| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3,758.5 |
3,865.0 |
106.5 |
2.8% |
3,881.0 |
| High |
3,915.0 |
3,960.5 |
45.5 |
1.2% |
3,979.5 |
| Low |
3,753.0 |
3,788.0 |
35.0 |
0.9% |
3,756.5 |
| Close |
3,885.0 |
3,904.0 |
19.0 |
0.5% |
3,844.0 |
| Range |
162.0 |
172.5 |
10.5 |
6.5% |
223.0 |
| ATR |
135.8 |
138.5 |
2.6 |
1.9% |
0.0 |
| Volume |
118,900 |
173,429 |
54,529 |
45.9% |
639,261 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,401.5 |
4,325.5 |
3,999.0 |
|
| R3 |
4,229.0 |
4,153.0 |
3,951.5 |
|
| R2 |
4,056.5 |
4,056.5 |
3,935.5 |
|
| R1 |
3,980.5 |
3,980.5 |
3,920.0 |
4,018.5 |
| PP |
3,884.0 |
3,884.0 |
3,884.0 |
3,903.0 |
| S1 |
3,808.0 |
3,808.0 |
3,888.0 |
3,846.0 |
| S2 |
3,711.5 |
3,711.5 |
3,872.5 |
|
| S3 |
3,539.0 |
3,635.5 |
3,856.5 |
|
| S4 |
3,366.5 |
3,463.0 |
3,809.0 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,529.0 |
4,409.5 |
3,966.5 |
|
| R3 |
4,306.0 |
4,186.5 |
3,905.5 |
|
| R2 |
4,083.0 |
4,083.0 |
3,885.0 |
|
| R1 |
3,963.5 |
3,963.5 |
3,864.5 |
3,912.0 |
| PP |
3,860.0 |
3,860.0 |
3,860.0 |
3,834.0 |
| S1 |
3,740.5 |
3,740.5 |
3,823.5 |
3,689.0 |
| S2 |
3,637.0 |
3,637.0 |
3,803.0 |
|
| S3 |
3,414.0 |
3,517.5 |
3,782.5 |
|
| S4 |
3,191.0 |
3,294.5 |
3,721.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,960.5 |
3,698.0 |
262.5 |
6.7% |
122.5 |
3.1% |
78% |
True |
False |
123,317 |
| 10 |
3,979.5 |
3,698.0 |
281.5 |
7.2% |
130.0 |
3.3% |
73% |
False |
False |
141,641 |
| 20 |
3,979.5 |
3,405.5 |
574.0 |
14.7% |
132.5 |
3.4% |
87% |
False |
False |
88,880 |
| 40 |
4,262.5 |
3,405.5 |
857.0 |
22.0% |
112.5 |
2.9% |
58% |
False |
False |
44,600 |
| 60 |
4,596.5 |
3,405.5 |
1,191.0 |
30.5% |
106.0 |
2.7% |
42% |
False |
False |
29,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,693.5 |
|
2.618 |
4,412.0 |
|
1.618 |
4,239.5 |
|
1.000 |
4,133.0 |
|
0.618 |
4,067.0 |
|
HIGH |
3,960.5 |
|
0.618 |
3,894.5 |
|
0.500 |
3,874.0 |
|
0.382 |
3,854.0 |
|
LOW |
3,788.0 |
|
0.618 |
3,681.5 |
|
1.000 |
3,615.5 |
|
1.618 |
3,509.0 |
|
2.618 |
3,336.5 |
|
4.250 |
3,055.0 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,894.0 |
3,879.0 |
| PP |
3,884.0 |
3,854.0 |
| S1 |
3,874.0 |
3,829.0 |
|