| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,080.0 |
2,036.0 |
-44.0 |
-2.1% |
1,943.0 |
| High |
2,091.0 |
2,088.0 |
-3.0 |
-0.1% |
2,012.0 |
| Low |
2,032.0 |
2,020.0 |
-12.0 |
-0.6% |
1,911.0 |
| Close |
2,054.0 |
2,070.0 |
16.0 |
0.8% |
1,971.0 |
| Range |
59.0 |
68.0 |
9.0 |
15.3% |
101.0 |
| ATR |
75.5 |
75.0 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,003 |
2,735 |
1,732 |
172.7% |
198,306 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.3 |
2,234.7 |
2,107.4 |
|
| R3 |
2,195.3 |
2,166.7 |
2,088.7 |
|
| R2 |
2,127.3 |
2,127.3 |
2,082.5 |
|
| R1 |
2,098.7 |
2,098.7 |
2,076.2 |
2,113.0 |
| PP |
2,059.3 |
2,059.3 |
2,059.3 |
2,066.5 |
| S1 |
2,030.7 |
2,030.7 |
2,063.8 |
2,045.0 |
| S2 |
1,991.3 |
1,991.3 |
2,057.5 |
|
| S3 |
1,923.3 |
1,962.7 |
2,051.3 |
|
| S4 |
1,855.3 |
1,894.7 |
2,032.6 |
|
|
| 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 |
1,932.0 |
159.0 |
7.7% |
65.6 |
3.2% |
87% |
False |
False |
18,171 |
| 10 |
2,091.0 |
1,806.0 |
285.0 |
13.8% |
69.4 |
3.4% |
93% |
False |
False |
23,718 |
| 20 |
2,091.0 |
1,693.0 |
398.0 |
19.2% |
73.2 |
3.5% |
95% |
False |
False |
13,053 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
29.1% |
59.7 |
2.9% |
63% |
False |
False |
6,900 |
| 60 |
2,561.0 |
1,693.0 |
868.0 |
41.9% |
60.2 |
2.9% |
43% |
False |
False |
4,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.0 |
|
2.618 |
2,266.0 |
|
1.618 |
2,198.0 |
|
1.000 |
2,156.0 |
|
0.618 |
2,130.0 |
|
HIGH |
2,088.0 |
|
0.618 |
2,062.0 |
|
0.500 |
2,054.0 |
|
0.382 |
2,046.0 |
|
LOW |
2,020.0 |
|
0.618 |
1,978.0 |
|
1.000 |
1,952.0 |
|
1.618 |
1,910.0 |
|
2.618 |
1,842.0 |
|
4.250 |
1,731.0 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.7 |
2,061.0 |
| PP |
2,059.3 |
2,052.0 |
| S1 |
2,054.0 |
2,043.0 |
|