| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
4,064.0 |
4,049.0 |
-15.0 |
-0.4% |
3,685.5 |
| High |
4,096.5 |
4,145.5 |
49.0 |
1.2% |
4,063.0 |
| Low |
3,955.5 |
4,011.5 |
56.0 |
1.4% |
3,599.5 |
| Close |
4,001.0 |
4,053.5 |
52.5 |
1.3% |
3,967.5 |
| Range |
141.0 |
134.0 |
-7.0 |
-5.0% |
463.5 |
| ATR |
156.6 |
155.7 |
-0.9 |
-0.6% |
0.0 |
| Volume |
50,587 |
74,601 |
24,014 |
47.5% |
24,175 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,472.2 |
4,396.8 |
4,127.2 |
|
| R3 |
4,338.2 |
4,262.8 |
4,090.4 |
|
| R2 |
4,204.2 |
4,204.2 |
4,078.1 |
|
| R1 |
4,128.8 |
4,128.8 |
4,065.8 |
4,166.5 |
| PP |
4,070.2 |
4,070.2 |
4,070.2 |
4,089.0 |
| S1 |
3,994.8 |
3,994.8 |
4,041.2 |
4,032.5 |
| S2 |
3,936.2 |
3,936.2 |
4,028.9 |
|
| S3 |
3,802.2 |
3,860.8 |
4,016.7 |
|
| S4 |
3,668.2 |
3,726.8 |
3,979.8 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,267.2 |
5,080.8 |
4,222.4 |
|
| R3 |
4,803.7 |
4,617.3 |
4,095.0 |
|
| R2 |
4,340.2 |
4,340.2 |
4,052.5 |
|
| R1 |
4,153.8 |
4,153.8 |
4,010.0 |
4,247.0 |
| PP |
3,876.7 |
3,876.7 |
3,876.7 |
3,923.3 |
| S1 |
3,690.3 |
3,690.3 |
3,925.0 |
3,783.5 |
| S2 |
3,413.2 |
3,413.2 |
3,882.5 |
|
| S3 |
2,949.7 |
3,226.8 |
3,840.0 |
|
| S4 |
2,486.2 |
2,763.3 |
3,712.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,145.5 |
3,947.0 |
198.5 |
4.9% |
118.6 |
2.9% |
54% |
True |
False |
41,662 |
| 10 |
4,145.5 |
3,599.5 |
546.0 |
13.5% |
144.9 |
3.6% |
83% |
True |
False |
22,944 |
| 20 |
4,179.0 |
3,599.5 |
579.5 |
14.3% |
153.5 |
3.8% |
78% |
False |
False |
12,601 |
| 40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.2% |
146.2 |
3.6% |
41% |
False |
False |
6,615 |
| 60 |
5,151.0 |
3,599.5 |
1,551.5 |
38.3% |
144.7 |
3.6% |
29% |
False |
False |
4,645 |
| 80 |
5,151.0 |
3,599.5 |
1,551.5 |
38.3% |
155.2 |
3.8% |
29% |
False |
False |
3,955 |
| 100 |
5,414.0 |
3,599.5 |
1,814.5 |
44.8% |
178.9 |
4.4% |
25% |
False |
False |
3,248 |
| 120 |
6,316.0 |
3,599.5 |
2,716.5 |
67.0% |
187.1 |
4.6% |
17% |
False |
False |
2,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,715.0 |
|
2.618 |
4,496.3 |
|
1.618 |
4,362.3 |
|
1.000 |
4,279.5 |
|
0.618 |
4,228.3 |
|
HIGH |
4,145.5 |
|
0.618 |
4,094.3 |
|
0.500 |
4,078.5 |
|
0.382 |
4,062.7 |
|
LOW |
4,011.5 |
|
0.618 |
3,928.7 |
|
1.000 |
3,877.5 |
|
1.618 |
3,794.7 |
|
2.618 |
3,660.7 |
|
4.250 |
3,442.0 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,078.5 |
4,052.5 |
| PP |
4,070.2 |
4,051.5 |
| S1 |
4,061.8 |
4,050.5 |
|