| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,347.0 |
3,382.0 |
35.0 |
1.0% |
3,154.0 |
| High |
3,379.0 |
3,480.0 |
101.0 |
3.0% |
3,357.0 |
| Low |
3,333.0 |
3,370.0 |
37.0 |
1.1% |
3,111.0 |
| Close |
3,369.0 |
3,478.0 |
109.0 |
3.2% |
3,338.0 |
| Range |
46.0 |
110.0 |
64.0 |
139.1% |
246.0 |
| ATR |
76.8 |
79.3 |
2.4 |
3.2% |
0.0 |
| Volume |
107,160 |
166,919 |
59,759 |
55.8% |
152,127 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,772.7 |
3,735.3 |
3,538.5 |
|
| R3 |
3,662.7 |
3,625.3 |
3,508.3 |
|
| R2 |
3,552.7 |
3,552.7 |
3,498.2 |
|
| R1 |
3,515.3 |
3,515.3 |
3,488.1 |
3,534.0 |
| PP |
3,442.7 |
3,442.7 |
3,442.7 |
3,452.0 |
| S1 |
3,405.3 |
3,405.3 |
3,467.9 |
3,424.0 |
| S2 |
3,332.7 |
3,332.7 |
3,457.8 |
|
| S3 |
3,222.7 |
3,295.3 |
3,447.8 |
|
| S4 |
3,112.7 |
3,185.3 |
3,417.5 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,006.7 |
3,918.3 |
3,473.3 |
|
| R3 |
3,760.7 |
3,672.3 |
3,405.7 |
|
| R2 |
3,514.7 |
3,514.7 |
3,383.1 |
|
| R1 |
3,426.3 |
3,426.3 |
3,360.6 |
3,470.5 |
| PP |
3,268.7 |
3,268.7 |
3,268.7 |
3,290.8 |
| S1 |
3,180.3 |
3,180.3 |
3,315.5 |
3,224.5 |
| S2 |
3,022.7 |
3,022.7 |
3,292.9 |
|
| S3 |
2,776.7 |
2,934.3 |
3,270.4 |
|
| S4 |
2,530.7 |
2,688.3 |
3,202.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,480.0 |
3,222.0 |
258.0 |
7.4% |
63.2 |
1.8% |
99% |
True |
False |
76,274 |
| 10 |
3,480.0 |
3,111.0 |
369.0 |
10.6% |
57.7 |
1.7% |
99% |
True |
False |
50,970 |
| 20 |
3,480.0 |
3,111.0 |
369.0 |
10.6% |
63.2 |
1.8% |
99% |
True |
False |
38,716 |
| 40 |
3,551.0 |
3,111.0 |
440.0 |
12.7% |
69.6 |
2.0% |
83% |
False |
False |
32,545 |
| 60 |
4,002.0 |
3,111.0 |
891.0 |
25.6% |
84.2 |
2.4% |
41% |
False |
False |
27,751 |
| 80 |
4,002.0 |
3,111.0 |
891.0 |
25.6% |
82.4 |
2.4% |
41% |
False |
False |
24,987 |
| 100 |
4,326.0 |
3,111.0 |
1,215.0 |
34.9% |
73.2 |
2.1% |
30% |
False |
False |
20,204 |
| 120 |
4,996.0 |
3,111.0 |
1,885.0 |
54.2% |
67.0 |
1.9% |
19% |
False |
False |
17,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,947.5 |
|
2.618 |
3,768.0 |
|
1.618 |
3,658.0 |
|
1.000 |
3,590.0 |
|
0.618 |
3,548.0 |
|
HIGH |
3,480.0 |
|
0.618 |
3,438.0 |
|
0.500 |
3,425.0 |
|
0.382 |
3,412.0 |
|
LOW |
3,370.0 |
|
0.618 |
3,302.0 |
|
1.000 |
3,260.0 |
|
1.618 |
3,192.0 |
|
2.618 |
3,082.0 |
|
4.250 |
2,902.5 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,460.3 |
3,446.8 |
| PP |
3,442.7 |
3,415.7 |
| S1 |
3,425.0 |
3,384.5 |
|