| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,905.0 |
1,996.0 |
91.0 |
4.8% |
1,816.0 |
| High |
1,998.0 |
2,018.0 |
20.0 |
1.0% |
2,018.0 |
| Low |
1,877.0 |
1,960.0 |
83.0 |
4.4% |
1,761.0 |
| Close |
1,959.0 |
1,970.0 |
11.0 |
0.6% |
1,970.0 |
| Range |
121.0 |
58.0 |
-63.0 |
-52.1% |
257.0 |
| ATR |
93.4 |
91.0 |
-2.5 |
-2.6% |
0.0 |
| Volume |
1,811,536 |
1,649,884 |
-161,652 |
-8.9% |
9,158,496 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.7 |
2,121.3 |
2,001.9 |
|
| R3 |
2,098.7 |
2,063.3 |
1,986.0 |
|
| R2 |
2,040.7 |
2,040.7 |
1,980.6 |
|
| R1 |
2,005.3 |
2,005.3 |
1,975.3 |
1,994.0 |
| PP |
1,982.7 |
1,982.7 |
1,982.7 |
1,977.0 |
| S1 |
1,947.3 |
1,947.3 |
1,964.7 |
1,936.0 |
| S2 |
1,924.7 |
1,924.7 |
1,959.4 |
|
| S3 |
1,866.7 |
1,889.3 |
1,954.1 |
|
| S4 |
1,808.7 |
1,831.3 |
1,938.1 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,687.3 |
2,585.7 |
2,111.4 |
|
| R3 |
2,430.3 |
2,328.7 |
2,040.7 |
|
| R2 |
2,173.3 |
2,173.3 |
2,017.1 |
|
| R1 |
2,071.7 |
2,071.7 |
1,993.6 |
2,122.5 |
| PP |
1,916.3 |
1,916.3 |
1,916.3 |
1,941.8 |
| S1 |
1,814.7 |
1,814.7 |
1,946.4 |
1,865.5 |
| S2 |
1,659.3 |
1,659.3 |
1,922.9 |
|
| S3 |
1,402.3 |
1,557.7 |
1,899.3 |
|
| S4 |
1,145.3 |
1,300.7 |
1,828.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,018.0 |
1,761.0 |
257.0 |
13.0% |
94.8 |
4.8% |
81% |
True |
False |
1,831,699 |
| 10 |
2,018.0 |
1,761.0 |
257.0 |
13.0% |
87.4 |
4.4% |
81% |
True |
False |
1,782,565 |
| 20 |
2,270.0 |
1,761.0 |
509.0 |
25.8% |
83.3 |
4.2% |
41% |
False |
False |
1,666,285 |
| 40 |
2,437.0 |
1,761.0 |
676.0 |
34.3% |
87.7 |
4.5% |
31% |
False |
False |
1,498,408 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
43.6% |
84.1 |
4.3% |
24% |
False |
False |
1,251,607 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
43.6% |
95.8 |
4.9% |
24% |
False |
False |
942,436 |
| 100 |
2,781.0 |
1,761.0 |
1,020.0 |
51.8% |
107.7 |
5.5% |
20% |
False |
False |
755,427 |
| 120 |
3,349.0 |
1,761.0 |
1,588.0 |
80.6% |
117.8 |
6.0% |
13% |
False |
False |
631,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,264.5 |
|
2.618 |
2,169.8 |
|
1.618 |
2,111.8 |
|
1.000 |
2,076.0 |
|
0.618 |
2,053.8 |
|
HIGH |
2,018.0 |
|
0.618 |
1,995.8 |
|
0.500 |
1,989.0 |
|
0.382 |
1,982.2 |
|
LOW |
1,960.0 |
|
0.618 |
1,924.2 |
|
1.000 |
1,902.0 |
|
1.618 |
1,866.2 |
|
2.618 |
1,808.2 |
|
4.250 |
1,713.5 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.0 |
1,962.5 |
| PP |
1,982.7 |
1,955.0 |
| S1 |
1,976.3 |
1,947.5 |
|