| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,052.0 |
2,085.0 |
33.0 |
1.6% |
1,932.0 |
| High |
2,097.0 |
2,108.0 |
11.0 |
0.5% |
2,016.0 |
| Low |
2,022.0 |
2,058.0 |
36.0 |
1.8% |
1,912.0 |
| Close |
2,075.0 |
2,083.0 |
8.0 |
0.4% |
1,974.0 |
| Range |
75.0 |
50.0 |
-25.0 |
-33.3% |
104.0 |
| ATR |
82.9 |
80.6 |
-2.4 |
-2.8% |
0.0 |
| Volume |
1,573,316 |
1,196,986 |
-376,330 |
-23.9% |
5,945,659 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.0 |
2,208.0 |
2,110.5 |
|
| R3 |
2,183.0 |
2,158.0 |
2,096.8 |
|
| R2 |
2,133.0 |
2,133.0 |
2,092.2 |
|
| R1 |
2,108.0 |
2,108.0 |
2,087.6 |
2,095.5 |
| PP |
2,083.0 |
2,083.0 |
2,083.0 |
2,076.8 |
| S1 |
2,058.0 |
2,058.0 |
2,078.4 |
2,045.5 |
| S2 |
2,033.0 |
2,033.0 |
2,073.8 |
|
| S3 |
1,983.0 |
2,008.0 |
2,069.3 |
|
| S4 |
1,933.0 |
1,958.0 |
2,055.5 |
|
|
| 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 |
2,108.0 |
1,931.0 |
177.0 |
8.5% |
67.2 |
3.2% |
86% |
True |
False |
1,417,526 |
| 10 |
2,108.0 |
1,888.0 |
220.0 |
10.6% |
65.6 |
3.1% |
89% |
True |
False |
1,182,360 |
| 20 |
2,108.0 |
1,693.0 |
415.0 |
19.9% |
77.4 |
3.7% |
94% |
True |
False |
620,402 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
29.3% |
74.8 |
3.6% |
64% |
False |
False |
312,499 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
41.7% |
77.4 |
3.7% |
45% |
False |
False |
209,405 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
41.7% |
79.3 |
3.8% |
45% |
False |
False |
159,740 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
49.5% |
87.3 |
4.2% |
38% |
False |
False |
128,189 |
| 120 |
3,077.0 |
1,693.0 |
1,384.0 |
66.4% |
90.7 |
4.4% |
28% |
False |
False |
107,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.5 |
|
2.618 |
2,238.9 |
|
1.618 |
2,188.9 |
|
1.000 |
2,158.0 |
|
0.618 |
2,138.9 |
|
HIGH |
2,108.0 |
|
0.618 |
2,088.9 |
|
0.500 |
2,083.0 |
|
0.382 |
2,077.1 |
|
LOW |
2,058.0 |
|
0.618 |
2,027.1 |
|
1.000 |
2,008.0 |
|
1.618 |
1,977.1 |
|
2.618 |
1,927.1 |
|
4.250 |
1,845.5 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.0 |
2,077.0 |
| PP |
2,083.0 |
2,071.0 |
| S1 |
2,083.0 |
2,065.0 |
|