| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,600.0 |
2,575.0 |
-25.0 |
-1.0% |
2,784.0 |
| High |
2,618.0 |
2,679.0 |
61.0 |
2.3% |
2,819.0 |
| Low |
2,534.0 |
2,571.0 |
37.0 |
1.5% |
2,643.0 |
| Close |
2,554.5 |
2,677.5 |
123.0 |
4.8% |
2,701.0 |
| Range |
84.0 |
108.0 |
24.0 |
28.6% |
176.0 |
| ATR |
98.3 |
100.2 |
1.9 |
1.9% |
0.0 |
| Volume |
137,675 |
143,560 |
5,885 |
4.3% |
710,801 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.5 |
2,930.0 |
2,736.9 |
|
| R3 |
2,858.5 |
2,822.0 |
2,707.2 |
|
| R2 |
2,750.5 |
2,750.5 |
2,697.3 |
|
| R1 |
2,714.0 |
2,714.0 |
2,687.4 |
2,732.3 |
| PP |
2,642.5 |
2,642.5 |
2,642.5 |
2,651.6 |
| S1 |
2,606.0 |
2,606.0 |
2,667.6 |
2,624.3 |
| S2 |
2,534.5 |
2,534.5 |
2,657.7 |
|
| S3 |
2,426.5 |
2,498.0 |
2,647.8 |
|
| S4 |
2,318.5 |
2,390.0 |
2,618.1 |
|
|
| 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 |
8.9% |
87.2 |
3.3% |
60% |
False |
False |
142,550 |
| 10 |
2,915.5 |
2,534.0 |
381.5 |
14.2% |
85.0 |
3.2% |
38% |
False |
False |
136,691 |
| 20 |
3,146.0 |
2,534.0 |
612.0 |
22.9% |
84.0 |
3.1% |
23% |
False |
False |
78,205 |
| 40 |
3,408.5 |
2,534.0 |
874.5 |
32.7% |
96.1 |
3.6% |
16% |
False |
False |
39,584 |
| 60 |
3,435.0 |
2,534.0 |
901.0 |
33.7% |
90.4 |
3.4% |
16% |
False |
False |
26,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.0 |
|
2.618 |
2,961.7 |
|
1.618 |
2,853.7 |
|
1.000 |
2,787.0 |
|
0.618 |
2,745.7 |
|
HIGH |
2,679.0 |
|
0.618 |
2,637.7 |
|
0.500 |
2,625.0 |
|
0.382 |
2,612.3 |
|
LOW |
2,571.0 |
|
0.618 |
2,504.3 |
|
1.000 |
2,463.0 |
|
1.618 |
2,396.3 |
|
2.618 |
2,288.3 |
|
4.250 |
2,112.0 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.0 |
2,653.8 |
| PP |
2,642.5 |
2,630.2 |
| S1 |
2,625.0 |
2,606.5 |
|