| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,004.0 |
2,084.0 |
80.0 |
4.0% |
1,932.0 |
| High |
2,092.0 |
2,099.0 |
7.0 |
0.3% |
2,016.0 |
| Low |
1,997.0 |
2,034.0 |
37.0 |
1.9% |
1,912.0 |
| Close |
2,055.0 |
2,057.0 |
2.0 |
0.1% |
1,974.0 |
| Range |
95.0 |
65.0 |
-30.0 |
-31.6% |
104.0 |
| ATR |
85.0 |
83.5 |
-1.4 |
-1.7% |
0.0 |
| Volume |
1,387,899 |
1,462,922 |
75,023 |
5.4% |
5,945,659 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.3 |
2,222.7 |
2,092.8 |
|
| R3 |
2,193.3 |
2,157.7 |
2,074.9 |
|
| R2 |
2,128.3 |
2,128.3 |
2,068.9 |
|
| R1 |
2,092.7 |
2,092.7 |
2,063.0 |
2,078.0 |
| PP |
2,063.3 |
2,063.3 |
2,063.3 |
2,056.0 |
| S1 |
2,027.7 |
2,027.7 |
2,051.0 |
2,013.0 |
| S2 |
1,998.3 |
1,998.3 |
2,045.1 |
|
| S3 |
1,933.3 |
1,962.7 |
2,039.1 |
|
| S4 |
1,868.3 |
1,897.7 |
2,021.3 |
|
|
| 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 |
2,099.0 |
1,917.0 |
182.0 |
8.8% |
71.4 |
3.5% |
77% |
True |
False |
1,358,880 |
| 10 |
2,099.0 |
1,805.0 |
294.0 |
14.3% |
74.6 |
3.6% |
86% |
True |
False |
934,310 |
| 20 |
2,099.0 |
1,693.0 |
406.0 |
19.7% |
79.4 |
3.9% |
90% |
True |
False |
482,289 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
29.7% |
75.3 |
3.7% |
60% |
False |
False |
243,637 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
42.2% |
76.8 |
3.7% |
42% |
False |
False |
163,246 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
42.2% |
80.4 |
3.9% |
42% |
False |
False |
125,172 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
50.2% |
87.7 |
4.3% |
35% |
False |
False |
100,515 |
| 120 |
3,077.0 |
1,693.0 |
1,384.0 |
67.3% |
90.6 |
4.4% |
26% |
False |
False |
83,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.3 |
|
2.618 |
2,269.2 |
|
1.618 |
2,204.2 |
|
1.000 |
2,164.0 |
|
0.618 |
2,139.2 |
|
HIGH |
2,099.0 |
|
0.618 |
2,074.2 |
|
0.500 |
2,066.5 |
|
0.382 |
2,058.8 |
|
LOW |
2,034.0 |
|
0.618 |
1,993.8 |
|
1.000 |
1,969.0 |
|
1.618 |
1,928.8 |
|
2.618 |
1,863.8 |
|
4.250 |
1,757.8 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.5 |
2,043.0 |
| PP |
2,063.3 |
2,029.0 |
| S1 |
2,060.2 |
2,015.0 |
|