| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,098.99 |
1,092.42 |
-6.57 |
-0.6% |
1,180.10 |
| High |
1,116.22 |
1,102.10 |
-14.12 |
-1.3% |
1,183.93 |
| Low |
1,074.79 |
1,072.42 |
-2.37 |
-0.2% |
1,112.12 |
| Close |
1,076.67 |
1,080.67 |
4.00 |
0.4% |
1,116.99 |
| Range |
41.43 |
29.68 |
-11.75 |
-28.4% |
71.81 |
| ATR |
39.41 |
38.72 |
-0.70 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,174.10 |
1,157.07 |
1,096.99 |
|
| R3 |
1,144.42 |
1,127.39 |
1,088.83 |
|
| R2 |
1,114.74 |
1,114.74 |
1,086.11 |
|
| R1 |
1,097.71 |
1,097.71 |
1,083.39 |
1,091.39 |
| PP |
1,085.06 |
1,085.06 |
1,085.06 |
1,081.90 |
| S1 |
1,068.03 |
1,068.03 |
1,077.95 |
1,061.71 |
| S2 |
1,055.38 |
1,055.38 |
1,075.23 |
|
| S3 |
1,025.70 |
1,038.35 |
1,072.51 |
|
| S4 |
996.02 |
1,008.67 |
1,064.35 |
|
|
| 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 |
1,072.42 |
111.51 |
10.3% |
36.64 |
3.4% |
7% |
False |
True |
|
| 10 |
1,204.56 |
1,072.42 |
132.14 |
12.2% |
37.44 |
3.5% |
6% |
False |
True |
|
| 20 |
1,286.90 |
1,072.42 |
214.48 |
19.8% |
36.35 |
3.4% |
4% |
False |
True |
|
| 40 |
1,286.90 |
1,072.42 |
214.48 |
19.8% |
35.73 |
3.3% |
4% |
False |
True |
|
| 60 |
1,286.90 |
1,072.42 |
214.48 |
19.8% |
36.98 |
3.4% |
4% |
False |
True |
|
| 80 |
1,365.28 |
1,018.86 |
346.42 |
32.1% |
42.54 |
3.9% |
18% |
False |
False |
|
| 100 |
1,470.99 |
1,018.86 |
452.13 |
41.8% |
50.65 |
4.7% |
14% |
False |
False |
|
| 120 |
1,775.47 |
1,018.86 |
756.61 |
70.0% |
53.04 |
4.9% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.24 |
|
2.618 |
1,179.80 |
|
1.618 |
1,150.12 |
|
1.000 |
1,131.78 |
|
0.618 |
1,120.44 |
|
HIGH |
1,102.10 |
|
0.618 |
1,090.76 |
|
0.500 |
1,087.26 |
|
0.382 |
1,083.76 |
|
LOW |
1,072.42 |
|
0.618 |
1,054.08 |
|
1.000 |
1,042.74 |
|
1.618 |
1,024.40 |
|
2.618 |
994.72 |
|
4.250 |
946.28 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,087.26 |
1,103.94 |
| PP |
1,085.06 |
1,096.18 |
| S1 |
1,082.87 |
1,088.43 |
|