| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,648.0 |
2,600.0 |
-48.0 |
-1.8% |
2,784.0 |
| High |
2,654.5 |
2,618.0 |
-36.5 |
-1.4% |
2,819.0 |
| Low |
2,570.0 |
2,534.0 |
-36.0 |
-1.4% |
2,643.0 |
| Close |
2,583.0 |
2,554.5 |
-28.5 |
-1.1% |
2,701.0 |
| Range |
84.5 |
84.0 |
-0.5 |
-0.6% |
176.0 |
| ATR |
99.4 |
98.3 |
-1.1 |
-1.1% |
0.0 |
| Volume |
146,745 |
137,675 |
-9,070 |
-6.2% |
710,801 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.8 |
2,771.7 |
2,600.7 |
|
| R3 |
2,736.8 |
2,687.7 |
2,577.6 |
|
| R2 |
2,652.8 |
2,652.8 |
2,569.9 |
|
| R1 |
2,603.7 |
2,603.7 |
2,562.2 |
2,586.3 |
| PP |
2,568.8 |
2,568.8 |
2,568.8 |
2,560.1 |
| S1 |
2,519.7 |
2,519.7 |
2,546.8 |
2,502.3 |
| S2 |
2,484.8 |
2,484.8 |
2,539.1 |
|
| S3 |
2,400.8 |
2,435.7 |
2,531.4 |
|
| S4 |
2,316.8 |
2,351.7 |
2,508.3 |
|
|
| 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 |
2,534.0 |
238.0 |
9.3% |
86.7 |
3.4% |
9% |
False |
True |
143,394 |
| 10 |
2,915.5 |
2,534.0 |
381.5 |
14.9% |
82.2 |
3.2% |
5% |
False |
True |
136,497 |
| 20 |
3,146.0 |
2,534.0 |
612.0 |
24.0% |
84.3 |
3.3% |
3% |
False |
True |
71,219 |
| 40 |
3,435.0 |
2,534.0 |
901.0 |
35.3% |
95.4 |
3.7% |
2% |
False |
True |
36,020 |
| 60 |
3,435.0 |
2,534.0 |
901.0 |
35.3% |
90.6 |
3.5% |
2% |
False |
True |
24,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.0 |
|
2.618 |
2,837.9 |
|
1.618 |
2,753.9 |
|
1.000 |
2,702.0 |
|
0.618 |
2,669.9 |
|
HIGH |
2,618.0 |
|
0.618 |
2,585.9 |
|
0.500 |
2,576.0 |
|
0.382 |
2,566.1 |
|
LOW |
2,534.0 |
|
0.618 |
2,482.1 |
|
1.000 |
2,450.0 |
|
1.618 |
2,398.1 |
|
2.618 |
2,314.1 |
|
4.250 |
2,177.0 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.0 |
2,630.3 |
| PP |
2,568.8 |
2,605.0 |
| S1 |
2,561.7 |
2,579.8 |
|