| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,730.0 |
3,833.0 |
103.0 |
2.8% |
4,054.0 |
| High |
3,935.0 |
3,863.5 |
-71.5 |
-1.8% |
4,116.5 |
| Low |
3,725.0 |
3,656.0 |
-69.0 |
-1.9% |
3,761.5 |
| Close |
3,885.5 |
3,704.5 |
-181.0 |
-4.7% |
3,847.5 |
| Range |
210.0 |
207.5 |
-2.5 |
-1.2% |
355.0 |
| ATR |
174.1 |
178.0 |
4.0 |
2.3% |
0.0 |
| Volume |
198,565 |
209,366 |
10,801 |
5.4% |
977,405 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,363.8 |
4,241.7 |
3,818.6 |
|
| R3 |
4,156.3 |
4,034.2 |
3,761.6 |
|
| R2 |
3,948.8 |
3,948.8 |
3,742.5 |
|
| R1 |
3,826.7 |
3,826.7 |
3,723.5 |
3,784.0 |
| PP |
3,741.3 |
3,741.3 |
3,741.3 |
3,720.0 |
| S1 |
3,619.2 |
3,619.2 |
3,685.5 |
3,576.5 |
| S2 |
3,533.8 |
3,533.8 |
3,666.5 |
|
| S3 |
3,326.3 |
3,411.7 |
3,647.4 |
|
| S4 |
3,118.8 |
3,204.2 |
3,590.4 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,973.5 |
4,765.5 |
4,042.8 |
|
| R3 |
4,618.5 |
4,410.5 |
3,945.1 |
|
| R2 |
4,263.5 |
4,263.5 |
3,912.6 |
|
| R1 |
4,055.5 |
4,055.5 |
3,880.0 |
3,982.0 |
| PP |
3,908.5 |
3,908.5 |
3,908.5 |
3,871.8 |
| S1 |
3,700.5 |
3,700.5 |
3,815.0 |
3,627.0 |
| S2 |
3,553.5 |
3,553.5 |
3,782.4 |
|
| S3 |
3,198.5 |
3,345.5 |
3,749.9 |
|
| S4 |
2,843.5 |
2,990.5 |
3,652.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,935.0 |
3,656.0 |
279.0 |
7.5% |
154.2 |
4.2% |
17% |
False |
True |
194,879 |
| 10 |
4,143.0 |
3,656.0 |
487.0 |
13.1% |
170.4 |
4.6% |
10% |
False |
True |
197,354 |
| 20 |
4,694.0 |
3,656.0 |
1,038.0 |
28.0% |
156.5 |
4.2% |
5% |
False |
True |
184,981 |
| 40 |
5,034.5 |
3,656.0 |
1,378.5 |
37.2% |
163.8 |
4.4% |
4% |
False |
True |
171,097 |
| 60 |
5,138.5 |
3,656.0 |
1,482.5 |
40.0% |
163.6 |
4.4% |
3% |
False |
True |
128,845 |
| 80 |
5,372.0 |
3,656.0 |
1,716.0 |
46.3% |
190.3 |
5.1% |
3% |
False |
True |
96,967 |
| 100 |
5,458.0 |
3,656.0 |
1,802.0 |
48.6% |
219.7 |
5.9% |
3% |
False |
True |
77,769 |
| 120 |
6,400.0 |
3,656.0 |
2,744.0 |
74.1% |
216.0 |
5.8% |
2% |
False |
True |
65,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,745.4 |
|
2.618 |
4,406.7 |
|
1.618 |
4,199.2 |
|
1.000 |
4,071.0 |
|
0.618 |
3,991.7 |
|
HIGH |
3,863.5 |
|
0.618 |
3,784.2 |
|
0.500 |
3,759.8 |
|
0.382 |
3,735.3 |
|
LOW |
3,656.0 |
|
0.618 |
3,527.8 |
|
1.000 |
3,448.5 |
|
1.618 |
3,320.3 |
|
2.618 |
3,112.8 |
|
4.250 |
2,774.1 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,759.8 |
3,795.5 |
| PP |
3,741.3 |
3,765.2 |
| S1 |
3,722.9 |
3,734.8 |
|