| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,701.0 |
3,669.0 |
-32.0 |
-0.9% |
3,715.0 |
| High |
3,763.5 |
3,776.5 |
13.0 |
0.3% |
3,731.0 |
| Low |
3,648.0 |
3,608.0 |
-40.0 |
-1.1% |
3,456.0 |
| Close |
3,694.5 |
3,700.5 |
6.0 |
0.2% |
3,513.0 |
| Range |
115.5 |
168.5 |
53.0 |
45.9% |
275.0 |
| ATR |
152.7 |
153.8 |
1.1 |
0.7% |
0.0 |
| Volume |
161,637 |
145,625 |
-16,012 |
-9.9% |
831,951 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,200.5 |
4,119.0 |
3,793.0 |
|
| R3 |
4,032.0 |
3,950.5 |
3,747.0 |
|
| R2 |
3,863.5 |
3,863.5 |
3,731.5 |
|
| R1 |
3,782.0 |
3,782.0 |
3,716.0 |
3,823.0 |
| PP |
3,695.0 |
3,695.0 |
3,695.0 |
3,715.5 |
| S1 |
3,613.5 |
3,613.5 |
3,685.0 |
3,654.0 |
| S2 |
3,526.5 |
3,526.5 |
3,669.5 |
|
| S3 |
3,358.0 |
3,445.0 |
3,654.0 |
|
| S4 |
3,189.5 |
3,276.5 |
3,608.0 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,391.5 |
4,227.5 |
3,664.0 |
|
| R3 |
4,116.5 |
3,952.5 |
3,588.5 |
|
| R2 |
3,841.5 |
3,841.5 |
3,563.5 |
|
| R1 |
3,677.5 |
3,677.5 |
3,538.0 |
3,622.0 |
| PP |
3,566.5 |
3,566.5 |
3,566.5 |
3,539.0 |
| S1 |
3,402.5 |
3,402.5 |
3,488.0 |
3,347.0 |
| S2 |
3,291.5 |
3,291.5 |
3,462.5 |
|
| S3 |
3,016.5 |
3,127.5 |
3,437.5 |
|
| S4 |
2,741.5 |
2,852.5 |
3,362.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,776.5 |
3,443.0 |
333.5 |
9.0% |
149.5 |
4.0% |
77% |
True |
False |
149,657 |
| 10 |
3,861.0 |
3,443.0 |
418.0 |
11.3% |
153.5 |
4.1% |
62% |
False |
False |
158,785 |
| 20 |
4,268.5 |
3,443.0 |
825.5 |
22.3% |
142.0 |
3.8% |
31% |
False |
False |
141,385 |
| 40 |
4,388.5 |
3,443.0 |
945.5 |
25.6% |
142.0 |
3.8% |
27% |
False |
False |
135,906 |
| 60 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
136.0 |
3.7% |
21% |
False |
False |
123,267 |
| 80 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
144.5 |
3.9% |
21% |
False |
False |
93,022 |
| 100 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
154.5 |
4.2% |
21% |
False |
False |
74,449 |
| 120 |
5,442.5 |
3,443.0 |
1,999.5 |
54.0% |
166.5 |
4.5% |
13% |
False |
False |
62,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,492.5 |
|
2.618 |
4,217.5 |
|
1.618 |
4,049.0 |
|
1.000 |
3,945.0 |
|
0.618 |
3,880.5 |
|
HIGH |
3,776.5 |
|
0.618 |
3,712.0 |
|
0.500 |
3,692.0 |
|
0.382 |
3,672.5 |
|
LOW |
3,608.0 |
|
0.618 |
3,504.0 |
|
1.000 |
3,439.5 |
|
1.618 |
3,335.5 |
|
2.618 |
3,167.0 |
|
4.250 |
2,892.0 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,698.0 |
3,679.5 |
| PP |
3,695.0 |
3,658.5 |
| S1 |
3,692.0 |
3,637.0 |
|