| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,812.5 |
2,796.0 |
-16.5 |
-0.6% |
2,541.0 |
| High |
2,817.0 |
2,834.0 |
17.0 |
0.6% |
2,773.0 |
| Low |
2,719.0 |
2,759.5 |
40.5 |
1.5% |
2,464.5 |
| Close |
2,760.0 |
2,778.0 |
18.0 |
0.7% |
2,707.0 |
| Range |
98.0 |
74.5 |
-23.5 |
-24.0% |
308.5 |
| ATR |
100.4 |
98.6 |
-1.9 |
-1.8% |
0.0 |
| Volume |
264,874 |
228,043 |
-36,831 |
-13.9% |
783,679 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.0 |
2,970.5 |
2,819.0 |
|
| R3 |
2,939.5 |
2,896.0 |
2,798.5 |
|
| R2 |
2,865.0 |
2,865.0 |
2,791.7 |
|
| R1 |
2,821.5 |
2,821.5 |
2,784.8 |
2,806.0 |
| PP |
2,790.5 |
2,790.5 |
2,790.5 |
2,782.8 |
| S1 |
2,747.0 |
2,747.0 |
2,771.2 |
2,731.5 |
| S2 |
2,716.0 |
2,716.0 |
2,764.3 |
|
| S3 |
2,641.5 |
2,672.5 |
2,757.5 |
|
| S4 |
2,567.0 |
2,598.0 |
2,737.0 |
|
|
| 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 |
2,834.0 |
2,692.5 |
141.5 |
5.1% |
75.0 |
2.7% |
60% |
True |
False |
200,390 |
| 10 |
2,834.0 |
2,464.5 |
369.5 |
13.3% |
94.6 |
3.4% |
85% |
True |
False |
178,660 |
| 20 |
2,834.0 |
2,464.5 |
369.5 |
13.3% |
92.1 |
3.3% |
85% |
True |
False |
157,641 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
24.5% |
91.1 |
3.3% |
46% |
False |
False |
88,007 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
34.9% |
93.7 |
3.4% |
32% |
False |
False |
58,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.6 |
|
2.618 |
3,029.0 |
|
1.618 |
2,954.5 |
|
1.000 |
2,908.5 |
|
0.618 |
2,880.0 |
|
HIGH |
2,834.0 |
|
0.618 |
2,805.5 |
|
0.500 |
2,796.8 |
|
0.382 |
2,788.0 |
|
LOW |
2,759.5 |
|
0.618 |
2,713.5 |
|
1.000 |
2,685.0 |
|
1.618 |
2,639.0 |
|
2.618 |
2,564.5 |
|
4.250 |
2,442.9 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.8 |
2,777.5 |
| PP |
2,790.5 |
2,777.0 |
| S1 |
2,784.3 |
2,776.5 |
|