| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
941.6 |
959.2 |
17.6 |
1.9% |
928.3 |
| High |
963.5 |
967.8 |
4.3 |
0.4% |
967.8 |
| Low |
926.0 |
946.7 |
20.7 |
2.2% |
882.7 |
| Close |
958.8 |
956.2 |
-2.6 |
-0.3% |
956.2 |
| Range |
37.5 |
21.1 |
-16.4 |
-43.7% |
85.1 |
| ATR |
32.4 |
31.6 |
-0.8 |
-2.5% |
0.0 |
| Volume |
226,078 |
181,060 |
-45,018 |
-19.9% |
660,861 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.2 |
1,009.3 |
967.8 |
|
| R3 |
999.1 |
988.2 |
962.0 |
|
| R2 |
978.0 |
978.0 |
960.1 |
|
| R1 |
967.1 |
967.1 |
958.1 |
962.0 |
| PP |
956.9 |
956.9 |
956.9 |
954.4 |
| S1 |
946.0 |
946.0 |
954.3 |
940.9 |
| S2 |
935.8 |
935.8 |
952.3 |
|
| S3 |
914.7 |
924.9 |
950.4 |
|
| S4 |
893.6 |
903.8 |
944.6 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.9 |
1,158.6 |
1,003.0 |
|
| R3 |
1,105.8 |
1,073.5 |
979.6 |
|
| R2 |
1,020.7 |
1,020.7 |
971.8 |
|
| R1 |
988.4 |
988.4 |
964.0 |
1,004.6 |
| PP |
935.6 |
935.6 |
935.6 |
943.6 |
| S1 |
903.3 |
903.3 |
948.4 |
919.5 |
| S2 |
850.5 |
850.5 |
940.6 |
|
| S3 |
765.4 |
818.2 |
932.8 |
|
| S4 |
680.3 |
733.1 |
909.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
967.8 |
882.7 |
85.1 |
8.9% |
31.6 |
3.3% |
86% |
True |
False |
132,172 |
| 10 |
967.8 |
882.7 |
85.1 |
8.9% |
29.0 |
3.0% |
86% |
True |
False |
123,439 |
| 20 |
999.6 |
882.7 |
116.9 |
12.2% |
29.1 |
3.0% |
63% |
False |
False |
127,470 |
| 40 |
1,007.7 |
853.8 |
153.9 |
16.1% |
27.6 |
2.9% |
67% |
False |
False |
111,164 |
| 60 |
1,007.7 |
803.6 |
204.1 |
21.3% |
26.9 |
2.8% |
75% |
False |
False |
77,409 |
| 80 |
1,007.7 |
743.5 |
264.2 |
27.6% |
26.1 |
2.7% |
81% |
False |
False |
58,410 |
| 100 |
1,007.7 |
703.5 |
304.2 |
31.8% |
25.8 |
2.7% |
83% |
False |
False |
46,924 |
| 120 |
1,007.7 |
689.7 |
318.0 |
33.3% |
27.8 |
2.9% |
84% |
False |
False |
39,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,057.5 |
|
2.618 |
1,023.0 |
|
1.618 |
1,001.9 |
|
1.000 |
988.9 |
|
0.618 |
980.8 |
|
HIGH |
967.8 |
|
0.618 |
959.7 |
|
0.500 |
957.3 |
|
0.382 |
954.8 |
|
LOW |
946.7 |
|
0.618 |
933.7 |
|
1.000 |
925.6 |
|
1.618 |
912.6 |
|
2.618 |
891.5 |
|
4.250 |
857.0 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
957.3 |
945.9 |
| PP |
956.9 |
935.6 |
| S1 |
956.6 |
925.3 |
|