| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,998.0 |
2,080.0 |
82.0 |
4.1% |
1,943.0 |
| High |
2,089.0 |
2,091.0 |
2.0 |
0.1% |
2,012.0 |
| Low |
1,995.0 |
2,032.0 |
37.0 |
1.9% |
1,911.0 |
| Close |
2,051.0 |
2,054.0 |
3.0 |
0.1% |
1,971.0 |
| Range |
94.0 |
59.0 |
-35.0 |
-37.2% |
101.0 |
| ATR |
76.8 |
75.5 |
-1.3 |
-1.7% |
0.0 |
| Volume |
6,550 |
1,003 |
-5,547 |
-84.7% |
198,306 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.0 |
2,204.0 |
2,086.5 |
|
| R3 |
2,177.0 |
2,145.0 |
2,070.2 |
|
| R2 |
2,118.0 |
2,118.0 |
2,064.8 |
|
| R1 |
2,086.0 |
2,086.0 |
2,059.4 |
2,072.5 |
| PP |
2,059.0 |
2,059.0 |
2,059.0 |
2,052.3 |
| S1 |
2,027.0 |
2,027.0 |
2,048.6 |
2,013.5 |
| S2 |
2,000.0 |
2,000.0 |
2,043.2 |
|
| S3 |
1,941.0 |
1,968.0 |
2,037.8 |
|
| S4 |
1,882.0 |
1,909.0 |
2,021.6 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.7 |
2,220.3 |
2,026.6 |
|
| R3 |
2,166.7 |
2,119.3 |
1,998.8 |
|
| R2 |
2,065.7 |
2,065.7 |
1,989.5 |
|
| R1 |
2,018.3 |
2,018.3 |
1,980.3 |
2,042.0 |
| PP |
1,964.7 |
1,964.7 |
1,964.7 |
1,976.5 |
| S1 |
1,917.3 |
1,917.3 |
1,961.7 |
1,941.0 |
| S2 |
1,863.7 |
1,863.7 |
1,952.5 |
|
| S3 |
1,762.7 |
1,816.3 |
1,943.2 |
|
| S4 |
1,661.7 |
1,715.3 |
1,915.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,091.0 |
1,916.0 |
175.0 |
8.5% |
67.6 |
3.3% |
79% |
True |
False |
27,700 |
| 10 |
2,091.0 |
1,806.0 |
285.0 |
13.9% |
71.6 |
3.5% |
87% |
True |
False |
24,509 |
| 20 |
2,091.0 |
1,693.0 |
398.0 |
19.4% |
73.4 |
3.6% |
91% |
True |
False |
12,955 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
29.4% |
59.5 |
2.9% |
60% |
False |
False |
6,874 |
| 60 |
2,561.0 |
1,693.0 |
868.0 |
42.3% |
59.1 |
2.9% |
42% |
False |
False |
4,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,341.8 |
|
2.618 |
2,245.5 |
|
1.618 |
2,186.5 |
|
1.000 |
2,150.0 |
|
0.618 |
2,127.5 |
|
HIGH |
2,091.0 |
|
0.618 |
2,068.5 |
|
0.500 |
2,061.5 |
|
0.382 |
2,054.5 |
|
LOW |
2,032.0 |
|
0.618 |
1,995.5 |
|
1.000 |
1,973.0 |
|
1.618 |
1,936.5 |
|
2.618 |
1,877.5 |
|
4.250 |
1,781.3 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.5 |
2,039.8 |
| PP |
2,059.0 |
2,025.7 |
| S1 |
2,056.5 |
2,011.5 |
|