| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,946.0 |
2,004.0 |
58.0 |
3.0% |
1,932.0 |
| High |
1,982.0 |
2,092.0 |
110.0 |
5.5% |
2,016.0 |
| Low |
1,931.0 |
1,997.0 |
66.0 |
3.4% |
1,912.0 |
| Close |
1,974.0 |
2,055.0 |
81.0 |
4.1% |
1,974.0 |
| Range |
51.0 |
95.0 |
44.0 |
86.3% |
104.0 |
| ATR |
82.4 |
85.0 |
2.5 |
3.1% |
0.0 |
| Volume |
1,466,507 |
1,387,899 |
-78,608 |
-5.4% |
5,945,659 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.0 |
2,289.0 |
2,107.3 |
|
| R3 |
2,238.0 |
2,194.0 |
2,081.1 |
|
| R2 |
2,143.0 |
2,143.0 |
2,072.4 |
|
| R1 |
2,099.0 |
2,099.0 |
2,063.7 |
2,121.0 |
| PP |
2,048.0 |
2,048.0 |
2,048.0 |
2,059.0 |
| S1 |
2,004.0 |
2,004.0 |
2,046.3 |
2,026.0 |
| S2 |
1,953.0 |
1,953.0 |
2,037.6 |
|
| S3 |
1,858.0 |
1,909.0 |
2,028.9 |
|
| S4 |
1,763.0 |
1,814.0 |
2,002.8 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.3 |
2,230.7 |
2,031.2 |
|
| R3 |
2,175.3 |
2,126.7 |
2,002.6 |
|
| R2 |
2,071.3 |
2,071.3 |
1,993.1 |
|
| R1 |
2,022.7 |
2,022.7 |
1,983.5 |
2,047.0 |
| PP |
1,967.3 |
1,967.3 |
1,967.3 |
1,979.5 |
| S1 |
1,918.7 |
1,918.7 |
1,964.5 |
1,943.0 |
| S2 |
1,863.3 |
1,863.3 |
1,954.9 |
|
| S3 |
1,759.3 |
1,814.7 |
1,945.4 |
|
| S4 |
1,655.3 |
1,710.7 |
1,916.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.0 |
1,912.0 |
180.0 |
8.8% |
72.0 |
3.5% |
79% |
True |
False |
1,327,467 |
| 10 |
2,092.0 |
1,728.0 |
364.0 |
17.7% |
80.8 |
3.9% |
90% |
True |
False |
795,606 |
| 20 |
2,092.0 |
1,693.0 |
399.0 |
19.4% |
82.0 |
4.0% |
91% |
True |
False |
409,388 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
29.7% |
76.7 |
3.7% |
59% |
False |
False |
207,111 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
42.3% |
76.9 |
3.7% |
42% |
False |
False |
138,871 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
42.3% |
81.8 |
4.0% |
42% |
False |
False |
106,907 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
50.2% |
88.3 |
4.3% |
35% |
False |
False |
85,897 |
| 120 |
3,103.0 |
1,693.0 |
1,410.0 |
68.6% |
92.4 |
4.5% |
26% |
False |
False |
71,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.8 |
|
2.618 |
2,340.7 |
|
1.618 |
2,245.7 |
|
1.000 |
2,187.0 |
|
0.618 |
2,150.7 |
|
HIGH |
2,092.0 |
|
0.618 |
2,055.7 |
|
0.500 |
2,044.5 |
|
0.382 |
2,033.3 |
|
LOW |
1,997.0 |
|
0.618 |
1,938.3 |
|
1.000 |
1,902.0 |
|
1.618 |
1,843.3 |
|
2.618 |
1,748.3 |
|
4.250 |
1,593.3 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.5 |
2,040.5 |
| PP |
2,048.0 |
2,026.0 |
| S1 |
2,044.5 |
2,011.5 |
|