| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
934.2 |
941.2 |
7.0 |
0.7% |
940.3 |
| High |
945.5 |
942.8 |
-2.7 |
-0.3% |
959.5 |
| Low |
930.6 |
911.1 |
-19.5 |
-2.1% |
900.4 |
| Close |
942.7 |
918.0 |
-24.7 |
-2.6% |
942.7 |
| Range |
14.9 |
31.7 |
16.8 |
112.8% |
59.1 |
| ATR |
28.6 |
28.9 |
0.2 |
0.8% |
0.0 |
| Volume |
105,847 |
107,514 |
1,667 |
1.6% |
611,104 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.1 |
1,000.2 |
935.4 |
|
| R3 |
987.4 |
968.5 |
926.7 |
|
| R2 |
955.7 |
955.7 |
923.8 |
|
| R1 |
936.8 |
936.8 |
920.9 |
930.4 |
| PP |
924.0 |
924.0 |
924.0 |
920.8 |
| S1 |
905.1 |
905.1 |
915.1 |
898.7 |
| S2 |
892.3 |
892.3 |
912.2 |
|
| S3 |
860.6 |
873.4 |
909.3 |
|
| S4 |
828.9 |
841.7 |
900.6 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,111.5 |
1,086.2 |
975.2 |
|
| R3 |
1,052.4 |
1,027.1 |
959.0 |
|
| R2 |
993.3 |
993.3 |
953.5 |
|
| R1 |
968.0 |
968.0 |
948.1 |
980.7 |
| PP |
934.2 |
934.2 |
934.2 |
940.5 |
| S1 |
908.9 |
908.9 |
937.3 |
921.6 |
| S2 |
875.1 |
875.1 |
931.9 |
|
| S3 |
816.0 |
849.8 |
926.4 |
|
| S4 |
756.9 |
790.7 |
910.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
945.5 |
900.4 |
45.1 |
4.9% |
25.8 |
2.8% |
39% |
False |
False |
114,018 |
| 10 |
997.0 |
900.4 |
96.6 |
10.5% |
30.1 |
3.3% |
18% |
False |
False |
125,937 |
| 20 |
1,007.7 |
891.9 |
115.8 |
12.6% |
28.1 |
3.1% |
23% |
False |
False |
122,164 |
| 40 |
1,007.7 |
803.6 |
204.1 |
22.2% |
27.0 |
2.9% |
56% |
False |
False |
86,873 |
| 60 |
1,007.7 |
780.0 |
227.7 |
24.8% |
26.6 |
2.9% |
61% |
False |
False |
58,882 |
| 80 |
1,007.7 |
703.5 |
304.2 |
33.1% |
26.0 |
2.8% |
71% |
False |
False |
44,447 |
| 100 |
1,007.7 |
689.7 |
318.0 |
34.6% |
26.5 |
2.9% |
72% |
False |
False |
35,719 |
| 120 |
1,007.7 |
689.7 |
318.0 |
34.6% |
27.6 |
3.0% |
72% |
False |
False |
29,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,077.5 |
|
2.618 |
1,025.8 |
|
1.618 |
994.1 |
|
1.000 |
974.5 |
|
0.618 |
962.4 |
|
HIGH |
942.8 |
|
0.618 |
930.7 |
|
0.500 |
927.0 |
|
0.382 |
923.2 |
|
LOW |
911.1 |
|
0.618 |
891.5 |
|
1.000 |
879.4 |
|
1.618 |
859.8 |
|
2.618 |
828.1 |
|
4.250 |
776.4 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.0 |
925.9 |
| PP |
924.0 |
923.2 |
| S1 |
921.0 |
920.6 |
|