| 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 |
754.75 |
756.50 |
1.75 |
0.2% |
688.75 |
| High |
774.75 |
780.75 |
6.00 |
0.8% |
761.25 |
| Low |
750.00 |
749.50 |
-0.50 |
-0.1% |
670.75 |
| Close |
757.25 |
778.75 |
21.50 |
2.8% |
757.75 |
| Range |
24.75 |
31.25 |
6.50 |
26.3% |
90.50 |
| ATR |
30.66 |
30.70 |
0.04 |
0.1% |
0.00 |
| Volume |
1,081,065 |
827,057 |
-254,008 |
-23.5% |
14,527,009 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.50 |
852.25 |
796.00 |
|
| R3 |
832.25 |
821.00 |
787.25 |
|
| R2 |
801.00 |
801.00 |
784.50 |
|
| R1 |
789.75 |
789.75 |
781.50 |
795.50 |
| PP |
769.75 |
769.75 |
769.75 |
772.50 |
| S1 |
758.50 |
758.50 |
776.00 |
764.00 |
| S2 |
738.50 |
738.50 |
773.00 |
|
| S3 |
707.25 |
727.25 |
770.25 |
|
| S4 |
676.00 |
696.00 |
761.50 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.50 |
970.00 |
807.50 |
|
| R3 |
911.00 |
879.50 |
782.75 |
|
| R2 |
820.50 |
820.50 |
774.25 |
|
| R1 |
789.00 |
789.00 |
766.00 |
804.75 |
| PP |
730.00 |
730.00 |
730.00 |
737.75 |
| S1 |
698.50 |
698.50 |
749.50 |
714.25 |
| S2 |
639.50 |
639.50 |
741.25 |
|
| S3 |
549.00 |
608.00 |
732.75 |
|
| S4 |
458.50 |
517.50 |
708.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
780.75 |
711.25 |
69.50 |
8.9% |
27.50 |
3.5% |
97% |
True |
False |
2,076,661 |
| 10 |
780.75 |
665.75 |
115.00 |
14.8% |
32.00 |
4.1% |
98% |
True |
False |
2,607,310 |
| 20 |
796.75 |
665.75 |
131.00 |
16.8% |
30.75 |
3.9% |
86% |
False |
False |
2,722,764 |
| 40 |
876.00 |
665.75 |
210.25 |
27.0% |
31.25 |
4.0% |
54% |
False |
False |
2,585,816 |
| 60 |
942.75 |
665.75 |
277.00 |
35.6% |
29.50 |
3.8% |
41% |
False |
False |
2,251,458 |
| 80 |
942.75 |
665.75 |
277.00 |
35.6% |
34.50 |
4.4% |
41% |
False |
False |
1,822,597 |
| 100 |
1,006.50 |
665.75 |
340.75 |
43.8% |
39.50 |
5.1% |
33% |
False |
False |
1,458,959 |
| 120 |
1,227.25 |
665.75 |
561.50 |
72.1% |
45.00 |
5.8% |
20% |
False |
False |
1,216,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
913.50 |
|
2.618 |
862.50 |
|
1.618 |
831.25 |
|
1.000 |
812.00 |
|
0.618 |
800.00 |
|
HIGH |
780.75 |
|
0.618 |
768.75 |
|
0.500 |
765.00 |
|
0.382 |
761.50 |
|
LOW |
749.50 |
|
0.618 |
730.25 |
|
1.000 |
718.25 |
|
1.618 |
699.00 |
|
2.618 |
667.75 |
|
4.250 |
616.75 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
774.25 |
773.00 |
| PP |
769.75 |
767.25 |
| S1 |
765.00 |
761.50 |
|