| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,123.0 |
3,250.0 |
127.0 |
4.1% |
3,280.0 |
| High |
3,192.0 |
3,268.0 |
76.0 |
2.4% |
3,280.0 |
| Low |
3,111.0 |
3,225.0 |
114.0 |
3.7% |
3,115.0 |
| Close |
3,166.0 |
3,229.0 |
63.0 |
2.0% |
3,147.0 |
| Range |
81.0 |
43.0 |
-38.0 |
-46.9% |
165.0 |
| ATR |
77.2 |
78.9 |
1.8 |
2.3% |
0.0 |
| Volume |
23,809 |
29,399 |
5,590 |
23.5% |
141,858 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,369.7 |
3,342.3 |
3,252.7 |
|
| R3 |
3,326.7 |
3,299.3 |
3,240.8 |
|
| R2 |
3,283.7 |
3,283.7 |
3,236.9 |
|
| R1 |
3,256.3 |
3,256.3 |
3,232.9 |
3,248.5 |
| PP |
3,240.7 |
3,240.7 |
3,240.7 |
3,236.8 |
| S1 |
3,213.3 |
3,213.3 |
3,225.1 |
3,205.5 |
| S2 |
3,197.7 |
3,197.7 |
3,221.1 |
|
| S3 |
3,154.7 |
3,170.3 |
3,217.2 |
|
| S4 |
3,111.7 |
3,127.3 |
3,205.4 |
|
|
| 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 |
3,268.0 |
3,111.0 |
157.0 |
4.9% |
51.4 |
1.6% |
75% |
True |
False |
25,642 |
| 10 |
3,354.0 |
3,111.0 |
243.0 |
7.5% |
55.8 |
1.7% |
49% |
False |
False |
26,993 |
| 20 |
3,524.0 |
3,111.0 |
413.0 |
12.8% |
64.9 |
2.0% |
29% |
False |
False |
25,877 |
| 40 |
3,680.0 |
3,111.0 |
569.0 |
17.6% |
68.8 |
2.1% |
21% |
False |
False |
25,913 |
| 60 |
4,002.0 |
3,111.0 |
891.0 |
27.6% |
85.9 |
2.7% |
13% |
False |
False |
26,931 |
| 80 |
4,002.0 |
3,111.0 |
891.0 |
27.6% |
82.2 |
2.5% |
13% |
False |
False |
20,590 |
| 100 |
4,326.0 |
3,111.0 |
1,215.0 |
37.6% |
71.6 |
2.2% |
10% |
False |
False |
17,358 |
| 120 |
5,073.0 |
3,111.0 |
1,962.0 |
60.8% |
66.5 |
2.1% |
6% |
False |
False |
14,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,450.8 |
|
2.618 |
3,380.6 |
|
1.618 |
3,337.6 |
|
1.000 |
3,311.0 |
|
0.618 |
3,294.6 |
|
HIGH |
3,268.0 |
|
0.618 |
3,251.6 |
|
0.500 |
3,246.5 |
|
0.382 |
3,241.4 |
|
LOW |
3,225.0 |
|
0.618 |
3,198.4 |
|
1.000 |
3,182.0 |
|
1.618 |
3,155.4 |
|
2.618 |
3,112.4 |
|
4.250 |
3,042.3 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,246.5 |
3,215.8 |
| PP |
3,240.7 |
3,202.7 |
| S1 |
3,234.8 |
3,189.5 |
|