| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,778.0 |
2,812.5 |
34.5 |
1.2% |
2,541.0 |
| High |
2,785.0 |
2,817.0 |
32.0 |
1.1% |
2,773.0 |
| Low |
2,722.0 |
2,719.0 |
-3.0 |
-0.1% |
2,464.5 |
| Close |
2,766.0 |
2,760.0 |
-6.0 |
-0.2% |
2,707.0 |
| Range |
63.0 |
98.0 |
35.0 |
55.6% |
308.5 |
| ATR |
100.6 |
100.4 |
-0.2 |
-0.2% |
0.0 |
| Volume |
231,092 |
264,874 |
33,782 |
14.6% |
783,679 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.3 |
3,007.7 |
2,813.9 |
|
| R3 |
2,961.3 |
2,909.7 |
2,787.0 |
|
| R2 |
2,863.3 |
2,863.3 |
2,778.0 |
|
| R1 |
2,811.7 |
2,811.7 |
2,769.0 |
2,788.5 |
| PP |
2,765.3 |
2,765.3 |
2,765.3 |
2,753.8 |
| S1 |
2,713.7 |
2,713.7 |
2,751.0 |
2,690.5 |
| S2 |
2,667.3 |
2,667.3 |
2,742.0 |
|
| S3 |
2,569.3 |
2,615.7 |
2,733.1 |
|
| S4 |
2,471.3 |
2,517.7 |
2,706.1 |
|
|
| 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 |
2,817.0 |
2,594.0 |
223.0 |
8.1% |
81.2 |
2.9% |
74% |
True |
False |
187,790 |
| 10 |
2,817.0 |
2,464.5 |
352.5 |
12.8% |
97.5 |
3.5% |
84% |
True |
False |
171,631 |
| 20 |
2,915.5 |
2,464.5 |
451.0 |
16.3% |
91.3 |
3.3% |
66% |
False |
False |
154,161 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
24.7% |
92.7 |
3.4% |
43% |
False |
False |
82,316 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
35.2% |
94.0 |
3.4% |
30% |
False |
False |
55,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,233.5 |
|
2.618 |
3,073.6 |
|
1.618 |
2,975.6 |
|
1.000 |
2,915.0 |
|
0.618 |
2,877.6 |
|
HIGH |
2,817.0 |
|
0.618 |
2,779.6 |
|
0.500 |
2,768.0 |
|
0.382 |
2,756.4 |
|
LOW |
2,719.0 |
|
0.618 |
2,658.4 |
|
1.000 |
2,621.0 |
|
1.618 |
2,560.4 |
|
2.618 |
2,462.4 |
|
4.250 |
2,302.5 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.0 |
2,768.0 |
| PP |
2,765.3 |
2,765.3 |
| S1 |
2,762.7 |
2,762.7 |
|