| 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 |
3,669.0 |
3,776.5 |
107.5 |
2.9% |
3,520.5 |
| High |
3,776.5 |
3,814.5 |
38.0 |
1.0% |
3,814.5 |
| Low |
3,608.0 |
3,731.0 |
123.0 |
3.4% |
3,443.0 |
| Close |
3,700.5 |
3,748.5 |
48.0 |
1.3% |
3,748.5 |
| Range |
168.5 |
83.5 |
-85.0 |
-50.4% |
371.5 |
| ATR |
153.8 |
151.0 |
-2.8 |
-1.8% |
0.0 |
| Volume |
145,625 |
145,740 |
115 |
0.1% |
760,133 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,015.0 |
3,965.5 |
3,794.5 |
|
| R3 |
3,931.5 |
3,882.0 |
3,771.5 |
|
| R2 |
3,848.0 |
3,848.0 |
3,764.0 |
|
| R1 |
3,798.5 |
3,798.5 |
3,756.0 |
3,781.5 |
| PP |
3,764.5 |
3,764.5 |
3,764.5 |
3,756.0 |
| S1 |
3,715.0 |
3,715.0 |
3,741.0 |
3,698.0 |
| S2 |
3,681.0 |
3,681.0 |
3,733.0 |
|
| S3 |
3,597.5 |
3,631.5 |
3,725.5 |
|
| S4 |
3,514.0 |
3,548.0 |
3,702.5 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,783.0 |
4,637.5 |
3,953.0 |
|
| R3 |
4,411.5 |
4,266.0 |
3,850.5 |
|
| R2 |
4,040.0 |
4,040.0 |
3,816.5 |
|
| R1 |
3,894.5 |
3,894.5 |
3,782.5 |
3,967.0 |
| PP |
3,668.5 |
3,668.5 |
3,668.5 |
3,705.0 |
| S1 |
3,523.0 |
3,523.0 |
3,714.5 |
3,596.0 |
| S2 |
3,297.0 |
3,297.0 |
3,680.5 |
|
| S3 |
2,925.5 |
3,151.5 |
3,646.5 |
|
| S4 |
2,554.0 |
2,780.0 |
3,544.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,814.5 |
3,443.0 |
371.5 |
9.9% |
141.5 |
3.8% |
82% |
True |
False |
152,026 |
| 10 |
3,814.5 |
3,443.0 |
371.5 |
9.9% |
150.0 |
4.0% |
82% |
True |
False |
159,208 |
| 20 |
4,268.5 |
3,443.0 |
825.5 |
22.0% |
139.5 |
3.7% |
37% |
False |
False |
143,011 |
| 40 |
4,313.0 |
3,443.0 |
870.0 |
23.2% |
136.0 |
3.6% |
35% |
False |
False |
136,633 |
| 60 |
4,649.0 |
3,443.0 |
1,206.0 |
32.2% |
135.0 |
3.6% |
25% |
False |
False |
124,647 |
| 80 |
4,649.0 |
3,443.0 |
1,206.0 |
32.2% |
144.0 |
3.8% |
25% |
False |
False |
94,842 |
| 100 |
4,649.0 |
3,443.0 |
1,206.0 |
32.2% |
152.5 |
4.1% |
25% |
False |
False |
75,903 |
| 120 |
5,359.0 |
3,443.0 |
1,916.0 |
51.1% |
165.5 |
4.4% |
16% |
False |
False |
63,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,169.5 |
|
2.618 |
4,033.0 |
|
1.618 |
3,949.5 |
|
1.000 |
3,898.0 |
|
0.618 |
3,866.0 |
|
HIGH |
3,814.5 |
|
0.618 |
3,782.5 |
|
0.500 |
3,773.0 |
|
0.382 |
3,763.0 |
|
LOW |
3,731.0 |
|
0.618 |
3,679.5 |
|
1.000 |
3,647.5 |
|
1.618 |
3,596.0 |
|
2.618 |
3,512.5 |
|
4.250 |
3,376.0 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,773.0 |
3,736.0 |
| PP |
3,764.5 |
3,723.5 |
| S1 |
3,756.5 |
3,711.0 |
|