| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,685.5 |
3,686.0 |
0.5 |
0.0% |
3,795.5 |
| High |
3,715.0 |
3,912.5 |
197.5 |
5.3% |
3,941.5 |
| Low |
3,599.5 |
3,686.0 |
86.5 |
2.4% |
3,635.0 |
| Close |
3,706.0 |
3,894.5 |
188.5 |
5.1% |
3,665.5 |
| Range |
115.5 |
226.5 |
111.0 |
96.1% |
306.5 |
| ATR |
161.5 |
166.1 |
4.6 |
2.9% |
0.0 |
| Volume |
5,301 |
3,106 |
-2,195 |
-41.4% |
22,260 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,510.5 |
4,429.0 |
4,019.1 |
|
| R3 |
4,284.0 |
4,202.5 |
3,956.8 |
|
| R2 |
4,057.5 |
4,057.5 |
3,936.0 |
|
| R1 |
3,976.0 |
3,976.0 |
3,915.3 |
4,016.8 |
| PP |
3,831.0 |
3,831.0 |
3,831.0 |
3,851.4 |
| S1 |
3,749.5 |
3,749.5 |
3,873.7 |
3,790.3 |
| S2 |
3,604.5 |
3,604.5 |
3,853.0 |
|
| S3 |
3,378.0 |
3,523.0 |
3,832.2 |
|
| S4 |
3,151.5 |
3,296.5 |
3,769.9 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,666.8 |
4,472.7 |
3,834.1 |
|
| R3 |
4,360.3 |
4,166.2 |
3,749.8 |
|
| R2 |
4,053.8 |
4,053.8 |
3,721.7 |
|
| R1 |
3,859.7 |
3,859.7 |
3,693.6 |
3,803.5 |
| PP |
3,747.3 |
3,747.3 |
3,747.3 |
3,719.3 |
| S1 |
3,553.2 |
3,553.2 |
3,637.4 |
3,497.0 |
| S2 |
3,440.8 |
3,440.8 |
3,609.3 |
|
| S3 |
3,134.3 |
3,246.7 |
3,581.2 |
|
| S4 |
2,827.8 |
2,940.2 |
3,496.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,941.5 |
3,599.5 |
342.0 |
8.8% |
176.0 |
4.5% |
86% |
False |
False |
5,481 |
| 10 |
4,001.5 |
3,599.5 |
402.0 |
10.3% |
151.7 |
3.9% |
73% |
False |
False |
3,275 |
| 20 |
4,560.0 |
3,599.5 |
960.5 |
24.7% |
143.6 |
3.7% |
31% |
False |
False |
1,937 |
| 40 |
4,703.5 |
3,599.5 |
1,104.0 |
28.3% |
156.3 |
4.0% |
27% |
False |
False |
1,285 |
| 60 |
5,151.0 |
3,599.5 |
1,551.5 |
39.8% |
146.1 |
3.8% |
19% |
False |
False |
1,527 |
| 80 |
5,151.0 |
3,599.5 |
1,551.5 |
39.8% |
166.7 |
4.3% |
19% |
False |
False |
1,289 |
| 100 |
5,414.0 |
3,599.5 |
1,814.5 |
46.6% |
187.1 |
4.8% |
16% |
False |
False |
1,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,875.1 |
|
2.618 |
4,505.5 |
|
1.618 |
4,279.0 |
|
1.000 |
4,139.0 |
|
0.618 |
4,052.5 |
|
HIGH |
3,912.5 |
|
0.618 |
3,826.0 |
|
0.500 |
3,799.3 |
|
0.382 |
3,772.5 |
|
LOW |
3,686.0 |
|
0.618 |
3,546.0 |
|
1.000 |
3,459.5 |
|
1.618 |
3,319.5 |
|
2.618 |
3,093.0 |
|
4.250 |
2,723.4 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,862.8 |
3,848.3 |
| PP |
3,831.0 |
3,802.2 |
| S1 |
3,799.3 |
3,756.0 |
|