| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,742.5 |
2,778.0 |
35.5 |
1.3% |
2,541.0 |
| High |
2,799.0 |
2,785.0 |
-14.0 |
-0.5% |
2,773.0 |
| Low |
2,740.0 |
2,722.0 |
-18.0 |
-0.7% |
2,464.5 |
| Close |
2,791.0 |
2,766.0 |
-25.0 |
-0.9% |
2,707.0 |
| Range |
59.0 |
63.0 |
4.0 |
6.8% |
308.5 |
| ATR |
103.0 |
100.6 |
-2.4 |
-2.4% |
0.0 |
| Volume |
140,773 |
231,092 |
90,319 |
64.2% |
783,679 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.7 |
2,919.3 |
2,800.7 |
|
| R3 |
2,883.7 |
2,856.3 |
2,783.3 |
|
| R2 |
2,820.7 |
2,820.7 |
2,777.6 |
|
| R1 |
2,793.3 |
2,793.3 |
2,771.8 |
2,775.5 |
| PP |
2,757.7 |
2,757.7 |
2,757.7 |
2,748.8 |
| S1 |
2,730.3 |
2,730.3 |
2,760.2 |
2,712.5 |
| S2 |
2,694.7 |
2,694.7 |
2,754.5 |
|
| S3 |
2,631.7 |
2,667.3 |
2,748.7 |
|
| S4 |
2,568.7 |
2,604.3 |
2,731.4 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,573.7 |
3,448.8 |
2,876.7 |
|
| R3 |
3,265.2 |
3,140.3 |
2,791.8 |
|
| R2 |
2,956.7 |
2,956.7 |
2,763.6 |
|
| R1 |
2,831.8 |
2,831.8 |
2,735.3 |
2,894.3 |
| PP |
2,648.2 |
2,648.2 |
2,648.2 |
2,679.4 |
| S1 |
2,523.3 |
2,523.3 |
2,678.7 |
2,585.8 |
| S2 |
2,339.7 |
2,339.7 |
2,650.4 |
|
| S3 |
2,031.2 |
2,214.8 |
2,622.2 |
|
| S4 |
1,722.7 |
1,906.3 |
2,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.0 |
2,594.0 |
205.0 |
7.4% |
85.5 |
3.1% |
84% |
False |
False |
166,904 |
| 10 |
2,799.0 |
2,464.5 |
334.5 |
12.1% |
98.5 |
3.6% |
90% |
False |
False |
159,500 |
| 20 |
2,915.5 |
2,464.5 |
451.0 |
16.3% |
90.4 |
3.3% |
67% |
False |
False |
147,998 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
24.6% |
94.5 |
3.4% |
44% |
False |
False |
75,707 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
35.1% |
94.0 |
3.4% |
31% |
False |
False |
50,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.8 |
|
2.618 |
2,949.9 |
|
1.618 |
2,886.9 |
|
1.000 |
2,848.0 |
|
0.618 |
2,823.9 |
|
HIGH |
2,785.0 |
|
0.618 |
2,760.9 |
|
0.500 |
2,753.5 |
|
0.382 |
2,746.1 |
|
LOW |
2,722.0 |
|
0.618 |
2,683.1 |
|
1.000 |
2,659.0 |
|
1.618 |
2,620.1 |
|
2.618 |
2,557.1 |
|
4.250 |
2,454.3 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.8 |
2,759.3 |
| PP |
2,757.7 |
2,752.5 |
| S1 |
2,753.5 |
2,745.8 |
|