| 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 |
1,243.44 |
1,254.09 |
10.65 |
0.9% |
1,177.33 |
| High |
1,261.41 |
1,281.30 |
19.89 |
1.6% |
1,225.16 |
| Low |
1,206.52 |
1,250.14 |
43.62 |
3.6% |
1,144.21 |
| Close |
1,236.66 |
1,281.30 |
44.64 |
3.6% |
1,187.18 |
| Range |
54.89 |
31.16 |
-23.73 |
-43.2% |
80.95 |
| ATR |
41.98 |
42.17 |
0.19 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.39 |
1,354.01 |
1,298.44 |
|
| R3 |
1,333.23 |
1,322.85 |
1,289.87 |
|
| R2 |
1,302.07 |
1,302.07 |
1,287.01 |
|
| R1 |
1,291.69 |
1,291.69 |
1,284.16 |
1,296.88 |
| PP |
1,270.91 |
1,270.91 |
1,270.91 |
1,273.51 |
| S1 |
1,260.53 |
1,260.53 |
1,278.44 |
1,265.72 |
| S2 |
1,239.75 |
1,239.75 |
1,275.59 |
|
| S3 |
1,208.59 |
1,229.37 |
1,272.73 |
|
| S4 |
1,177.43 |
1,198.21 |
1,264.16 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.37 |
1,388.72 |
1,231.70 |
|
| R3 |
1,347.42 |
1,307.77 |
1,209.44 |
|
| R2 |
1,266.47 |
1,266.47 |
1,202.02 |
|
| R1 |
1,226.82 |
1,226.82 |
1,194.60 |
1,246.65 |
| PP |
1,185.52 |
1,185.52 |
1,185.52 |
1,195.43 |
| S1 |
1,145.87 |
1,145.87 |
1,179.76 |
1,165.70 |
| S2 |
1,104.57 |
1,104.57 |
1,172.34 |
|
| S3 |
1,023.62 |
1,064.92 |
1,164.92 |
|
| S4 |
942.67 |
983.97 |
1,142.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,281.30 |
1,178.52 |
102.78 |
8.0% |
41.27 |
3.2% |
100% |
True |
False |
|
| 10 |
1,281.30 |
1,144.21 |
137.09 |
10.7% |
37.28 |
2.9% |
100% |
True |
False |
|
| 20 |
1,281.30 |
1,040.41 |
240.89 |
18.8% |
37.86 |
3.0% |
100% |
True |
False |
|
| 40 |
1,286.90 |
1,040.41 |
246.49 |
19.2% |
37.19 |
2.9% |
98% |
False |
False |
|
| 60 |
1,286.90 |
1,040.41 |
246.49 |
19.2% |
36.65 |
2.9% |
98% |
False |
False |
|
| 80 |
1,286.90 |
1,040.41 |
246.49 |
19.2% |
38.17 |
3.0% |
98% |
False |
False |
|
| 100 |
1,382.65 |
1,018.86 |
363.79 |
28.4% |
41.83 |
3.3% |
72% |
False |
False |
|
| 120 |
1,551.58 |
1,018.86 |
532.72 |
41.6% |
50.12 |
3.9% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,413.73 |
|
2.618 |
1,362.88 |
|
1.618 |
1,331.72 |
|
1.000 |
1,312.46 |
|
0.618 |
1,300.56 |
|
HIGH |
1,281.30 |
|
0.618 |
1,269.40 |
|
0.500 |
1,265.72 |
|
0.382 |
1,262.04 |
|
LOW |
1,250.14 |
|
0.618 |
1,230.88 |
|
1.000 |
1,218.98 |
|
1.618 |
1,199.72 |
|
2.618 |
1,168.56 |
|
4.250 |
1,117.71 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.11 |
1,268.84 |
| PP |
1,270.91 |
1,256.37 |
| S1 |
1,265.72 |
1,243.91 |
|