| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,688.5 |
2,648.0 |
-40.5 |
-1.5% |
2,784.0 |
| High |
2,726.5 |
2,654.5 |
-72.0 |
-2.6% |
2,819.0 |
| Low |
2,643.0 |
2,570.0 |
-73.0 |
-2.8% |
2,643.0 |
| Close |
2,701.0 |
2,583.0 |
-118.0 |
-4.4% |
2,701.0 |
| Range |
83.5 |
84.5 |
1.0 |
1.2% |
176.0 |
| ATR |
97.0 |
99.4 |
2.4 |
2.5% |
0.0 |
| Volume |
140,154 |
146,745 |
6,591 |
4.7% |
710,801 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.0 |
2,804.0 |
2,629.5 |
|
| R3 |
2,771.5 |
2,719.5 |
2,606.2 |
|
| R2 |
2,687.0 |
2,687.0 |
2,598.5 |
|
| R1 |
2,635.0 |
2,635.0 |
2,590.7 |
2,618.8 |
| PP |
2,602.5 |
2,602.5 |
2,602.5 |
2,594.4 |
| S1 |
2,550.5 |
2,550.5 |
2,575.3 |
2,534.3 |
| S2 |
2,518.0 |
2,518.0 |
2,567.5 |
|
| S3 |
2,433.5 |
2,466.0 |
2,559.8 |
|
| S4 |
2,349.0 |
2,381.5 |
2,536.5 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,249.0 |
3,151.0 |
2,797.8 |
|
| R3 |
3,073.0 |
2,975.0 |
2,749.4 |
|
| R2 |
2,897.0 |
2,897.0 |
2,733.3 |
|
| R1 |
2,799.0 |
2,799.0 |
2,717.1 |
2,760.0 |
| PP |
2,721.0 |
2,721.0 |
2,721.0 |
2,701.5 |
| S1 |
2,623.0 |
2,623.0 |
2,684.9 |
2,584.0 |
| S2 |
2,545.0 |
2,545.0 |
2,668.7 |
|
| S3 |
2,369.0 |
2,447.0 |
2,652.6 |
|
| S4 |
2,193.0 |
2,271.0 |
2,604.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.0 |
2,570.0 |
202.0 |
7.8% |
83.2 |
3.2% |
6% |
False |
True |
140,761 |
| 10 |
2,952.0 |
2,570.0 |
382.0 |
14.8% |
83.2 |
3.2% |
3% |
False |
True |
127,283 |
| 20 |
3,146.0 |
2,570.0 |
576.0 |
22.3% |
84.1 |
3.3% |
2% |
False |
True |
64,405 |
| 40 |
3,435.0 |
2,570.0 |
865.0 |
33.5% |
94.7 |
3.7% |
2% |
False |
True |
32,594 |
| 60 |
3,435.0 |
2,570.0 |
865.0 |
33.5% |
91.3 |
3.5% |
2% |
False |
True |
22,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.6 |
|
2.618 |
2,875.7 |
|
1.618 |
2,791.2 |
|
1.000 |
2,739.0 |
|
0.618 |
2,706.7 |
|
HIGH |
2,654.5 |
|
0.618 |
2,622.2 |
|
0.500 |
2,612.3 |
|
0.382 |
2,602.3 |
|
LOW |
2,570.0 |
|
0.618 |
2,517.8 |
|
1.000 |
2,485.5 |
|
1.618 |
2,433.3 |
|
2.618 |
2,348.8 |
|
4.250 |
2,210.9 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,612.3 |
2,671.0 |
| PP |
2,602.5 |
2,641.7 |
| S1 |
2,592.8 |
2,612.3 |
|