| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
7,773.31 |
7,523.77 |
-249.54 |
-3.2% |
7,279.25 |
| High |
7,773.39 |
7,725.36 |
-48.03 |
-0.6% |
7,931.33 |
| Low |
7,437.59 |
7,523.45 |
85.86 |
1.2% |
7,278.78 |
| Close |
7,522.02 |
7,608.92 |
86.90 |
1.2% |
7,776.18 |
| Range |
335.80 |
201.91 |
-133.89 |
-39.9% |
652.55 |
| ATR |
247.58 |
244.42 |
-3.16 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,224.97 |
8,118.86 |
7,719.97 |
|
| R3 |
8,023.06 |
7,916.95 |
7,664.45 |
|
| R2 |
7,821.15 |
7,821.15 |
7,645.94 |
|
| R1 |
7,715.04 |
7,715.04 |
7,627.43 |
7,768.10 |
| PP |
7,619.24 |
7,619.24 |
7,619.24 |
7,645.77 |
| S1 |
7,513.13 |
7,513.13 |
7,590.41 |
7,566.19 |
| S2 |
7,417.33 |
7,417.33 |
7,571.90 |
|
| S3 |
7,215.42 |
7,311.22 |
7,553.39 |
|
| S4 |
7,013.51 |
7,109.31 |
7,497.87 |
|
|
| 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 |
7,437.59 |
493.74 |
6.5% |
243.39 |
3.2% |
35% |
False |
False |
|
| 10 |
7,931.33 |
7,257.27 |
674.06 |
8.9% |
256.51 |
3.4% |
52% |
False |
False |
|
| 20 |
7,931.33 |
6,469.95 |
1,461.38 |
19.2% |
250.66 |
3.3% |
78% |
False |
False |
|
| 40 |
8,315.07 |
6,469.95 |
1,845.12 |
24.2% |
238.32 |
3.1% |
62% |
False |
False |
|
| 60 |
9,088.06 |
6,469.95 |
2,618.11 |
34.4% |
232.00 |
3.0% |
44% |
False |
False |
|
| 80 |
9,088.06 |
6,469.95 |
2,618.11 |
34.4% |
240.05 |
3.2% |
44% |
False |
False |
|
| 100 |
9,616.60 |
6,469.95 |
3,146.65 |
41.4% |
283.21 |
3.7% |
36% |
False |
False |
|
| 120 |
9,794.37 |
6,469.95 |
3,324.42 |
43.7% |
332.12 |
4.4% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,583.48 |
|
2.618 |
8,253.96 |
|
1.618 |
8,052.05 |
|
1.000 |
7,927.27 |
|
0.618 |
7,850.14 |
|
HIGH |
7,725.36 |
|
0.618 |
7,648.23 |
|
0.500 |
7,624.41 |
|
0.382 |
7,600.58 |
|
LOW |
7,523.45 |
|
0.618 |
7,398.67 |
|
1.000 |
7,321.54 |
|
1.618 |
7,196.76 |
|
2.618 |
6,994.85 |
|
4.250 |
6,665.33 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,624.41 |
7,680.08 |
| PP |
7,619.24 |
7,656.36 |
| S1 |
7,614.08 |
7,632.64 |
|