E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
749.00 |
728.00 |
-21.00 |
-2.8% |
765.25 |
| High |
752.25 |
729.75 |
-22.50 |
-3.0% |
782.50 |
| Low |
727.50 |
695.50 |
-32.00 |
-4.4% |
727.50 |
| Close |
731.00 |
702.25 |
-28.75 |
-3.9% |
731.00 |
| Range |
24.75 |
34.25 |
9.50 |
38.4% |
55.00 |
| ATR |
28.20 |
28.72 |
0.52 |
1.8% |
0.00 |
| Volume |
19,790 |
16,344 |
-3,446 |
-17.4% |
94,408 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.00 |
791.25 |
721.00 |
|
| R3 |
777.75 |
757.00 |
711.75 |
|
| R2 |
743.50 |
743.50 |
708.50 |
|
| R1 |
722.75 |
722.75 |
705.50 |
716.00 |
| PP |
709.25 |
709.25 |
709.25 |
705.75 |
| S1 |
688.50 |
688.50 |
699.00 |
681.75 |
| S2 |
675.00 |
675.00 |
696.00 |
|
| S3 |
640.75 |
654.25 |
692.75 |
|
| S4 |
606.50 |
620.00 |
683.50 |
|
|
| 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 |
776.25 |
695.50 |
80.75 |
11.5% |
29.00 |
4.1% |
8% |
False |
True |
20,362 |
| 10 |
815.00 |
695.50 |
119.50 |
17.0% |
29.00 |
4.1% |
6% |
False |
True |
13,777 |
| 20 |
869.75 |
695.50 |
174.25 |
24.8% |
27.25 |
3.9% |
4% |
False |
True |
10,132 |
| 40 |
939.25 |
695.50 |
243.75 |
34.7% |
29.25 |
4.2% |
3% |
False |
True |
7,842 |
| 60 |
939.25 |
695.50 |
243.75 |
34.7% |
28.25 |
4.0% |
3% |
False |
True |
5,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.25 |
|
2.618 |
819.50 |
|
1.618 |
785.25 |
|
1.000 |
764.00 |
|
0.618 |
751.00 |
|
HIGH |
729.75 |
|
0.618 |
716.75 |
|
0.500 |
712.50 |
|
0.382 |
708.50 |
|
LOW |
695.50 |
|
0.618 |
674.25 |
|
1.000 |
661.25 |
|
1.618 |
640.00 |
|
2.618 |
605.75 |
|
4.250 |
550.00 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
712.50 |
735.50 |
| PP |
709.25 |
724.25 |
| S1 |
705.75 |
713.25 |
|