| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
954.8 |
941.6 |
-13.2 |
-1.4% |
929.5 |
| High |
960.5 |
946.6 |
-13.9 |
-1.4% |
970.0 |
| Low |
938.2 |
919.5 |
-18.7 |
-2.0% |
885.0 |
| Close |
954.8 |
926.0 |
-28.8 |
-3.0% |
958.5 |
| Range |
22.3 |
27.1 |
4.8 |
21.5% |
85.0 |
| ATR |
30.7 |
31.0 |
0.3 |
1.1% |
0.0 |
| Volume |
23,301 |
30,907 |
7,606 |
32.6% |
116,148 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.0 |
996.1 |
940.9 |
|
| R3 |
984.9 |
969.0 |
933.5 |
|
| R2 |
957.8 |
957.8 |
931.0 |
|
| R1 |
941.9 |
941.9 |
928.5 |
936.3 |
| PP |
930.7 |
930.7 |
930.7 |
927.9 |
| S1 |
914.8 |
914.8 |
923.5 |
909.2 |
| S2 |
903.6 |
903.6 |
921.0 |
|
| S3 |
876.5 |
887.7 |
918.5 |
|
| S4 |
849.4 |
860.6 |
911.1 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.8 |
1,160.7 |
1,005.3 |
|
| R3 |
1,107.8 |
1,075.7 |
981.9 |
|
| R2 |
1,022.8 |
1,022.8 |
974.1 |
|
| R1 |
990.7 |
990.7 |
966.3 |
1,006.8 |
| PP |
937.8 |
937.8 |
937.8 |
945.9 |
| S1 |
905.7 |
905.7 |
950.7 |
921.8 |
| S2 |
852.8 |
852.8 |
942.9 |
|
| S3 |
767.8 |
820.7 |
935.1 |
|
| S4 |
682.8 |
735.7 |
911.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
970.0 |
885.0 |
85.0 |
9.2% |
35.8 |
3.9% |
48% |
False |
False |
25,559 |
| 10 |
970.0 |
885.0 |
85.0 |
9.2% |
27.1 |
2.9% |
48% |
False |
False |
21,084 |
| 20 |
981.2 |
885.0 |
96.2 |
10.4% |
28.4 |
3.1% |
43% |
False |
False |
14,795 |
| 40 |
1,009.8 |
877.4 |
132.4 |
14.3% |
26.3 |
2.8% |
37% |
False |
False |
9,338 |
| 60 |
1,009.8 |
805.2 |
204.6 |
22.1% |
26.5 |
2.9% |
59% |
False |
False |
6,944 |
| 80 |
1,009.8 |
748.0 |
261.8 |
28.3% |
25.3 |
2.7% |
68% |
False |
False |
5,711 |
| 100 |
1,009.8 |
705.7 |
304.1 |
32.8% |
25.1 |
2.7% |
72% |
False |
False |
4,910 |
| 120 |
1,009.8 |
691.8 |
318.0 |
34.3% |
26.4 |
2.8% |
74% |
False |
False |
4,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,061.8 |
|
2.618 |
1,017.5 |
|
1.618 |
990.4 |
|
1.000 |
973.7 |
|
0.618 |
963.3 |
|
HIGH |
946.6 |
|
0.618 |
936.2 |
|
0.500 |
933.1 |
|
0.382 |
929.9 |
|
LOW |
919.5 |
|
0.618 |
902.8 |
|
1.000 |
892.4 |
|
1.618 |
875.7 |
|
2.618 |
848.6 |
|
4.250 |
804.3 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
933.1 |
944.8 |
| PP |
930.7 |
938.5 |
| S1 |
928.4 |
932.3 |
|