| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
7,752.36 |
7,922.57 |
170.21 |
2.2% |
7,279.25 |
| High |
7,931.33 |
7,922.57 |
-8.76 |
-0.1% |
7,931.33 |
| Low |
7,752.28 |
7,735.95 |
-16.33 |
-0.2% |
7,278.78 |
| Close |
7,924.56 |
7,776.18 |
-148.38 |
-1.9% |
7,776.18 |
| Range |
179.05 |
186.62 |
7.57 |
4.2% |
652.55 |
| ATR |
244.58 |
240.58 |
-4.00 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,371.43 |
8,260.42 |
7,878.82 |
|
| R3 |
8,184.81 |
8,073.80 |
7,827.50 |
|
| R2 |
7,998.19 |
7,998.19 |
7,810.39 |
|
| R1 |
7,887.18 |
7,887.18 |
7,793.29 |
7,849.38 |
| PP |
7,811.57 |
7,811.57 |
7,811.57 |
7,792.66 |
| S1 |
7,700.56 |
7,700.56 |
7,759.07 |
7,662.76 |
| S2 |
7,624.95 |
7,624.95 |
7,741.97 |
|
| S3 |
7,438.33 |
7,513.94 |
7,724.86 |
|
| S4 |
7,251.71 |
7,327.32 |
7,673.54 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,619.75 |
9,350.51 |
8,135.08 |
|
| R3 |
8,967.20 |
8,697.96 |
7,955.63 |
|
| R2 |
8,314.65 |
8,314.65 |
7,895.81 |
|
| R1 |
8,045.41 |
8,045.41 |
7,836.00 |
8,180.03 |
| PP |
7,662.10 |
7,662.10 |
7,662.10 |
7,729.41 |
| S1 |
7,392.86 |
7,392.86 |
7,716.36 |
7,527.48 |
| S2 |
7,009.55 |
7,009.55 |
7,656.55 |
|
| S3 |
6,357.00 |
6,740.31 |
7,596.73 |
|
| S4 |
5,704.45 |
6,087.76 |
7,417.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,931.33 |
7,278.78 |
652.55 |
8.4% |
266.15 |
3.4% |
76% |
False |
False |
|
| 10 |
7,931.33 |
7,172.05 |
759.28 |
9.8% |
243.83 |
3.1% |
80% |
False |
False |
|
| 20 |
7,931.33 |
6,469.95 |
1,461.38 |
18.8% |
246.45 |
3.2% |
89% |
False |
False |
|
| 40 |
8,315.07 |
6,469.95 |
1,845.12 |
23.7% |
234.06 |
3.0% |
71% |
False |
False |
|
| 60 |
9,088.06 |
6,469.95 |
2,618.11 |
33.7% |
231.07 |
3.0% |
50% |
False |
False |
|
| 80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.7% |
241.87 |
3.1% |
50% |
False |
False |
|
| 100 |
9,653.95 |
6,469.95 |
3,184.00 |
40.9% |
282.68 |
3.6% |
41% |
False |
False |
|
| 120 |
10,322.76 |
6,469.95 |
3,852.81 |
49.5% |
340.01 |
4.4% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,715.71 |
|
2.618 |
8,411.14 |
|
1.618 |
8,224.52 |
|
1.000 |
8,109.19 |
|
0.618 |
8,037.90 |
|
HIGH |
7,922.57 |
|
0.618 |
7,851.28 |
|
0.500 |
7,829.26 |
|
0.382 |
7,807.24 |
|
LOW |
7,735.95 |
|
0.618 |
7,620.62 |
|
1.000 |
7,549.33 |
|
1.618 |
7,434.00 |
|
2.618 |
7,247.38 |
|
4.250 |
6,942.82 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,829.26 |
7,764.35 |
| PP |
7,811.57 |
7,752.52 |
| S1 |
7,793.87 |
7,740.70 |
|