| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
928.3 |
924.5 |
-3.8 |
-0.4% |
941.2 |
| High |
930.6 |
925.3 |
-5.3 |
-0.6% |
942.8 |
| Low |
915.3 |
912.4 |
-2.9 |
-0.3% |
891.1 |
| Close |
922.0 |
916.8 |
-5.2 |
-0.6% |
930.1 |
| Range |
15.3 |
12.9 |
-2.4 |
-15.7% |
51.7 |
| ATR |
26.9 |
25.9 |
-1.0 |
-3.7% |
0.0 |
| Volume |
98,234 |
84,779 |
-13,455 |
-13.7% |
573,529 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956.9 |
949.7 |
923.9 |
|
| R3 |
944.0 |
936.8 |
920.3 |
|
| R2 |
931.1 |
931.1 |
919.2 |
|
| R1 |
923.9 |
923.9 |
918.0 |
921.1 |
| PP |
918.2 |
918.2 |
918.2 |
916.7 |
| S1 |
911.0 |
911.0 |
915.6 |
908.2 |
| S2 |
905.3 |
905.3 |
914.4 |
|
| S3 |
892.4 |
898.1 |
913.3 |
|
| S4 |
879.5 |
885.2 |
909.7 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,076.4 |
1,055.0 |
958.5 |
|
| R3 |
1,024.7 |
1,003.3 |
944.3 |
|
| R2 |
973.0 |
973.0 |
939.6 |
|
| R1 |
951.6 |
951.6 |
934.8 |
936.5 |
| PP |
921.3 |
921.3 |
921.3 |
913.8 |
| S1 |
899.9 |
899.9 |
925.4 |
884.8 |
| S2 |
869.6 |
869.6 |
920.6 |
|
| S3 |
817.9 |
848.2 |
915.9 |
|
| S4 |
766.2 |
796.5 |
901.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
941.1 |
892.6 |
48.5 |
5.3% |
19.2 |
2.1% |
50% |
False |
False |
108,204 |
| 10 |
945.5 |
891.1 |
54.4 |
5.9% |
22.9 |
2.5% |
47% |
False |
False |
109,477 |
| 20 |
1,007.7 |
891.1 |
116.6 |
12.7% |
26.7 |
2.9% |
22% |
False |
False |
122,169 |
| 40 |
1,007.7 |
825.3 |
182.4 |
19.9% |
26.5 |
2.9% |
50% |
False |
False |
100,772 |
| 60 |
1,007.7 |
803.6 |
204.1 |
22.3% |
25.9 |
2.8% |
55% |
False |
False |
69,535 |
| 80 |
1,007.7 |
736.6 |
271.1 |
29.6% |
25.9 |
2.8% |
66% |
False |
False |
52,470 |
| 100 |
1,007.7 |
689.7 |
318.0 |
34.7% |
25.6 |
2.8% |
71% |
False |
False |
42,171 |
| 120 |
1,007.7 |
689.7 |
318.0 |
34.7% |
27.0 |
2.9% |
71% |
False |
False |
35,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.1 |
|
2.618 |
959.1 |
|
1.618 |
946.2 |
|
1.000 |
938.2 |
|
0.618 |
933.3 |
|
HIGH |
925.3 |
|
0.618 |
920.4 |
|
0.500 |
918.9 |
|
0.382 |
917.3 |
|
LOW |
912.4 |
|
0.618 |
904.4 |
|
1.000 |
899.5 |
|
1.618 |
891.5 |
|
2.618 |
878.6 |
|
4.250 |
857.6 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
918.9 |
926.8 |
| PP |
918.2 |
923.4 |
| S1 |
917.5 |
920.1 |
|