| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,657.5 |
2,631.5 |
-26.0 |
-1.0% |
2,648.0 |
| High |
2,736.0 |
2,699.5 |
-36.5 |
-1.3% |
2,679.0 |
| Low |
2,616.5 |
2,594.0 |
-22.5 |
-0.9% |
2,520.5 |
| Close |
2,675.5 |
2,694.5 |
19.0 |
0.7% |
2,536.0 |
| Range |
119.5 |
105.5 |
-14.0 |
-11.7% |
158.5 |
| ATR |
105.7 |
105.7 |
0.0 |
0.0% |
0.0 |
| Volume |
160,441 |
165,044 |
4,603 |
2.9% |
723,880 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.2 |
2,942.3 |
2,752.5 |
|
| R3 |
2,873.7 |
2,836.8 |
2,723.5 |
|
| R2 |
2,768.2 |
2,768.2 |
2,713.8 |
|
| R1 |
2,731.3 |
2,731.3 |
2,704.2 |
2,749.8 |
| PP |
2,662.7 |
2,662.7 |
2,662.7 |
2,671.9 |
| S1 |
2,625.8 |
2,625.8 |
2,684.8 |
2,644.3 |
| S2 |
2,557.2 |
2,557.2 |
2,675.2 |
|
| S3 |
2,451.7 |
2,520.3 |
2,665.5 |
|
| S4 |
2,346.2 |
2,414.8 |
2,636.5 |
|
|
| 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% |
114.2 |
4.2% |
85% |
False |
False |
156,929 |
| 10 |
2,736.0 |
2,464.5 |
271.5 |
10.1% |
103.5 |
3.8% |
85% |
False |
False |
151,054 |
| 20 |
3,045.0 |
2,464.5 |
580.5 |
21.5% |
91.7 |
3.4% |
40% |
False |
False |
124,950 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
25.3% |
98.0 |
3.6% |
34% |
False |
False |
63,013 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
36.0% |
96.5 |
3.6% |
24% |
False |
False |
42,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.9 |
|
2.618 |
2,975.7 |
|
1.618 |
2,870.2 |
|
1.000 |
2,805.0 |
|
0.618 |
2,764.7 |
|
HIGH |
2,699.5 |
|
0.618 |
2,659.2 |
|
0.500 |
2,646.8 |
|
0.382 |
2,634.3 |
|
LOW |
2,594.0 |
|
0.618 |
2,528.8 |
|
1.000 |
2,488.5 |
|
1.618 |
2,423.3 |
|
2.618 |
2,317.8 |
|
4.250 |
2,145.6 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,678.6 |
2,669.3 |
| PP |
2,662.7 |
2,644.0 |
| S1 |
2,646.8 |
2,618.8 |
|