E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
728.00 |
701.75 |
-26.25 |
-3.6% |
765.25 |
High |
729.75 |
711.50 |
-18.25 |
-2.5% |
782.50 |
Low |
695.50 |
686.00 |
-9.50 |
-1.4% |
727.50 |
Close |
702.25 |
686.25 |
-16.00 |
-2.3% |
731.00 |
Range |
34.25 |
25.50 |
-8.75 |
-25.5% |
55.00 |
ATR |
28.72 |
28.49 |
-0.23 |
-0.8% |
0.00 |
Volume |
16,344 |
21,156 |
4,812 |
29.4% |
94,408 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771.00 |
754.25 |
700.25 |
|
R3 |
745.50 |
728.75 |
693.25 |
|
R2 |
720.00 |
720.00 |
691.00 |
|
R1 |
703.25 |
703.25 |
688.50 |
699.00 |
PP |
694.50 |
694.50 |
694.50 |
692.50 |
S1 |
677.75 |
677.75 |
684.00 |
673.50 |
S2 |
669.00 |
669.00 |
681.50 |
|
S3 |
643.50 |
652.25 |
679.25 |
|
S4 |
618.00 |
626.75 |
672.25 |
|
|
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 |
686.00 |
90.25 |
13.2% |
28.00 |
4.1% |
0% |
False |
True |
19,915 |
10 |
793.50 |
686.00 |
107.50 |
15.7% |
28.25 |
4.1% |
0% |
False |
True |
15,537 |
20 |
869.75 |
686.00 |
183.75 |
26.8% |
27.50 |
4.0% |
0% |
False |
True |
10,568 |
40 |
929.50 |
686.00 |
243.50 |
35.5% |
29.50 |
4.3% |
0% |
False |
True |
8,305 |
60 |
939.25 |
686.00 |
253.25 |
36.9% |
27.75 |
4.1% |
0% |
False |
True |
5,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
820.00 |
2.618 |
778.25 |
1.618 |
752.75 |
1.000 |
737.00 |
0.618 |
727.25 |
HIGH |
711.50 |
0.618 |
701.75 |
0.500 |
698.75 |
0.382 |
695.75 |
LOW |
686.00 |
0.618 |
670.25 |
1.000 |
660.50 |
1.618 |
644.75 |
2.618 |
619.25 |
4.250 |
577.50 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
698.75 |
719.00 |
PP |
694.50 |
708.25 |
S1 |
690.50 |
697.25 |
|