| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,734.0 |
1,848.0 |
114.0 |
6.6% |
1,885.0 |
| High |
1,855.0 |
1,913.0 |
58.0 |
3.1% |
1,895.0 |
| Low |
1,728.0 |
1,820.0 |
92.0 |
5.3% |
1,716.0 |
| Close |
1,848.0 |
1,860.0 |
12.0 |
0.6% |
1,738.0 |
| Range |
127.0 |
93.0 |
-34.0 |
-26.8% |
179.0 |
| ATR |
87.7 |
88.1 |
0.4 |
0.4% |
0.0 |
| Volume |
75,888 |
115,501 |
39,613 |
52.2% |
110,093 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.3 |
2,094.7 |
1,911.2 |
|
| R3 |
2,050.3 |
2,001.7 |
1,885.6 |
|
| R2 |
1,957.3 |
1,957.3 |
1,877.1 |
|
| R1 |
1,908.7 |
1,908.7 |
1,868.5 |
1,933.0 |
| PP |
1,864.3 |
1,864.3 |
1,864.3 |
1,876.5 |
| S1 |
1,815.7 |
1,815.7 |
1,851.5 |
1,840.0 |
| S2 |
1,771.3 |
1,771.3 |
1,843.0 |
|
| S3 |
1,678.3 |
1,722.7 |
1,834.4 |
|
| S4 |
1,585.3 |
1,629.7 |
1,808.9 |
|
|
| 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 |
1,913.0 |
1,693.0 |
220.0 |
11.8% |
92.6 |
5.0% |
76% |
True |
False |
70,416 |
| 10 |
1,969.0 |
1,693.0 |
276.0 |
14.8% |
85.6 |
4.6% |
61% |
False |
False |
41,308 |
| 20 |
2,213.0 |
1,693.0 |
520.0 |
28.0% |
76.1 |
4.1% |
32% |
False |
False |
23,191 |
| 40 |
2,376.0 |
1,693.0 |
683.0 |
36.7% |
82.7 |
4.4% |
24% |
False |
False |
13,797 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
46.7% |
78.8 |
4.2% |
19% |
False |
False |
12,744 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
46.7% |
86.9 |
4.7% |
19% |
False |
False |
10,045 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
55.5% |
92.0 |
4.9% |
16% |
False |
False |
8,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.3 |
|
2.618 |
2,156.5 |
|
1.618 |
2,063.5 |
|
1.000 |
2,006.0 |
|
0.618 |
1,970.5 |
|
HIGH |
1,913.0 |
|
0.618 |
1,877.5 |
|
0.500 |
1,866.5 |
|
0.382 |
1,855.5 |
|
LOW |
1,820.0 |
|
0.618 |
1,762.5 |
|
1.000 |
1,727.0 |
|
1.618 |
1,669.5 |
|
2.618 |
1,576.5 |
|
4.250 |
1,424.8 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,866.5 |
1,841.0 |
| PP |
1,864.3 |
1,822.0 |
| S1 |
1,862.2 |
1,803.0 |
|