| 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 |
2,571.5 |
2,541.0 |
-30.5 |
-1.2% |
2,648.0 |
| High |
2,599.0 |
2,559.0 |
-40.0 |
-1.5% |
2,679.0 |
| Low |
2,520.5 |
2,464.5 |
-56.0 |
-2.2% |
2,520.5 |
| Close |
2,536.0 |
2,519.0 |
-17.0 |
-0.7% |
2,536.0 |
| Range |
78.5 |
94.5 |
16.0 |
20.4% |
158.5 |
| ATR |
99.8 |
99.4 |
-0.4 |
-0.4% |
0.0 |
| Volume |
138,139 |
167,730 |
29,591 |
21.4% |
723,880 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.7 |
2,752.8 |
2,571.0 |
|
| R3 |
2,703.2 |
2,658.3 |
2,545.0 |
|
| R2 |
2,608.7 |
2,608.7 |
2,536.3 |
|
| R1 |
2,563.8 |
2,563.8 |
2,527.7 |
2,539.0 |
| PP |
2,514.2 |
2,514.2 |
2,514.2 |
2,501.8 |
| S1 |
2,469.3 |
2,469.3 |
2,510.3 |
2,444.5 |
| S2 |
2,419.7 |
2,419.7 |
2,501.7 |
|
| S3 |
2,325.2 |
2,374.8 |
2,493.0 |
|
| S4 |
2,230.7 |
2,280.3 |
2,467.0 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
2,953.5 |
2,623.2 |
|
| R3 |
2,895.5 |
2,795.0 |
2,579.6 |
|
| R2 |
2,737.0 |
2,737.0 |
2,565.1 |
|
| R1 |
2,636.5 |
2,636.5 |
2,550.5 |
2,607.5 |
| PP |
2,578.5 |
2,578.5 |
2,578.5 |
2,564.0 |
| S1 |
2,478.0 |
2,478.0 |
2,521.5 |
2,449.0 |
| S2 |
2,420.0 |
2,420.0 |
2,506.9 |
|
| S3 |
2,261.5 |
2,319.5 |
2,492.4 |
|
| S4 |
2,103.0 |
2,161.0 |
2,448.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,679.0 |
2,464.5 |
214.5 |
8.5% |
93.7 |
3.7% |
25% |
False |
True |
148,973 |
| 10 |
2,772.0 |
2,464.5 |
307.5 |
12.2% |
88.5 |
3.5% |
18% |
False |
True |
144,867 |
| 20 |
3,142.5 |
2,464.5 |
678.0 |
26.9% |
82.9 |
3.3% |
8% |
False |
True |
101,127 |
| 40 |
3,310.5 |
2,464.5 |
846.0 |
33.6% |
96.8 |
3.8% |
6% |
False |
True |
51,155 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
38.5% |
92.8 |
3.7% |
6% |
False |
True |
34,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,960.6 |
|
2.618 |
2,806.4 |
|
1.618 |
2,711.9 |
|
1.000 |
2,653.5 |
|
0.618 |
2,617.4 |
|
HIGH |
2,559.0 |
|
0.618 |
2,522.9 |
|
0.500 |
2,511.8 |
|
0.382 |
2,500.6 |
|
LOW |
2,464.5 |
|
0.618 |
2,406.1 |
|
1.000 |
2,370.0 |
|
1.618 |
2,311.6 |
|
2.618 |
2,217.1 |
|
4.250 |
2,062.9 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,516.6 |
2,564.3 |
| PP |
2,514.2 |
2,549.2 |
| S1 |
2,511.8 |
2,534.1 |
|