| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,940.0 |
1,979.0 |
39.0 |
2.0% |
2,004.0 |
| High |
2,018.0 |
2,054.0 |
36.0 |
1.8% |
2,108.0 |
| Low |
1,937.0 |
1,945.0 |
8.0 |
0.4% |
1,997.0 |
| Close |
1,993.0 |
2,021.0 |
28.0 |
1.4% |
2,040.0 |
| Range |
81.0 |
109.0 |
28.0 |
34.6% |
111.0 |
| ATR |
82.5 |
84.4 |
1.9 |
2.3% |
0.0 |
| Volume |
1,378,355 |
1,440,307 |
61,952 |
4.5% |
6,770,739 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.7 |
2,286.3 |
2,081.0 |
|
| R3 |
2,224.7 |
2,177.3 |
2,051.0 |
|
| R2 |
2,115.7 |
2,115.7 |
2,041.0 |
|
| R1 |
2,068.3 |
2,068.3 |
2,031.0 |
2,092.0 |
| PP |
2,006.7 |
2,006.7 |
2,006.7 |
2,018.5 |
| S1 |
1,959.3 |
1,959.3 |
2,011.0 |
1,983.0 |
| S2 |
1,897.7 |
1,897.7 |
2,001.0 |
|
| S3 |
1,788.7 |
1,850.3 |
1,991.0 |
|
| S4 |
1,679.7 |
1,741.3 |
1,961.1 |
|
|
| 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 |
9.3% |
80.8 |
4.0% |
53% |
False |
False |
1,311,254 |
| 10 |
2,108.0 |
1,921.0 |
187.0 |
9.3% |
75.6 |
3.7% |
53% |
False |
False |
1,365,650 |
| 20 |
2,108.0 |
1,693.0 |
415.0 |
20.5% |
79.8 |
3.9% |
79% |
False |
False |
885,463 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
30.2% |
76.4 |
3.8% |
54% |
False |
False |
446,139 |
| 60 |
2,522.0 |
1,693.0 |
829.0 |
41.0% |
79.3 |
3.9% |
40% |
False |
False |
298,637 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
43.0% |
79.5 |
3.9% |
38% |
False |
False |
226,697 |
| 100 |
2,714.0 |
1,693.0 |
1,021.0 |
50.5% |
87.1 |
4.3% |
32% |
False |
False |
181,739 |
| 120 |
2,807.0 |
1,693.0 |
1,114.0 |
55.1% |
90.2 |
4.5% |
29% |
False |
False |
151,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.3 |
|
2.618 |
2,339.4 |
|
1.618 |
2,230.4 |
|
1.000 |
2,163.0 |
|
0.618 |
2,121.4 |
|
HIGH |
2,054.0 |
|
0.618 |
2,012.4 |
|
0.500 |
1,999.5 |
|
0.382 |
1,986.6 |
|
LOW |
1,945.0 |
|
0.618 |
1,877.6 |
|
1.000 |
1,836.0 |
|
1.618 |
1,768.6 |
|
2.618 |
1,659.6 |
|
4.250 |
1,481.8 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.8 |
2,009.8 |
| PP |
2,006.7 |
1,998.7 |
| S1 |
1,999.5 |
1,987.5 |
|