| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,122.25 |
1,160.50 |
38.25 |
3.4% |
1,075.50 |
| High |
1,166.00 |
1,174.50 |
8.50 |
0.7% |
1,174.50 |
| Low |
1,110.50 |
1,147.50 |
37.00 |
3.3% |
1,039.50 |
| Close |
1,163.00 |
1,168.00 |
5.00 |
0.4% |
1,168.00 |
| Range |
55.50 |
27.00 |
-28.50 |
-51.4% |
135.00 |
| ATR |
44.59 |
43.34 |
-1.26 |
-2.8% |
0.00 |
| Volume |
24,526 |
282,650 |
258,124 |
1,052.5% |
315,004 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.25 |
1,233.25 |
1,182.75 |
|
| R3 |
1,217.25 |
1,206.25 |
1,175.50 |
|
| R2 |
1,190.25 |
1,190.25 |
1,173.00 |
|
| R1 |
1,179.25 |
1,179.25 |
1,170.50 |
1,184.75 |
| PP |
1,163.25 |
1,163.25 |
1,163.25 |
1,166.00 |
| S1 |
1,152.25 |
1,152.25 |
1,165.50 |
1,157.75 |
| S2 |
1,136.25 |
1,136.25 |
1,163.00 |
|
| S3 |
1,109.25 |
1,125.25 |
1,160.50 |
|
| S4 |
1,082.25 |
1,098.25 |
1,153.25 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.25 |
1,485.25 |
1,242.25 |
|
| R3 |
1,397.25 |
1,350.25 |
1,205.00 |
|
| R2 |
1,262.25 |
1,262.25 |
1,192.75 |
|
| R1 |
1,215.25 |
1,215.25 |
1,180.50 |
1,238.75 |
| PP |
1,127.25 |
1,127.25 |
1,127.25 |
1,139.00 |
| S1 |
1,080.25 |
1,080.25 |
1,155.50 |
1,103.75 |
| S2 |
992.25 |
992.25 |
1,143.25 |
|
| S3 |
857.25 |
945.25 |
1,131.00 |
|
| S4 |
722.25 |
810.25 |
1,093.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,174.50 |
1,039.50 |
135.00 |
11.6% |
48.50 |
4.1% |
95% |
True |
False |
63,773 |
| 10 |
1,174.50 |
1,039.50 |
135.00 |
11.6% |
44.00 |
3.8% |
95% |
True |
False |
32,157 |
| 20 |
1,254.00 |
1,039.50 |
214.50 |
18.4% |
40.75 |
3.5% |
60% |
False |
False |
16,296 |
| 40 |
1,285.25 |
1,039.50 |
245.75 |
21.0% |
41.75 |
3.6% |
52% |
False |
False |
8,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.25 |
|
2.618 |
1,245.25 |
|
1.618 |
1,218.25 |
|
1.000 |
1,201.50 |
|
0.618 |
1,191.25 |
|
HIGH |
1,174.50 |
|
0.618 |
1,164.25 |
|
0.500 |
1,161.00 |
|
0.382 |
1,157.75 |
|
LOW |
1,147.50 |
|
0.618 |
1,130.75 |
|
1.000 |
1,120.50 |
|
1.618 |
1,103.75 |
|
2.618 |
1,076.75 |
|
4.250 |
1,032.75 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.75 |
1,148.50 |
| PP |
1,163.25 |
1,129.00 |
| S1 |
1,161.00 |
1,109.50 |
|