 10 |
3,388.0 |
3,111.0 |
277.0 |
8.7% |
60.7 |
1.9% |
20% |
False |
True |
26,571 |
| 20 |
3,524.0 |
3,111.0 |
413.0 |
13.0% |
67.0 |
2.1% |
13% |
False |
True |
25,785 |
| 40 |
3,680.0 |
3,111.0 |
569.0 |
18.0% |
69.3 |
2.2% |
10% |
False |
True |
25,682 |
| 60 |
4,002.0 |
3,111.0 |
891.0 |
28.1% |
87.2 |
2.8% |
6% |
False |
True |
26,468 |
| 80 |
4,002.0 |
3,111.0 |
891.0 |
28.1% |
82.3 |
2.6% |
6% |
False |
True |
20,223 |
| 100 |
4,326.0 |
3,111.0 |
1,215.0 |
38.4% |
71.2 |
2.2% |
5% |
False |
True |
17,064 |
| 120 |
5,073.0 |
3,111.0 |
1,962.0 |
62.0% |
66.8 |
2.1% |
3% |
False |
True |
14,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,536.3 |
|
2.618 |
3,404.1 |
|
1.618 |
3,323.1 |
|
1.000 |
3,273.0 |
|
0.618 |
3,242.1 |
|
HIGH |
3,192.0 |
|
0.618 |
3,161.1 |
|
0.500 |
3,151.5 |
|
0.382 |
3,141.9 |
|
LOW |
3,111.0 |
|
0.618 |
3,060.9 |
|
1.000 |
3,030.0 |
|
1.618 |
2,979.9 |
|
2.618 |
2,898.9 |
|
4.250 |
2,766.8 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,161.2 |
3,161.2 |
| PP |
3,156.3 |
3,156.3 |
| S1 |
3,151.5 |
3,151.5 |
|