| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,796.0 |
2,742.5 |
-53.5 |
-1.9% |
2,742.5 |
| High |
2,834.0 |
2,799.5 |
-34.5 |
-1.2% |
2,834.0 |
| Low |
2,759.5 |
2,724.5 |
-35.0 |
-1.3% |
2,719.0 |
| Close |
2,778.0 |
2,784.7 |
6.7 |
0.2% |
2,784.7 |
| Range |
74.5 |
75.0 |
0.5 |
0.7% |
115.0 |
| ATR |
98.6 |
96.9 |
-1.7 |
-1.7% |
0.0 |
| Volume |
228,043 |
161,203 |
-66,840 |
-29.3% |
1,025,985 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.6 |
2,964.6 |
2,826.0 |
|
| R3 |
2,919.6 |
2,889.6 |
2,805.3 |
|
| R2 |
2,844.6 |
2,844.6 |
2,798.5 |
|
| R1 |
2,814.6 |
2,814.6 |
2,791.6 |
2,829.6 |
| PP |
2,769.6 |
2,769.6 |
2,769.6 |
2,777.1 |
| S1 |
2,739.6 |
2,739.6 |
2,777.8 |
2,754.6 |
| S2 |
2,694.6 |
2,694.6 |
2,771.0 |
|
| S3 |
2,619.6 |
2,664.6 |
2,764.1 |
|
| S4 |
2,544.6 |
2,589.6 |
2,743.5 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.2 |
3,069.5 |
2,848.0 |
|
| R3 |
3,009.2 |
2,954.5 |
2,816.3 |
|
| R2 |
2,894.2 |
2,894.2 |
2,805.8 |
|
| R1 |
2,839.5 |
2,839.5 |
2,795.2 |
2,866.9 |
| PP |
2,779.2 |
2,779.2 |
2,779.2 |
2,792.9 |
| S1 |
2,724.5 |
2,724.5 |
2,774.2 |
2,751.9 |
| S2 |
2,664.2 |
2,664.2 |
2,763.6 |
|
| S3 |
2,549.2 |
2,609.5 |
2,753.1 |
|
| S4 |
2,434.2 |
2,494.5 |
2,721.5 |
|
|
| 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 |
2,719.0 |
115.0 |
4.1% |
73.9 |
2.7% |
57% |
False |
False |
205,197 |
| 10 |
2,834.0 |
2,464.5 |
369.5 |
13.3% |
94.3 |
3.4% |
87% |
False |
False |
180,966 |
| 20 |
2,834.0 |
2,464.5 |
369.5 |
13.3% |
91.6 |
3.3% |
87% |
False |
False |
162,217 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
24.5% |
89.6 |
3.2% |
47% |
False |
False |
92,015 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
34.9% |
93.6 |
3.4% |
33% |
False |
False |
61,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,118.3 |
|
2.618 |
2,995.9 |
|
1.618 |
2,920.9 |
|
1.000 |
2,874.5 |
|
0.618 |
2,845.9 |
|
HIGH |
2,799.5 |
|
0.618 |
2,770.9 |
|
0.500 |
2,762.0 |
|
0.382 |
2,753.2 |
|
LOW |
2,724.5 |
|
0.618 |
2,678.2 |
|
1.000 |
2,649.5 |
|
1.618 |
2,603.2 |
|
2.618 |
2,528.2 |
|
4.250 |
2,405.8 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.1 |
2,782.0 |
| PP |
2,769.6 |
2,779.2 |
| S1 |
2,762.0 |
2,776.5 |
|