| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,637.5 |
2,571.5 |
-66.0 |
-2.5% |
2,648.0 |
| High |
2,664.0 |
2,599.0 |
-65.0 |
-2.4% |
2,679.0 |
| Low |
2,560.5 |
2,520.5 |
-40.0 |
-1.6% |
2,520.5 |
| Close |
2,569.0 |
2,536.0 |
-33.0 |
-1.3% |
2,536.0 |
| Range |
103.5 |
78.5 |
-25.0 |
-24.2% |
158.5 |
| ATR |
101.4 |
99.8 |
-1.6 |
-1.6% |
0.0 |
| Volume |
157,761 |
138,139 |
-19,622 |
-12.4% |
723,880 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.3 |
2,740.2 |
2,579.2 |
|
| R3 |
2,708.8 |
2,661.7 |
2,557.6 |
|
| R2 |
2,630.3 |
2,630.3 |
2,550.4 |
|
| R1 |
2,583.2 |
2,583.2 |
2,543.2 |
2,567.5 |
| PP |
2,551.8 |
2,551.8 |
2,551.8 |
2,544.0 |
| S1 |
2,504.7 |
2,504.7 |
2,528.8 |
2,489.0 |
| S2 |
2,473.3 |
2,473.3 |
2,521.6 |
|
| S3 |
2,394.8 |
2,426.2 |
2,514.4 |
|
| S4 |
2,316.3 |
2,347.7 |
2,492.8 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
2,953.5 |
2,623.2 |
|
| R3 |
2,895.5 |
2,795.0 |
2,579.6 |
|
| R2 |
2,737.0 |
2,737.0 |
2,565.1 |
|
| R1 |
2,636.5 |
2,636.5 |
2,550.5 |
2,607.5 |
| PP |
2,578.5 |
2,578.5 |
2,578.5 |
2,564.0 |
| S1 |
2,478.0 |
2,478.0 |
2,521.5 |
2,449.0 |
| S2 |
2,420.0 |
2,420.0 |
2,506.9 |
|
| S3 |
2,261.5 |
2,319.5 |
2,492.4 |
|
| S4 |
2,103.0 |
2,161.0 |
2,448.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,679.0 |
2,520.5 |
158.5 |
6.3% |
91.7 |
3.6% |
10% |
False |
True |
144,776 |
| 10 |
2,819.0 |
2,520.5 |
298.5 |
11.8% |
89.0 |
3.5% |
5% |
False |
True |
143,468 |
| 20 |
3,146.0 |
2,520.5 |
625.5 |
24.7% |
82.1 |
3.2% |
2% |
False |
True |
92,795 |
| 40 |
3,372.5 |
2,520.5 |
852.0 |
33.6% |
96.8 |
3.8% |
2% |
False |
True |
46,971 |
| 60 |
3,435.0 |
2,520.5 |
914.5 |
36.1% |
92.6 |
3.7% |
2% |
False |
True |
31,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.6 |
|
2.618 |
2,804.5 |
|
1.618 |
2,726.0 |
|
1.000 |
2,677.5 |
|
0.618 |
2,647.5 |
|
HIGH |
2,599.0 |
|
0.618 |
2,569.0 |
|
0.500 |
2,559.8 |
|
0.382 |
2,550.5 |
|
LOW |
2,520.5 |
|
0.618 |
2,472.0 |
|
1.000 |
2,442.0 |
|
1.618 |
2,393.5 |
|
2.618 |
2,315.0 |
|
4.250 |
2,186.9 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,559.8 |
2,599.8 |
| PP |
2,551.8 |
2,578.5 |
| S1 |
2,543.9 |
2,557.3 |
|