| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,509.5 |
2,657.5 |
148.0 |
5.9% |
2,648.0 |
| High |
2,674.5 |
2,736.0 |
61.5 |
2.3% |
2,679.0 |
| Low |
2,501.5 |
2,616.5 |
115.0 |
4.6% |
2,520.5 |
| Close |
2,661.5 |
2,675.5 |
14.0 |
0.5% |
2,536.0 |
| Range |
173.0 |
119.5 |
-53.5 |
-30.9% |
158.5 |
| ATR |
104.7 |
105.7 |
1.1 |
1.0% |
0.0 |
| Volume |
153,294 |
160,441 |
7,147 |
4.7% |
723,880 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.5 |
2,974.5 |
2,741.2 |
|
| R3 |
2,915.0 |
2,855.0 |
2,708.4 |
|
| R2 |
2,795.5 |
2,795.5 |
2,697.4 |
|
| R1 |
2,735.5 |
2,735.5 |
2,686.5 |
2,765.5 |
| PP |
2,676.0 |
2,676.0 |
2,676.0 |
2,691.0 |
| S1 |
2,616.0 |
2,616.0 |
2,664.5 |
2,646.0 |
| S2 |
2,556.5 |
2,556.5 |
2,653.6 |
|
| S3 |
2,437.0 |
2,496.5 |
2,642.6 |
|
| S4 |
2,317.5 |
2,377.0 |
2,609.8 |
|
|
| 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 |
2,736.0 |
2,464.5 |
271.5 |
10.1% |
113.8 |
4.3% |
78% |
True |
False |
155,473 |
| 10 |
2,772.0 |
2,464.5 |
307.5 |
11.5% |
100.5 |
3.8% |
69% |
False |
False |
149,011 |
| 20 |
3,045.0 |
2,464.5 |
580.5 |
21.7% |
88.9 |
3.3% |
36% |
False |
False |
116,745 |
| 40 |
3,225.5 |
2,464.5 |
761.0 |
28.4% |
100.2 |
3.7% |
28% |
False |
False |
58,909 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
36.3% |
96.0 |
3.6% |
22% |
False |
False |
39,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.9 |
|
2.618 |
3,048.9 |
|
1.618 |
2,929.4 |
|
1.000 |
2,855.5 |
|
0.618 |
2,809.9 |
|
HIGH |
2,736.0 |
|
0.618 |
2,690.4 |
|
0.500 |
2,676.3 |
|
0.382 |
2,662.1 |
|
LOW |
2,616.5 |
|
0.618 |
2,542.6 |
|
1.000 |
2,497.0 |
|
1.618 |
2,423.1 |
|
2.618 |
2,303.6 |
|
4.250 |
2,108.6 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.3 |
2,650.4 |
| PP |
2,676.0 |
2,625.3 |
| S1 |
2,675.8 |
2,600.3 |
|