| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
959.2 |
950.5 |
-8.7 |
-0.9% |
928.3 |
| High |
967.8 |
958.1 |
-9.7 |
-1.0% |
967.8 |
| Low |
946.7 |
936.0 |
-10.7 |
-1.1% |
882.7 |
| Close |
956.2 |
952.5 |
-3.7 |
-0.4% |
956.2 |
| Range |
21.1 |
22.1 |
1.0 |
4.7% |
85.1 |
| ATR |
31.6 |
30.9 |
-0.7 |
-2.1% |
0.0 |
| Volume |
181,060 |
108,943 |
-72,117 |
-39.8% |
660,861 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,015.2 |
1,005.9 |
964.7 |
|
| R3 |
993.1 |
983.8 |
958.6 |
|
| R2 |
971.0 |
971.0 |
956.6 |
|
| R1 |
961.7 |
961.7 |
954.5 |
966.4 |
| PP |
948.9 |
948.9 |
948.9 |
951.2 |
| S1 |
939.6 |
939.6 |
950.5 |
944.3 |
| S2 |
926.8 |
926.8 |
948.4 |
|
| S3 |
904.7 |
917.5 |
946.4 |
|
| S4 |
882.6 |
895.4 |
940.3 |
|
|
| 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% |
33.0 |
3.5% |
82% |
False |
False |
134,314 |
| 10 |
967.8 |
882.7 |
85.1 |
8.9% |
28.0 |
2.9% |
82% |
False |
False |
123,581 |
| 20 |
997.0 |
882.7 |
114.3 |
12.0% |
29.1 |
3.1% |
61% |
False |
False |
124,759 |
| 40 |
1,007.7 |
875.7 |
132.0 |
13.9% |
26.9 |
2.8% |
58% |
False |
False |
113,438 |
| 60 |
1,007.7 |
803.6 |
204.1 |
21.4% |
27.0 |
2.8% |
73% |
False |
False |
79,178 |
| 80 |
1,007.7 |
743.5 |
264.2 |
27.7% |
26.0 |
2.7% |
79% |
False |
False |
59,745 |
| 100 |
1,007.7 |
703.5 |
304.2 |
31.9% |
25.9 |
2.7% |
82% |
False |
False |
48,005 |
| 120 |
1,007.7 |
689.7 |
318.0 |
33.4% |
27.6 |
2.9% |
83% |
False |
False |
40,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.0 |
|
2.618 |
1,016.0 |
|
1.618 |
993.9 |
|
1.000 |
980.2 |
|
0.618 |
971.8 |
|
HIGH |
958.1 |
|
0.618 |
949.7 |
|
0.500 |
947.1 |
|
0.382 |
944.4 |
|
LOW |
936.0 |
|
0.618 |
922.3 |
|
1.000 |
913.9 |
|
1.618 |
900.2 |
|
2.618 |
878.1 |
|
4.250 |
842.1 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950.7 |
950.6 |
| PP |
948.9 |
948.8 |
| S1 |
947.1 |
946.9 |
|