| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
3,894.5 |
3,825.0 |
-69.5 |
-1.8% |
3,520.5 |
| High |
3,920.5 |
3,913.5 |
-7.0 |
-0.2% |
3,814.5 |
| Low |
3,767.0 |
3,790.5 |
23.5 |
0.6% |
3,443.0 |
| Close |
3,802.5 |
3,824.0 |
21.5 |
0.6% |
3,748.5 |
| Range |
153.5 |
123.0 |
-30.5 |
-19.9% |
371.5 |
| ATR |
148.7 |
146.9 |
-1.8 |
-1.2% |
0.0 |
| Volume |
426,948 |
307,603 |
-119,345 |
-28.0% |
760,133 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,211.5 |
4,141.0 |
3,891.5 |
|
| R3 |
4,088.5 |
4,018.0 |
3,858.0 |
|
| R2 |
3,965.5 |
3,965.5 |
3,846.5 |
|
| R1 |
3,895.0 |
3,895.0 |
3,835.5 |
3,869.0 |
| PP |
3,842.5 |
3,842.5 |
3,842.5 |
3,829.5 |
| S1 |
3,772.0 |
3,772.0 |
3,812.5 |
3,746.0 |
| S2 |
3,719.5 |
3,719.5 |
3,801.5 |
|
| S3 |
3,596.5 |
3,649.0 |
3,790.0 |
|
| S4 |
3,473.5 |
3,526.0 |
3,756.5 |
|
|
| 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 |
3,920.5 |
3,731.0 |
189.5 |
5.0% |
118.5 |
3.1% |
49% |
False |
False |
266,237 |
| 10 |
3,920.5 |
3,443.0 |
477.5 |
12.5% |
134.0 |
3.5% |
80% |
False |
False |
207,947 |
| 20 |
3,953.0 |
3,443.0 |
510.0 |
13.3% |
141.5 |
3.7% |
75% |
False |
False |
178,206 |
| 40 |
4,313.0 |
3,443.0 |
870.0 |
22.8% |
134.0 |
3.5% |
44% |
False |
False |
151,768 |
| 60 |
4,649.0 |
3,443.0 |
1,206.0 |
31.5% |
133.5 |
3.5% |
32% |
False |
False |
132,385 |
| 80 |
4,649.0 |
3,443.0 |
1,206.0 |
31.5% |
141.0 |
3.7% |
32% |
False |
False |
109,647 |
| 100 |
4,649.0 |
3,443.0 |
1,206.0 |
31.5% |
150.0 |
3.9% |
32% |
False |
False |
87,756 |
| 120 |
5,181.0 |
3,443.0 |
1,738.0 |
45.4% |
165.5 |
4.3% |
22% |
False |
False |
73,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,436.0 |
|
2.618 |
4,235.5 |
|
1.618 |
4,112.5 |
|
1.000 |
4,036.5 |
|
0.618 |
3,989.5 |
|
HIGH |
3,913.5 |
|
0.618 |
3,866.5 |
|
0.500 |
3,852.0 |
|
0.382 |
3,837.5 |
|
LOW |
3,790.5 |
|
0.618 |
3,714.5 |
|
1.000 |
3,667.5 |
|
1.618 |
3,591.5 |
|
2.618 |
3,468.5 |
|
4.250 |
3,268.0 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,852.0 |
3,844.0 |
| PP |
3,842.5 |
3,837.0 |
| S1 |
3,833.5 |
3,830.5 |
|