| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,935.0 |
1,998.0 |
63.0 |
3.3% |
1,943.0 |
| High |
1,975.0 |
2,089.0 |
114.0 |
5.8% |
2,012.0 |
| Low |
1,932.0 |
1,995.0 |
63.0 |
3.3% |
1,911.0 |
| Close |
1,971.0 |
2,051.0 |
80.0 |
4.1% |
1,971.0 |
| Range |
43.0 |
94.0 |
51.0 |
118.6% |
101.0 |
| ATR |
73.6 |
76.8 |
3.2 |
4.3% |
0.0 |
| Volume |
21,014 |
6,550 |
-14,464 |
-68.8% |
198,306 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.0 |
2,283.0 |
2,102.7 |
|
| R3 |
2,233.0 |
2,189.0 |
2,076.9 |
|
| R2 |
2,139.0 |
2,139.0 |
2,068.2 |
|
| R1 |
2,095.0 |
2,095.0 |
2,059.6 |
2,117.0 |
| PP |
2,045.0 |
2,045.0 |
2,045.0 |
2,056.0 |
| S1 |
2,001.0 |
2,001.0 |
2,042.4 |
2,023.0 |
| S2 |
1,951.0 |
1,951.0 |
2,033.8 |
|
| S3 |
1,857.0 |
1,907.0 |
2,025.2 |
|
| S4 |
1,763.0 |
1,813.0 |
1,999.3 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.7 |
2,220.3 |
2,026.6 |
|
| R3 |
2,166.7 |
2,119.3 |
1,998.8 |
|
| R2 |
2,065.7 |
2,065.7 |
1,989.5 |
|
| R1 |
2,018.3 |
2,018.3 |
1,980.3 |
2,042.0 |
| PP |
1,964.7 |
1,964.7 |
1,964.7 |
1,976.5 |
| S1 |
1,917.3 |
1,917.3 |
1,961.7 |
1,941.0 |
| S2 |
1,863.7 |
1,863.7 |
1,952.5 |
|
| S3 |
1,762.7 |
1,816.3 |
1,943.2 |
|
| S4 |
1,661.7 |
1,715.3 |
1,915.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,089.0 |
1,911.0 |
178.0 |
8.7% |
69.4 |
3.4% |
79% |
True |
False |
37,813 |
| 10 |
2,089.0 |
1,727.0 |
362.0 |
17.6% |
78.3 |
3.8% |
90% |
True |
False |
24,822 |
| 20 |
2,089.0 |
1,693.0 |
396.0 |
19.3% |
74.4 |
3.6% |
90% |
True |
False |
12,959 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
29.4% |
59.2 |
2.9% |
59% |
False |
False |
6,874 |
| 60 |
2,561.0 |
1,693.0 |
868.0 |
42.3% |
58.1 |
2.8% |
41% |
False |
False |
4,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,488.5 |
|
2.618 |
2,335.1 |
|
1.618 |
2,241.1 |
|
1.000 |
2,183.0 |
|
0.618 |
2,147.1 |
|
HIGH |
2,089.0 |
|
0.618 |
2,053.1 |
|
0.500 |
2,042.0 |
|
0.382 |
2,030.9 |
|
LOW |
1,995.0 |
|
0.618 |
1,936.9 |
|
1.000 |
1,901.0 |
|
1.618 |
1,842.9 |
|
2.618 |
1,748.9 |
|
4.250 |
1,595.5 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.0 |
2,037.5 |
| PP |
2,045.0 |
2,024.0 |
| S1 |
2,042.0 |
2,010.5 |
|