| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,151.25 |
1,190.00 |
38.75 |
3.4% |
1,075.50 |
| High |
1,191.50 |
1,226.00 |
34.50 |
2.9% |
1,174.50 |
| Low |
1,146.75 |
1,179.00 |
32.25 |
2.8% |
1,039.50 |
| Close |
1,190.25 |
1,212.75 |
22.50 |
1.9% |
1,168.00 |
| Range |
44.75 |
47.00 |
2.25 |
5.0% |
135.00 |
| ATR |
43.07 |
43.35 |
0.28 |
0.7% |
0.00 |
| Volume |
386,080 |
387,148 |
1,068 |
0.3% |
315,004 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.00 |
1,326.75 |
1,238.50 |
|
| R3 |
1,300.00 |
1,279.75 |
1,225.75 |
|
| R2 |
1,253.00 |
1,253.00 |
1,221.25 |
|
| R1 |
1,232.75 |
1,232.75 |
1,217.00 |
1,243.00 |
| PP |
1,206.00 |
1,206.00 |
1,206.00 |
1,211.00 |
| S1 |
1,185.75 |
1,185.75 |
1,208.50 |
1,196.00 |
| S2 |
1,159.00 |
1,159.00 |
1,204.25 |
|
| S3 |
1,112.00 |
1,138.75 |
1,199.75 |
|
| S4 |
1,065.00 |
1,091.75 |
1,187.00 |
|
|
| 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 |
1,226.00 |
1,110.50 |
115.50 |
9.5% |
42.50 |
3.5% |
89% |
True |
False |
280,474 |
| 10 |
1,226.00 |
1,039.50 |
186.50 |
15.4% |
46.75 |
3.9% |
93% |
True |
False |
141,539 |
| 20 |
1,226.00 |
1,039.50 |
186.50 |
15.4% |
43.50 |
3.6% |
93% |
True |
False |
71,030 |
| 40 |
1,285.25 |
1,039.50 |
245.75 |
20.3% |
41.75 |
3.4% |
70% |
False |
False |
35,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,425.75 |
|
2.618 |
1,349.00 |
|
1.618 |
1,302.00 |
|
1.000 |
1,273.00 |
|
0.618 |
1,255.00 |
|
HIGH |
1,226.00 |
|
0.618 |
1,208.00 |
|
0.500 |
1,202.50 |
|
0.382 |
1,197.00 |
|
LOW |
1,179.00 |
|
0.618 |
1,150.00 |
|
1.000 |
1,132.00 |
|
1.618 |
1,103.00 |
|
2.618 |
1,056.00 |
|
4.250 |
979.25 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,209.25 |
1,203.25 |
| PP |
1,206.00 |
1,193.75 |
| S1 |
1,202.50 |
1,184.00 |
|