| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,084.0 |
2,015.0 |
-69.0 |
-3.3% |
2,004.0 |
| High |
2,095.0 |
2,015.0 |
-80.0 |
-3.8% |
2,108.0 |
| Low |
2,025.0 |
1,921.0 |
-104.0 |
-5.1% |
1,997.0 |
| Close |
2,040.0 |
1,937.0 |
-103.0 |
-5.0% |
2,040.0 |
| Range |
70.0 |
94.0 |
24.0 |
34.3% |
111.0 |
| ATR |
79.8 |
82.6 |
2.8 |
3.5% |
0.0 |
| Volume |
1,149,616 |
1,391,006 |
241,390 |
21.0% |
6,770,739 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.7 |
2,182.3 |
1,988.7 |
|
| R3 |
2,145.7 |
2,088.3 |
1,962.9 |
|
| R2 |
2,051.7 |
2,051.7 |
1,954.2 |
|
| R1 |
1,994.3 |
1,994.3 |
1,945.6 |
1,976.0 |
| PP |
1,957.7 |
1,957.7 |
1,957.7 |
1,948.5 |
| S1 |
1,900.3 |
1,900.3 |
1,928.4 |
1,882.0 |
| S2 |
1,863.7 |
1,863.7 |
1,919.8 |
|
| S3 |
1,769.7 |
1,806.3 |
1,911.2 |
|
| S4 |
1,675.7 |
1,712.3 |
1,885.3 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.3 |
2,321.7 |
2,101.1 |
|
| R3 |
2,270.3 |
2,210.7 |
2,070.5 |
|
| R2 |
2,159.3 |
2,159.3 |
2,060.4 |
|
| R1 |
2,099.7 |
2,099.7 |
2,050.2 |
2,129.5 |
| PP |
2,048.3 |
2,048.3 |
2,048.3 |
2,063.3 |
| S1 |
1,988.7 |
1,988.7 |
2,029.8 |
2,018.5 |
| S2 |
1,937.3 |
1,937.3 |
2,019.7 |
|
| S3 |
1,826.3 |
1,877.7 |
2,009.5 |
|
| S4 |
1,715.3 |
1,766.7 |
1,979.0 |
|
|
| 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 |
1,921.0 |
187.0 |
9.7% |
70.8 |
3.7% |
9% |
False |
True |
1,354,769 |
| 10 |
2,108.0 |
1,912.0 |
196.0 |
10.1% |
71.4 |
3.7% |
13% |
False |
False |
1,341,118 |
| 20 |
2,108.0 |
1,693.0 |
415.0 |
21.4% |
79.2 |
4.1% |
59% |
False |
False |
746,591 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
31.5% |
75.3 |
3.9% |
40% |
False |
False |
375,841 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
44.9% |
77.8 |
4.0% |
28% |
False |
False |
251,707 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
44.9% |
80.4 |
4.2% |
28% |
False |
False |
191,490 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
53.3% |
87.0 |
4.5% |
24% |
False |
False |
153,560 |
| 120 |
2,936.0 |
1,693.0 |
1,243.0 |
64.2% |
91.0 |
4.7% |
20% |
False |
False |
128,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.5 |
|
2.618 |
2,261.1 |
|
1.618 |
2,167.1 |
|
1.000 |
2,109.0 |
|
0.618 |
2,073.1 |
|
HIGH |
2,015.0 |
|
0.618 |
1,979.1 |
|
0.500 |
1,968.0 |
|
0.382 |
1,956.9 |
|
LOW |
1,921.0 |
|
0.618 |
1,862.9 |
|
1.000 |
1,827.0 |
|
1.618 |
1,768.9 |
|
2.618 |
1,674.9 |
|
4.250 |
1,521.5 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,968.0 |
2,014.5 |
| PP |
1,957.7 |
1,988.7 |
| S1 |
1,947.3 |
1,962.8 |
|