| 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 |
4,269.0 |
4,170.0 |
-99.0 |
-2.3% |
4,120.0 |
| High |
4,285.0 |
4,170.0 |
-115.0 |
-2.7% |
4,310.5 |
| Low |
4,167.5 |
3,976.0 |
-191.5 |
-4.6% |
4,109.5 |
| Close |
4,212.5 |
4,005.0 |
-207.5 |
-4.9% |
4,212.5 |
| Range |
117.5 |
194.0 |
76.5 |
65.1% |
201.0 |
| ATR |
142.0 |
148.7 |
6.8 |
4.8% |
0.0 |
| Volume |
138,756 |
163,431 |
24,675 |
17.8% |
828,992 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,632.3 |
4,512.7 |
4,111.7 |
|
| R3 |
4,438.3 |
4,318.7 |
4,058.4 |
|
| R2 |
4,244.3 |
4,244.3 |
4,040.6 |
|
| R1 |
4,124.7 |
4,124.7 |
4,022.8 |
4,087.5 |
| PP |
4,050.3 |
4,050.3 |
4,050.3 |
4,031.8 |
| S1 |
3,930.7 |
3,930.7 |
3,987.2 |
3,893.5 |
| S2 |
3,856.3 |
3,856.3 |
3,969.4 |
|
| S3 |
3,662.3 |
3,736.7 |
3,951.7 |
|
| S4 |
3,468.3 |
3,542.7 |
3,898.3 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,813.8 |
4,714.2 |
4,323.1 |
|
| R3 |
4,612.8 |
4,513.2 |
4,267.8 |
|
| R2 |
4,411.8 |
4,411.8 |
4,249.4 |
|
| R1 |
4,312.2 |
4,312.2 |
4,230.9 |
4,362.0 |
| PP |
4,210.8 |
4,210.8 |
4,210.8 |
4,235.8 |
| S1 |
4,111.2 |
4,111.2 |
4,194.1 |
4,161.0 |
| S2 |
4,009.8 |
4,009.8 |
4,175.7 |
|
| S3 |
3,808.8 |
3,910.2 |
4,157.2 |
|
| S4 |
3,607.8 |
3,709.2 |
4,102.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,310.5 |
3,976.0 |
334.5 |
8.4% |
125.6 |
3.1% |
9% |
False |
True |
160,841 |
| 10 |
4,310.5 |
3,955.5 |
355.0 |
8.9% |
125.7 |
3.1% |
14% |
False |
False |
133,524 |
| 20 |
4,310.5 |
3,599.5 |
711.0 |
17.8% |
139.7 |
3.5% |
57% |
False |
False |
70,210 |
| 40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.6% |
142.0 |
3.5% |
37% |
False |
False |
35,456 |
| 60 |
5,151.0 |
3,599.5 |
1,551.5 |
38.7% |
146.8 |
3.7% |
26% |
False |
False |
23,827 |
| 80 |
5,151.0 |
3,599.5 |
1,551.5 |
38.7% |
148.7 |
3.7% |
26% |
False |
False |
18,393 |
| 100 |
5,414.0 |
3,599.5 |
1,814.5 |
45.3% |
167.9 |
4.2% |
22% |
False |
False |
14,806 |
| 120 |
5,630.0 |
3,599.5 |
2,030.5 |
50.7% |
184.8 |
4.6% |
20% |
False |
False |
12,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,994.5 |
|
2.618 |
4,677.9 |
|
1.618 |
4,483.9 |
|
1.000 |
4,364.0 |
|
0.618 |
4,289.9 |
|
HIGH |
4,170.0 |
|
0.618 |
4,095.9 |
|
0.500 |
4,073.0 |
|
0.382 |
4,050.1 |
|
LOW |
3,976.0 |
|
0.618 |
3,856.1 |
|
1.000 |
3,782.0 |
|
1.618 |
3,662.1 |
|
2.618 |
3,468.1 |
|
4.250 |
3,151.5 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,073.0 |
4,143.3 |
| PP |
4,050.3 |
4,097.2 |
| S1 |
4,027.7 |
4,051.1 |
|