| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,979.0 |
1,978.0 |
-1.0 |
-0.1% |
1,750.0 |
| High |
1,997.0 |
2,016.0 |
19.0 |
1.0% |
1,946.0 |
| Low |
1,917.0 |
1,950.0 |
33.0 |
1.7% |
1,693.0 |
| Close |
1,943.0 |
1,965.0 |
22.0 |
1.1% |
1,898.0 |
| Range |
80.0 |
66.0 |
-14.0 |
-17.5% |
253.0 |
| ATR |
85.8 |
84.8 |
-0.9 |
-1.1% |
0.0 |
| Volume |
1,267,487 |
1,209,588 |
-57,899 |
-4.6% |
714,330 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.0 |
2,136.0 |
2,001.3 |
|
| R3 |
2,109.0 |
2,070.0 |
1,983.2 |
|
| R2 |
2,043.0 |
2,043.0 |
1,977.1 |
|
| R1 |
2,004.0 |
2,004.0 |
1,971.1 |
1,990.5 |
| PP |
1,977.0 |
1,977.0 |
1,977.0 |
1,970.3 |
| S1 |
1,938.0 |
1,938.0 |
1,959.0 |
1,924.5 |
| S2 |
1,911.0 |
1,911.0 |
1,952.9 |
|
| S3 |
1,845.0 |
1,872.0 |
1,946.9 |
|
| S4 |
1,779.0 |
1,806.0 |
1,928.7 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.7 |
2,504.3 |
2,037.2 |
|
| R3 |
2,351.7 |
2,251.3 |
1,967.6 |
|
| R2 |
2,098.7 |
2,098.7 |
1,944.4 |
|
| R1 |
1,998.3 |
1,998.3 |
1,921.2 |
2,048.5 |
| PP |
1,845.7 |
1,845.7 |
1,845.7 |
1,870.8 |
| S1 |
1,745.3 |
1,745.3 |
1,874.8 |
1,795.5 |
| S2 |
1,592.7 |
1,592.7 |
1,851.6 |
|
| S3 |
1,339.7 |
1,492.3 |
1,828.4 |
|
| S4 |
1,086.7 |
1,239.3 |
1,758.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,016.0 |
1,888.0 |
128.0 |
6.5% |
64.0 |
3.3% |
60% |
True |
False |
947,194 |
| 10 |
2,016.0 |
1,693.0 |
323.0 |
16.4% |
80.8 |
4.1% |
84% |
True |
False |
525,048 |
| 20 |
2,083.0 |
1,693.0 |
390.0 |
19.8% |
82.4 |
4.2% |
70% |
False |
False |
267,414 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
31.1% |
77.9 |
4.0% |
45% |
False |
False |
136,188 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
44.2% |
76.9 |
3.9% |
31% |
False |
False |
92,214 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
44.2% |
83.1 |
4.2% |
31% |
False |
False |
71,296 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
52.5% |
89.3 |
4.5% |
26% |
False |
False |
57,414 |
| 120 |
3,201.0 |
1,693.0 |
1,508.0 |
76.7% |
92.2 |
4.7% |
18% |
False |
False |
48,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.5 |
|
2.618 |
2,188.8 |
|
1.618 |
2,122.8 |
|
1.000 |
2,082.0 |
|
0.618 |
2,056.8 |
|
HIGH |
2,016.0 |
|
0.618 |
1,990.8 |
|
0.500 |
1,983.0 |
|
0.382 |
1,975.2 |
|
LOW |
1,950.0 |
|
0.618 |
1,909.2 |
|
1.000 |
1,884.0 |
|
1.618 |
1,843.2 |
|
2.618 |
1,777.2 |
|
4.250 |
1,669.5 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.0 |
1,964.7 |
| PP |
1,977.0 |
1,964.3 |
| S1 |
1,971.0 |
1,964.0 |
|