| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,116.78 |
1,098.99 |
-17.79 |
-1.6% |
1,180.10 |
| High |
1,135.45 |
1,116.22 |
-19.23 |
-1.7% |
1,183.93 |
| Low |
1,112.12 |
1,074.79 |
-37.33 |
-3.4% |
1,112.12 |
| Close |
1,116.99 |
1,076.67 |
-40.32 |
-3.6% |
1,116.99 |
| Range |
23.33 |
41.43 |
18.10 |
77.6% |
71.81 |
| ATR |
39.20 |
39.41 |
0.21 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,213.52 |
1,186.52 |
1,099.46 |
|
| R3 |
1,172.09 |
1,145.09 |
1,088.06 |
|
| R2 |
1,130.66 |
1,130.66 |
1,084.27 |
|
| R1 |
1,103.66 |
1,103.66 |
1,080.47 |
1,096.45 |
| PP |
1,089.23 |
1,089.23 |
1,089.23 |
1,085.62 |
| S1 |
1,062.23 |
1,062.23 |
1,072.87 |
1,055.02 |
| S2 |
1,047.80 |
1,047.80 |
1,069.07 |
|
| S3 |
1,006.37 |
1,020.80 |
1,065.28 |
|
| S4 |
964.94 |
979.37 |
1,053.88 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.11 |
1,306.86 |
1,156.49 |
|
| R3 |
1,281.30 |
1,235.05 |
1,136.74 |
|
| R2 |
1,209.49 |
1,209.49 |
1,130.16 |
|
| R1 |
1,163.24 |
1,163.24 |
1,123.57 |
1,150.46 |
| PP |
1,137.68 |
1,137.68 |
1,137.68 |
1,131.29 |
| S1 |
1,091.43 |
1,091.43 |
1,110.41 |
1,078.65 |
| S2 |
1,065.87 |
1,065.87 |
1,103.82 |
|
| S3 |
994.06 |
1,019.62 |
1,097.24 |
|
| S4 |
922.25 |
947.81 |
1,077.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,183.93 |
1,074.79 |
109.14 |
10.1% |
38.79 |
3.6% |
2% |
False |
True |
|
| 10 |
1,204.56 |
1,074.79 |
129.77 |
12.1% |
36.88 |
3.4% |
1% |
False |
True |
|
| 20 |
1,286.90 |
1,074.79 |
212.11 |
19.7% |
36.67 |
3.4% |
1% |
False |
True |
|
| 40 |
1,286.90 |
1,074.79 |
212.11 |
19.7% |
36.42 |
3.4% |
1% |
False |
True |
|
| 60 |
1,286.90 |
1,074.79 |
212.11 |
19.7% |
37.56 |
3.5% |
1% |
False |
True |
|
| 80 |
1,382.65 |
1,018.86 |
363.79 |
33.8% |
42.67 |
4.0% |
16% |
False |
False |
|
| 100 |
1,470.99 |
1,018.86 |
452.13 |
42.0% |
51.38 |
4.8% |
13% |
False |
False |
|
| 120 |
1,779.32 |
1,018.86 |
760.46 |
70.6% |
53.27 |
4.9% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.30 |
|
2.618 |
1,224.68 |
|
1.618 |
1,183.25 |
|
1.000 |
1,157.65 |
|
0.618 |
1,141.82 |
|
HIGH |
1,116.22 |
|
0.618 |
1,100.39 |
|
0.500 |
1,095.51 |
|
0.382 |
1,090.62 |
|
LOW |
1,074.79 |
|
0.618 |
1,049.19 |
|
1.000 |
1,033.36 |
|
1.618 |
1,007.76 |
|
2.618 |
966.33 |
|
4.250 |
898.71 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,095.51 |
1,124.78 |
| PP |
1,089.23 |
1,108.74 |
| S1 |
1,082.95 |
1,092.71 |
|