E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
758.00 |
749.00 |
-9.00 |
-1.2% |
765.25 |
High |
775.25 |
752.25 |
-23.00 |
-3.0% |
782.50 |
Low |
747.25 |
727.50 |
-19.75 |
-2.6% |
727.50 |
Close |
748.75 |
731.00 |
-17.75 |
-2.4% |
731.00 |
Range |
28.00 |
24.75 |
-3.25 |
-11.6% |
55.00 |
ATR |
28.47 |
28.20 |
-0.27 |
-0.9% |
0.00 |
Volume |
28,893 |
19,790 |
-9,103 |
-31.5% |
94,408 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
811.25 |
795.75 |
744.50 |
|
R3 |
786.50 |
771.00 |
737.75 |
|
R2 |
761.75 |
761.75 |
735.50 |
|
R1 |
746.25 |
746.25 |
733.25 |
741.50 |
PP |
737.00 |
737.00 |
737.00 |
734.50 |
S1 |
721.50 |
721.50 |
728.75 |
717.00 |
S2 |
712.25 |
712.25 |
726.50 |
|
S3 |
687.50 |
696.75 |
724.25 |
|
S4 |
662.75 |
672.00 |
717.50 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
912.00 |
876.50 |
761.25 |
|
R3 |
857.00 |
821.50 |
746.00 |
|
R2 |
802.00 |
802.00 |
741.00 |
|
R1 |
766.50 |
766.50 |
736.00 |
756.75 |
PP |
747.00 |
747.00 |
747.00 |
742.00 |
S1 |
711.50 |
711.50 |
726.00 |
701.75 |
S2 |
692.00 |
692.00 |
721.00 |
|
S3 |
637.00 |
656.50 |
716.00 |
|
S4 |
582.00 |
601.50 |
700.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
782.50 |
727.50 |
55.00 |
7.5% |
31.50 |
4.3% |
6% |
False |
True |
18,881 |
10 |
815.00 |
727.50 |
87.50 |
12.0% |
26.50 |
3.6% |
4% |
False |
True |
12,622 |
20 |
869.75 |
727.50 |
142.25 |
19.5% |
26.50 |
3.6% |
2% |
False |
True |
9,797 |
40 |
939.25 |
727.50 |
211.75 |
29.0% |
28.75 |
3.9% |
2% |
False |
True |
7,461 |
60 |
939.25 |
727.50 |
211.75 |
29.0% |
28.50 |
3.9% |
2% |
False |
True |
5,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
857.50 |
2.618 |
817.00 |
1.618 |
792.25 |
1.000 |
777.00 |
0.618 |
767.50 |
HIGH |
752.25 |
0.618 |
742.75 |
0.500 |
740.00 |
0.382 |
737.00 |
LOW |
727.50 |
0.618 |
712.25 |
1.000 |
702.75 |
1.618 |
687.50 |
2.618 |
662.75 |
4.250 |
622.25 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
740.00 |
752.00 |
PP |
737.00 |
745.00 |
S1 |
734.00 |
738.00 |
|