| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,058.85 |
1,060.42 |
1.57 |
0.1% |
1,098.99 |
| High |
1,087.40 |
1,112.44 |
25.04 |
2.3% |
1,124.67 |
| Low |
1,040.41 |
1,060.42 |
20.01 |
1.9% |
1,043.60 |
| Close |
1,043.87 |
1,112.44 |
68.57 |
6.6% |
1,064.70 |
| Range |
46.99 |
52.02 |
5.03 |
10.7% |
81.07 |
| ATR |
39.93 |
41.98 |
2.05 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.16 |
1,233.82 |
1,141.05 |
|
| R3 |
1,199.14 |
1,181.80 |
1,126.75 |
|
| R2 |
1,147.12 |
1,147.12 |
1,121.98 |
|
| R1 |
1,129.78 |
1,129.78 |
1,117.21 |
1,138.45 |
| PP |
1,095.10 |
1,095.10 |
1,095.10 |
1,099.44 |
| S1 |
1,077.76 |
1,077.76 |
1,107.67 |
1,086.43 |
| S2 |
1,043.08 |
1,043.08 |
1,102.90 |
|
| S3 |
991.06 |
1,025.74 |
1,098.13 |
|
| S4 |
939.04 |
973.72 |
1,083.83 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.87 |
1,273.85 |
1,109.29 |
|
| R3 |
1,239.80 |
1,192.78 |
1,086.99 |
|
| R2 |
1,158.73 |
1,158.73 |
1,079.56 |
|
| R1 |
1,111.71 |
1,111.71 |
1,072.13 |
1,094.69 |
| PP |
1,077.66 |
1,077.66 |
1,077.66 |
1,069.14 |
| S1 |
1,030.64 |
1,030.64 |
1,057.27 |
1,013.62 |
| S2 |
996.59 |
996.59 |
1,049.84 |
|
| S3 |
915.52 |
949.57 |
1,042.41 |
|
| S4 |
834.45 |
868.50 |
1,020.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,124.67 |
1,040.41 |
84.26 |
7.6% |
41.54 |
3.7% |
85% |
False |
False |
|
| 10 |
1,183.93 |
1,040.41 |
143.52 |
12.9% |
39.09 |
3.5% |
50% |
False |
False |
|
| 20 |
1,286.90 |
1,040.41 |
246.49 |
22.2% |
37.87 |
3.4% |
29% |
False |
False |
|
| 40 |
1,286.90 |
1,040.41 |
246.49 |
22.2% |
37.37 |
3.4% |
29% |
False |
False |
|
| 60 |
1,286.90 |
1,040.41 |
246.49 |
22.2% |
36.04 |
3.2% |
29% |
False |
False |
|
| 80 |
1,286.90 |
1,018.86 |
268.04 |
24.1% |
41.86 |
3.8% |
35% |
False |
False |
|
| 100 |
1,382.65 |
1,018.86 |
363.79 |
32.7% |
47.22 |
4.2% |
26% |
False |
False |
|
| 120 |
1,773.83 |
1,018.86 |
754.97 |
67.9% |
52.86 |
4.8% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.53 |
|
2.618 |
1,248.63 |
|
1.618 |
1,196.61 |
|
1.000 |
1,164.46 |
|
0.618 |
1,144.59 |
|
HIGH |
1,112.44 |
|
0.618 |
1,092.57 |
|
0.500 |
1,086.43 |
|
0.382 |
1,080.29 |
|
LOW |
1,060.42 |
|
0.618 |
1,028.27 |
|
1.000 |
1,008.40 |
|
1.618 |
976.25 |
|
2.618 |
924.23 |
|
4.250 |
839.34 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.77 |
1,100.44 |
| PP |
1,095.10 |
1,088.43 |
| S1 |
1,086.43 |
1,076.43 |
|