| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,631.5 |
2,730.0 |
98.5 |
3.7% |
2,541.0 |
| High |
2,699.5 |
2,773.0 |
73.5 |
2.7% |
2,773.0 |
| Low |
2,594.0 |
2,692.5 |
98.5 |
3.8% |
2,464.5 |
| Close |
2,694.5 |
2,707.0 |
12.5 |
0.5% |
2,707.0 |
| Range |
105.5 |
80.5 |
-25.0 |
-23.7% |
308.5 |
| ATR |
105.7 |
103.9 |
-1.8 |
-1.7% |
0.0 |
| Volume |
165,044 |
137,170 |
-27,874 |
-16.9% |
783,679 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.7 |
2,916.8 |
2,751.3 |
|
| R3 |
2,885.2 |
2,836.3 |
2,729.1 |
|
| R2 |
2,804.7 |
2,804.7 |
2,721.8 |
|
| R1 |
2,755.8 |
2,755.8 |
2,714.4 |
2,740.0 |
| PP |
2,724.2 |
2,724.2 |
2,724.2 |
2,716.3 |
| S1 |
2,675.3 |
2,675.3 |
2,699.6 |
2,659.5 |
| S2 |
2,643.7 |
2,643.7 |
2,692.2 |
|
| S3 |
2,563.2 |
2,594.8 |
2,684.9 |
|
| S4 |
2,482.7 |
2,514.3 |
2,662.7 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,573.7 |
3,448.8 |
2,876.7 |
|
| R3 |
3,265.2 |
3,140.3 |
2,791.8 |
|
| R2 |
2,956.7 |
2,956.7 |
2,763.6 |
|
| R1 |
2,831.8 |
2,831.8 |
2,735.3 |
2,894.3 |
| PP |
2,648.2 |
2,648.2 |
2,648.2 |
2,679.4 |
| S1 |
2,523.3 |
2,523.3 |
2,678.7 |
2,585.8 |
| S2 |
2,339.7 |
2,339.7 |
2,650.4 |
|
| S3 |
2,031.2 |
2,214.8 |
2,622.2 |
|
| S4 |
1,722.7 |
1,906.3 |
2,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,773.0 |
2,464.5 |
308.5 |
11.4% |
114.6 |
4.2% |
79% |
True |
False |
156,735 |
| 10 |
2,773.0 |
2,464.5 |
308.5 |
11.4% |
103.2 |
3.8% |
79% |
True |
False |
150,755 |
| 20 |
3,045.0 |
2,464.5 |
580.5 |
21.4% |
91.7 |
3.4% |
42% |
False |
False |
131,771 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
25.2% |
97.4 |
3.6% |
36% |
False |
False |
66,422 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
35.9% |
96.3 |
3.6% |
25% |
False |
False |
44,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.1 |
|
2.618 |
2,983.7 |
|
1.618 |
2,903.2 |
|
1.000 |
2,853.5 |
|
0.618 |
2,822.7 |
|
HIGH |
2,773.0 |
|
0.618 |
2,742.2 |
|
0.500 |
2,732.8 |
|
0.382 |
2,723.3 |
|
LOW |
2,692.5 |
|
0.618 |
2,642.8 |
|
1.000 |
2,612.0 |
|
1.618 |
2,562.3 |
|
2.618 |
2,481.8 |
|
4.250 |
2,350.4 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.8 |
2,699.2 |
| PP |
2,724.2 |
2,691.3 |
| S1 |
2,715.6 |
2,683.5 |
|