| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,005.0 |
2,031.0 |
26.0 |
1.3% |
1,816.0 |
| High |
2,049.0 |
2,053.0 |
4.0 |
0.2% |
2,018.0 |
| Low |
2,000.0 |
1,983.0 |
-17.0 |
-0.9% |
1,761.0 |
| Close |
2,029.0 |
2,010.0 |
-19.0 |
-0.9% |
1,970.0 |
| Range |
49.0 |
70.0 |
21.0 |
42.9% |
257.0 |
| ATR |
90.1 |
88.7 |
-1.4 |
-1.6% |
0.0 |
| Volume |
1,894,077 |
2,439,554 |
545,477 |
28.8% |
9,158,496 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.3 |
2,187.7 |
2,048.5 |
|
| R3 |
2,155.3 |
2,117.7 |
2,029.3 |
|
| R2 |
2,085.3 |
2,085.3 |
2,022.8 |
|
| R1 |
2,047.7 |
2,047.7 |
2,016.4 |
2,031.5 |
| PP |
2,015.3 |
2,015.3 |
2,015.3 |
2,007.3 |
| S1 |
1,977.7 |
1,977.7 |
2,003.6 |
1,961.5 |
| S2 |
1,945.3 |
1,945.3 |
1,997.2 |
|
| S3 |
1,875.3 |
1,907.7 |
1,990.8 |
|
| S4 |
1,805.3 |
1,837.7 |
1,971.5 |
|
|
| 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 |
2,053.0 |
1,877.0 |
176.0 |
8.8% |
78.8 |
3.9% |
76% |
True |
False |
1,964,559 |
| 10 |
2,053.0 |
1,761.0 |
292.0 |
14.5% |
83.8 |
4.2% |
85% |
True |
False |
1,888,868 |
| 20 |
2,183.0 |
1,761.0 |
422.0 |
21.0% |
82.9 |
4.1% |
59% |
False |
False |
1,755,370 |
| 40 |
2,368.0 |
1,761.0 |
607.0 |
30.2% |
84.5 |
4.2% |
41% |
False |
False |
1,520,067 |
| 60 |
2,619.0 |
1,761.0 |
858.0 |
42.7% |
83.9 |
4.2% |
29% |
False |
False |
1,317,913 |
| 80 |
2,619.0 |
1,761.0 |
858.0 |
42.7% |
92.3 |
4.6% |
29% |
False |
False |
996,447 |
| 100 |
2,781.0 |
1,761.0 |
1,020.0 |
50.7% |
104.3 |
5.2% |
24% |
False |
False |
798,710 |
| 120 |
3,349.0 |
1,761.0 |
1,588.0 |
79.0% |
115.8 |
5.8% |
16% |
False |
False |
666,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,350.5 |
|
2.618 |
2,236.3 |
|
1.618 |
2,166.3 |
|
1.000 |
2,123.0 |
|
0.618 |
2,096.3 |
|
HIGH |
2,053.0 |
|
0.618 |
2,026.3 |
|
0.500 |
2,018.0 |
|
0.382 |
2,009.7 |
|
LOW |
1,983.0 |
|
0.618 |
1,939.7 |
|
1.000 |
1,913.0 |
|
1.618 |
1,869.7 |
|
2.618 |
1,799.7 |
|
4.250 |
1,685.5 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.0 |
2,008.8 |
| PP |
2,015.3 |
2,007.7 |
| S1 |
2,012.7 |
2,006.5 |
|