| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,084.0 |
2,052.0 |
-32.0 |
-1.5% |
1,932.0 |
| High |
2,099.0 |
2,097.0 |
-2.0 |
-0.1% |
2,016.0 |
| Low |
2,034.0 |
2,022.0 |
-12.0 |
-0.6% |
1,912.0 |
| Close |
2,057.0 |
2,075.0 |
18.0 |
0.9% |
1,974.0 |
| Range |
65.0 |
75.0 |
10.0 |
15.4% |
104.0 |
| ATR |
83.5 |
82.9 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,462,922 |
1,573,316 |
110,394 |
7.5% |
5,945,659 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.7 |
2,257.3 |
2,116.3 |
|
| R3 |
2,214.7 |
2,182.3 |
2,095.6 |
|
| R2 |
2,139.7 |
2,139.7 |
2,088.8 |
|
| R1 |
2,107.3 |
2,107.3 |
2,081.9 |
2,123.5 |
| PP |
2,064.7 |
2,064.7 |
2,064.7 |
2,072.8 |
| S1 |
2,032.3 |
2,032.3 |
2,068.1 |
2,048.5 |
| S2 |
1,989.7 |
1,989.7 |
2,061.3 |
|
| S3 |
1,914.7 |
1,957.3 |
2,054.4 |
|
| S4 |
1,839.7 |
1,882.3 |
2,033.8 |
|
|
| 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 |
2,099.0 |
1,931.0 |
168.0 |
8.1% |
70.4 |
3.4% |
86% |
False |
False |
1,420,046 |
| 10 |
2,099.0 |
1,805.0 |
294.0 |
14.2% |
72.8 |
3.5% |
92% |
False |
False |
1,080,091 |
| 20 |
2,099.0 |
1,693.0 |
406.0 |
19.6% |
79.2 |
3.8% |
94% |
False |
False |
560,700 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
29.4% |
75.9 |
3.7% |
63% |
False |
False |
282,952 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
41.9% |
77.2 |
3.7% |
44% |
False |
False |
189,466 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
41.9% |
80.1 |
3.9% |
44% |
False |
False |
144,811 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
49.7% |
88.0 |
4.2% |
37% |
False |
False |
116,244 |
| 120 |
3,077.0 |
1,693.0 |
1,384.0 |
66.7% |
90.5 |
4.4% |
28% |
False |
False |
97,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,415.8 |
|
2.618 |
2,293.4 |
|
1.618 |
2,218.4 |
|
1.000 |
2,172.0 |
|
0.618 |
2,143.4 |
|
HIGH |
2,097.0 |
|
0.618 |
2,068.4 |
|
0.500 |
2,059.5 |
|
0.382 |
2,050.7 |
|
LOW |
2,022.0 |
|
0.618 |
1,975.7 |
|
1.000 |
1,947.0 |
|
1.618 |
1,900.7 |
|
2.618 |
1,825.7 |
|
4.250 |
1,703.3 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.8 |
2,066.0 |
| PP |
2,064.7 |
2,057.0 |
| S1 |
2,059.5 |
2,048.0 |
|