| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,235.50 |
1,231.00 |
-4.50 |
-0.4% |
1,163.75 |
| High |
1,261.50 |
1,281.75 |
20.25 |
1.6% |
1,226.00 |
| Low |
1,205.25 |
1,231.00 |
25.75 |
2.1% |
1,142.25 |
| Close |
1,233.50 |
1,273.00 |
39.50 |
3.2% |
1,188.00 |
| Range |
56.25 |
50.75 |
-5.50 |
-9.8% |
83.75 |
| ATR |
43.85 |
44.34 |
0.49 |
1.1% |
0.00 |
| Volume |
272,775 |
402,757 |
129,982 |
47.7% |
1,827,803 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.25 |
1,394.25 |
1,301.00 |
|
| R3 |
1,363.50 |
1,343.50 |
1,287.00 |
|
| R2 |
1,312.75 |
1,312.75 |
1,282.25 |
|
| R1 |
1,292.75 |
1,292.75 |
1,277.75 |
1,302.75 |
| PP |
1,262.00 |
1,262.00 |
1,262.00 |
1,267.00 |
| S1 |
1,242.00 |
1,242.00 |
1,268.25 |
1,252.00 |
| S2 |
1,211.25 |
1,211.25 |
1,263.75 |
|
| S3 |
1,160.50 |
1,191.25 |
1,259.00 |
|
| S4 |
1,109.75 |
1,140.50 |
1,245.00 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.75 |
1,396.00 |
1,234.00 |
|
| R3 |
1,353.00 |
1,312.25 |
1,211.00 |
|
| R2 |
1,269.25 |
1,269.25 |
1,203.25 |
|
| R1 |
1,228.50 |
1,228.50 |
1,195.75 |
1,249.00 |
| PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,195.50 |
| S1 |
1,144.75 |
1,144.75 |
1,180.25 |
1,165.00 |
| S2 |
1,101.75 |
1,101.75 |
1,172.75 |
|
| S3 |
1,018.00 |
1,061.00 |
1,165.00 |
|
| S4 |
934.25 |
977.25 |
1,142.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,281.75 |
1,177.25 |
104.50 |
8.2% |
49.00 |
3.8% |
92% |
True |
False |
341,304 |
| 10 |
1,281.75 |
1,142.25 |
139.50 |
11.0% |
43.00 |
3.4% |
94% |
True |
False |
348,940 |
| 20 |
1,281.75 |
1,039.50 |
242.25 |
19.0% |
44.50 |
3.5% |
96% |
True |
False |
176,444 |
| 40 |
1,285.25 |
1,039.50 |
245.75 |
19.3% |
42.00 |
3.3% |
95% |
False |
False |
88,412 |
| 60 |
1,286.50 |
1,039.50 |
247.00 |
19.4% |
41.25 |
3.2% |
95% |
False |
False |
58,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.50 |
|
2.618 |
1,414.50 |
|
1.618 |
1,363.75 |
|
1.000 |
1,332.50 |
|
0.618 |
1,313.00 |
|
HIGH |
1,281.75 |
|
0.618 |
1,262.25 |
|
0.500 |
1,256.50 |
|
0.382 |
1,250.50 |
|
LOW |
1,231.00 |
|
0.618 |
1,199.75 |
|
1.000 |
1,180.25 |
|
1.618 |
1,149.00 |
|
2.618 |
1,098.25 |
|
4.250 |
1,015.25 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,267.50 |
1,263.25 |
| PP |
1,262.00 |
1,253.25 |
| S1 |
1,256.50 |
1,243.50 |
|