| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,750.0 |
1,734.0 |
-16.0 |
-0.9% |
1,885.0 |
| High |
1,759.0 |
1,855.0 |
96.0 |
5.5% |
1,895.0 |
| Low |
1,693.0 |
1,728.0 |
35.0 |
2.1% |
1,716.0 |
| Close |
1,741.0 |
1,848.0 |
107.0 |
6.1% |
1,738.0 |
| Range |
66.0 |
127.0 |
61.0 |
92.4% |
179.0 |
| ATR |
84.7 |
87.7 |
3.0 |
3.6% |
0.0 |
| Volume |
91,822 |
75,888 |
-15,934 |
-17.4% |
110,093 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.3 |
2,146.7 |
1,917.9 |
|
| R3 |
2,064.3 |
2,019.7 |
1,882.9 |
|
| R2 |
1,937.3 |
1,937.3 |
1,871.3 |
|
| R1 |
1,892.7 |
1,892.7 |
1,859.6 |
1,915.0 |
| PP |
1,810.3 |
1,810.3 |
1,810.3 |
1,821.5 |
| S1 |
1,765.7 |
1,765.7 |
1,836.4 |
1,788.0 |
| S2 |
1,683.3 |
1,683.3 |
1,824.7 |
|
| S3 |
1,556.3 |
1,638.7 |
1,813.1 |
|
| S4 |
1,429.3 |
1,511.7 |
1,778.2 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.0 |
2,208.0 |
1,836.5 |
|
| R3 |
2,141.0 |
2,029.0 |
1,787.2 |
|
| R2 |
1,962.0 |
1,962.0 |
1,770.8 |
|
| R1 |
1,850.0 |
1,850.0 |
1,754.4 |
1,816.5 |
| PP |
1,783.0 |
1,783.0 |
1,783.0 |
1,766.3 |
| S1 |
1,671.0 |
1,671.0 |
1,721.6 |
1,637.5 |
| S2 |
1,604.0 |
1,604.0 |
1,705.2 |
|
| S3 |
1,425.0 |
1,492.0 |
1,688.8 |
|
| S4 |
1,246.0 |
1,313.0 |
1,639.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,895.0 |
1,693.0 |
202.0 |
10.9% |
90.2 |
4.9% |
77% |
False |
False |
55,560 |
| 10 |
1,969.0 |
1,693.0 |
276.0 |
14.9% |
84.2 |
4.6% |
56% |
False |
False |
30,269 |
| 20 |
2,286.0 |
1,693.0 |
593.0 |
32.1% |
77.5 |
4.2% |
26% |
False |
False |
17,690 |
| 40 |
2,388.0 |
1,693.0 |
695.0 |
37.6% |
81.7 |
4.4% |
22% |
False |
False |
11,005 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
47.0% |
79.1 |
4.3% |
18% |
False |
False |
10,870 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
47.0% |
87.1 |
4.7% |
18% |
False |
False |
8,645 |
| 100 |
2,746.0 |
1,693.0 |
1,053.0 |
57.0% |
91.2 |
4.9% |
15% |
False |
False |
7,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.8 |
|
2.618 |
2,187.5 |
|
1.618 |
2,060.5 |
|
1.000 |
1,982.0 |
|
0.618 |
1,933.5 |
|
HIGH |
1,855.0 |
|
0.618 |
1,806.5 |
|
0.500 |
1,791.5 |
|
0.382 |
1,776.5 |
|
LOW |
1,728.0 |
|
0.618 |
1,649.5 |
|
1.000 |
1,601.0 |
|
1.618 |
1,522.5 |
|
2.618 |
1,395.5 |
|
4.250 |
1,188.3 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.2 |
1,823.3 |
| PP |
1,810.3 |
1,798.7 |
| S1 |
1,791.5 |
1,774.0 |
|