| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,575.0 |
2,637.5 |
62.5 |
2.4% |
2,784.0 |
| High |
2,679.0 |
2,664.0 |
-15.0 |
-0.6% |
2,819.0 |
| Low |
2,571.0 |
2,560.5 |
-10.5 |
-0.4% |
2,643.0 |
| Close |
2,677.5 |
2,569.0 |
-108.5 |
-4.1% |
2,701.0 |
| Range |
108.0 |
103.5 |
-4.5 |
-4.2% |
176.0 |
| ATR |
100.2 |
101.4 |
1.2 |
1.2% |
0.0 |
| Volume |
143,560 |
157,761 |
14,201 |
9.9% |
710,801 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.3 |
2,842.2 |
2,625.9 |
|
| R3 |
2,804.8 |
2,738.7 |
2,597.5 |
|
| R2 |
2,701.3 |
2,701.3 |
2,588.0 |
|
| R1 |
2,635.2 |
2,635.2 |
2,578.5 |
2,616.5 |
| PP |
2,597.8 |
2,597.8 |
2,597.8 |
2,588.5 |
| S1 |
2,531.7 |
2,531.7 |
2,559.5 |
2,513.0 |
| S2 |
2,494.3 |
2,494.3 |
2,550.0 |
|
| S3 |
2,390.8 |
2,428.2 |
2,540.5 |
|
| S4 |
2,287.3 |
2,324.7 |
2,512.1 |
|
|
| 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 |
2,726.5 |
2,534.0 |
192.5 |
7.5% |
92.7 |
3.6% |
18% |
False |
False |
145,179 |
| 10 |
2,831.0 |
2,534.0 |
297.0 |
11.6% |
89.6 |
3.5% |
12% |
False |
False |
136,622 |
| 20 |
3,146.0 |
2,534.0 |
612.0 |
23.8% |
84.0 |
3.3% |
6% |
False |
False |
86,039 |
| 40 |
3,372.5 |
2,534.0 |
838.5 |
32.6% |
96.5 |
3.8% |
4% |
False |
False |
43,521 |
| 60 |
3,435.0 |
2,534.0 |
901.0 |
35.1% |
92.1 |
3.6% |
4% |
False |
False |
29,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.9 |
|
2.618 |
2,935.0 |
|
1.618 |
2,831.5 |
|
1.000 |
2,767.5 |
|
0.618 |
2,728.0 |
|
HIGH |
2,664.0 |
|
0.618 |
2,624.5 |
|
0.500 |
2,612.3 |
|
0.382 |
2,600.0 |
|
LOW |
2,560.5 |
|
0.618 |
2,496.5 |
|
1.000 |
2,457.0 |
|
1.618 |
2,393.0 |
|
2.618 |
2,289.5 |
|
4.250 |
2,120.6 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,612.3 |
2,606.5 |
| PP |
2,597.8 |
2,594.0 |
| S1 |
2,583.4 |
2,581.5 |
|