| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,015.0 |
1,940.0 |
-75.0 |
-3.7% |
2,004.0 |
| High |
2,015.0 |
2,018.0 |
3.0 |
0.1% |
2,108.0 |
| Low |
1,921.0 |
1,937.0 |
16.0 |
0.8% |
1,997.0 |
| Close |
1,937.0 |
1,993.0 |
56.0 |
2.9% |
2,040.0 |
| Range |
94.0 |
81.0 |
-13.0 |
-13.8% |
111.0 |
| ATR |
82.6 |
82.5 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,391,006 |
1,378,355 |
-12,651 |
-0.9% |
6,770,739 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.7 |
2,190.3 |
2,037.6 |
|
| R3 |
2,144.7 |
2,109.3 |
2,015.3 |
|
| R2 |
2,063.7 |
2,063.7 |
2,007.9 |
|
| R1 |
2,028.3 |
2,028.3 |
2,000.4 |
2,046.0 |
| PP |
1,982.7 |
1,982.7 |
1,982.7 |
1,991.5 |
| S1 |
1,947.3 |
1,947.3 |
1,985.6 |
1,965.0 |
| S2 |
1,901.7 |
1,901.7 |
1,978.2 |
|
| S3 |
1,820.7 |
1,866.3 |
1,970.7 |
|
| S4 |
1,739.7 |
1,785.3 |
1,948.5 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.3 |
2,321.7 |
2,101.1 |
|
| R3 |
2,270.3 |
2,210.7 |
2,070.5 |
|
| R2 |
2,159.3 |
2,159.3 |
2,060.4 |
|
| R1 |
2,099.7 |
2,099.7 |
2,050.2 |
2,129.5 |
| PP |
2,048.3 |
2,048.3 |
2,048.3 |
2,063.3 |
| S1 |
1,988.7 |
1,988.7 |
2,029.8 |
2,018.5 |
| S2 |
1,937.3 |
1,937.3 |
2,019.7 |
|
| S3 |
1,826.3 |
1,877.7 |
2,009.5 |
|
| S4 |
1,715.3 |
1,766.7 |
1,979.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.0 |
1,921.0 |
187.0 |
9.4% |
74.0 |
3.7% |
39% |
False |
False |
1,337,855 |
| 10 |
2,108.0 |
1,917.0 |
191.0 |
9.6% |
72.7 |
3.6% |
40% |
False |
False |
1,348,368 |
| 20 |
2,108.0 |
1,693.0 |
415.0 |
20.8% |
78.4 |
3.9% |
72% |
False |
False |
815,509 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
30.7% |
75.8 |
3.8% |
49% |
False |
False |
410,199 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
43.6% |
78.5 |
3.9% |
35% |
False |
False |
274,652 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
43.6% |
79.7 |
4.0% |
35% |
False |
False |
208,711 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
51.8% |
87.3 |
4.4% |
29% |
False |
False |
167,342 |
| 120 |
2,890.0 |
1,693.0 |
1,197.0 |
60.1% |
90.3 |
4.5% |
25% |
False |
False |
139,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,362.3 |
|
2.618 |
2,230.1 |
|
1.618 |
2,149.1 |
|
1.000 |
2,099.0 |
|
0.618 |
2,068.1 |
|
HIGH |
2,018.0 |
|
0.618 |
1,987.1 |
|
0.500 |
1,977.5 |
|
0.382 |
1,967.9 |
|
LOW |
1,937.0 |
|
0.618 |
1,886.9 |
|
1.000 |
1,856.0 |
|
1.618 |
1,805.9 |
|
2.618 |
1,724.9 |
|
4.250 |
1,592.8 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.8 |
2,008.0 |
| PP |
1,982.7 |
2,003.0 |
| S1 |
1,977.5 |
1,998.0 |
|