| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,848.0 |
1,832.0 |
-16.0 |
-0.9% |
1,885.0 |
| High |
1,913.0 |
1,927.0 |
14.0 |
0.7% |
1,895.0 |
| Low |
1,820.0 |
1,805.0 |
-15.0 |
-0.8% |
1,716.0 |
| Close |
1,860.0 |
1,888.0 |
28.0 |
1.5% |
1,738.0 |
| Range |
93.0 |
122.0 |
29.0 |
31.2% |
179.0 |
| ATR |
88.1 |
90.5 |
2.4 |
2.8% |
0.0 |
| Volume |
115,501 |
174,299 |
58,798 |
50.9% |
110,093 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.3 |
2,185.7 |
1,955.1 |
|
| R3 |
2,117.3 |
2,063.7 |
1,921.6 |
|
| R2 |
1,995.3 |
1,995.3 |
1,910.4 |
|
| R1 |
1,941.7 |
1,941.7 |
1,899.2 |
1,968.5 |
| PP |
1,873.3 |
1,873.3 |
1,873.3 |
1,886.8 |
| S1 |
1,819.7 |
1,819.7 |
1,876.8 |
1,846.5 |
| S2 |
1,751.3 |
1,751.3 |
1,865.6 |
|
| S3 |
1,629.3 |
1,697.7 |
1,854.5 |
|
| S4 |
1,507.3 |
1,575.7 |
1,820.9 |
|
|
| 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 |
1,927.0 |
1,693.0 |
234.0 |
12.4% |
97.6 |
5.2% |
83% |
True |
False |
102,903 |
| 10 |
1,969.0 |
1,693.0 |
276.0 |
14.6% |
89.2 |
4.7% |
71% |
False |
False |
58,444 |
| 20 |
2,208.0 |
1,693.0 |
515.0 |
27.3% |
80.3 |
4.3% |
38% |
False |
False |
31,799 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
32.4% |
81.9 |
4.3% |
32% |
False |
False |
18,104 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
46.0% |
79.9 |
4.2% |
22% |
False |
False |
15,469 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
46.0% |
86.8 |
4.6% |
22% |
False |
False |
12,198 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
54.7% |
92.7 |
4.9% |
19% |
False |
False |
10,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.5 |
|
2.618 |
2,246.4 |
|
1.618 |
2,124.4 |
|
1.000 |
2,049.0 |
|
0.618 |
2,002.4 |
|
HIGH |
1,927.0 |
|
0.618 |
1,880.4 |
|
0.500 |
1,866.0 |
|
0.382 |
1,851.6 |
|
LOW |
1,805.0 |
|
0.618 |
1,729.6 |
|
1.000 |
1,683.0 |
|
1.618 |
1,607.6 |
|
2.618 |
1,485.6 |
|
4.250 |
1,286.5 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,880.7 |
1,867.8 |
| PP |
1,873.3 |
1,847.7 |
| S1 |
1,866.0 |
1,827.5 |
|