| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,541.0 |
2,509.5 |
-31.5 |
-1.2% |
2,648.0 |
| High |
2,559.0 |
2,674.5 |
115.5 |
4.5% |
2,679.0 |
| Low |
2,464.5 |
2,501.5 |
37.0 |
1.5% |
2,520.5 |
| Close |
2,519.0 |
2,661.5 |
142.5 |
5.7% |
2,536.0 |
| Range |
94.5 |
173.0 |
78.5 |
83.1% |
158.5 |
| ATR |
99.4 |
104.7 |
5.3 |
5.3% |
0.0 |
| Volume |
167,730 |
153,294 |
-14,436 |
-8.6% |
723,880 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.5 |
3,069.5 |
2,756.7 |
|
| R3 |
2,958.5 |
2,896.5 |
2,709.1 |
|
| R2 |
2,785.5 |
2,785.5 |
2,693.2 |
|
| R1 |
2,723.5 |
2,723.5 |
2,677.4 |
2,754.5 |
| PP |
2,612.5 |
2,612.5 |
2,612.5 |
2,628.0 |
| S1 |
2,550.5 |
2,550.5 |
2,645.6 |
2,581.5 |
| S2 |
2,439.5 |
2,439.5 |
2,629.8 |
|
| S3 |
2,266.5 |
2,377.5 |
2,613.9 |
|
| S4 |
2,093.5 |
2,204.5 |
2,566.4 |
|
|
| 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 |
2,464.5 |
214.5 |
8.1% |
111.5 |
4.2% |
92% |
False |
False |
152,096 |
| 10 |
2,772.0 |
2,464.5 |
307.5 |
11.6% |
99.1 |
3.7% |
64% |
False |
False |
147,745 |
| 20 |
3,124.5 |
2,464.5 |
660.0 |
24.8% |
89.3 |
3.4% |
30% |
False |
False |
108,738 |
| 40 |
3,241.5 |
2,464.5 |
777.0 |
29.2% |
99.0 |
3.7% |
25% |
False |
False |
54,936 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
36.5% |
95.1 |
3.6% |
20% |
False |
False |
37,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,409.8 |
|
2.618 |
3,127.4 |
|
1.618 |
2,954.4 |
|
1.000 |
2,847.5 |
|
0.618 |
2,781.4 |
|
HIGH |
2,674.5 |
|
0.618 |
2,608.4 |
|
0.500 |
2,588.0 |
|
0.382 |
2,567.6 |
|
LOW |
2,501.5 |
|
0.618 |
2,394.6 |
|
1.000 |
2,328.5 |
|
1.618 |
2,221.6 |
|
2.618 |
2,048.6 |
|
4.250 |
1,766.3 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.0 |
2,630.8 |
| PP |
2,612.5 |
2,600.2 |
| S1 |
2,588.0 |
2,569.5 |
|