| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,250.0 |
3,249.0 |
-1.0 |
0.0% |
3,280.0 |
| High |
3,268.0 |
3,271.0 |
3.0 |
0.1% |
3,280.0 |
| Low |
3,225.0 |
3,222.0 |
-3.0 |
-0.1% |
3,115.0 |
| Close |
3,229.0 |
3,247.0 |
18.0 |
0.6% |
3,147.0 |
| Range |
43.0 |
49.0 |
6.0 |
14.0% |
165.0 |
| ATR |
78.9 |
76.8 |
-2.1 |
-2.7% |
0.0 |
| Volume |
29,399 |
21,572 |
-7,827 |
-26.6% |
141,858 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.7 |
3,369.3 |
3,274.0 |
|
| R3 |
3,344.7 |
3,320.3 |
3,260.5 |
|
| R2 |
3,295.7 |
3,295.7 |
3,256.0 |
|
| R1 |
3,271.3 |
3,271.3 |
3,251.5 |
3,259.0 |
| PP |
3,246.7 |
3,246.7 |
3,246.7 |
3,240.5 |
| S1 |
3,222.3 |
3,222.3 |
3,242.5 |
3,210.0 |
| S2 |
3,197.7 |
3,197.7 |
3,238.0 |
|
| S3 |
3,148.7 |
3,173.3 |
3,233.5 |
|
| S4 |
3,099.7 |
3,124.3 |
3,220.1 |
|
|
| 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 |
3,271.0 |
3,111.0 |
160.0 |
4.9% |
52.2 |
1.6% |
85% |
True |
False |
23,579 |
| 10 |
3,353.0 |
3,111.0 |
242.0 |
7.5% |
55.5 |
1.7% |
56% |
False |
False |
26,842 |
| 20 |
3,524.0 |
3,111.0 |
413.0 |
12.7% |
62.1 |
1.9% |
33% |
False |
False |
25,599 |
| 40 |
3,575.0 |
3,111.0 |
464.0 |
14.3% |
68.3 |
2.1% |
29% |
False |
False |
26,000 |
| 60 |
4,002.0 |
3,111.0 |
891.0 |
27.4% |
85.1 |
2.6% |
15% |
False |
False |
27,239 |
| 80 |
4,002.0 |
3,111.0 |
891.0 |
27.4% |
82.2 |
2.5% |
15% |
False |
False |
20,860 |
| 100 |
4,326.0 |
3,111.0 |
1,215.0 |
37.4% |
71.4 |
2.2% |
11% |
False |
False |
17,574 |
| 120 |
5,073.0 |
3,111.0 |
1,962.0 |
60.4% |
66.3 |
2.0% |
7% |
False |
False |
14,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,479.3 |
|
2.618 |
3,399.3 |
|
1.618 |
3,350.3 |
|
1.000 |
3,320.0 |
|
0.618 |
3,301.3 |
|
HIGH |
3,271.0 |
|
0.618 |
3,252.3 |
|
0.500 |
3,246.5 |
|
0.382 |
3,240.7 |
|
LOW |
3,222.0 |
|
0.618 |
3,191.7 |
|
1.000 |
3,173.0 |
|
1.618 |
3,142.7 |
|
2.618 |
3,093.7 |
|
4.250 |
3,013.8 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,246.8 |
3,228.3 |
| PP |
3,246.7 |
3,209.7 |
| S1 |
3,246.5 |
3,191.0 |
|