E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
686.25 |
705.25 |
19.00 |
2.8% |
765.25 |
High |
720.50 |
708.50 |
-12.00 |
-1.7% |
782.50 |
Low |
678.75 |
673.25 |
-5.50 |
-0.8% |
727.50 |
Close |
705.25 |
683.00 |
-22.25 |
-3.2% |
731.00 |
Range |
41.75 |
35.25 |
-6.50 |
-15.6% |
55.00 |
ATR |
29.44 |
29.86 |
0.41 |
1.4% |
0.00 |
Volume |
46,610 |
34,893 |
-11,717 |
-25.1% |
94,408 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
794.00 |
773.75 |
702.50 |
|
R3 |
758.75 |
738.50 |
692.75 |
|
R2 |
723.50 |
723.50 |
689.50 |
|
R1 |
703.25 |
703.25 |
686.25 |
695.75 |
PP |
688.25 |
688.25 |
688.25 |
684.50 |
S1 |
668.00 |
668.00 |
679.75 |
660.50 |
S2 |
653.00 |
653.00 |
676.50 |
|
S3 |
617.75 |
632.75 |
673.25 |
|
S4 |
582.50 |
597.50 |
663.50 |
|
|
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 |
752.25 |
673.25 |
79.00 |
11.6% |
32.25 |
4.7% |
12% |
False |
True |
27,758 |
10 |
782.50 |
673.25 |
109.25 |
16.0% |
32.00 |
4.7% |
9% |
False |
True |
22,462 |
20 |
869.75 |
673.25 |
196.50 |
28.8% |
28.50 |
4.2% |
5% |
False |
True |
14,015 |
40 |
910.50 |
673.25 |
237.25 |
34.7% |
30.00 |
4.4% |
4% |
False |
True |
10,179 |
60 |
939.25 |
673.25 |
266.00 |
38.9% |
28.25 |
4.1% |
4% |
False |
True |
7,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
858.25 |
2.618 |
800.75 |
1.618 |
765.50 |
1.000 |
743.75 |
0.618 |
730.25 |
HIGH |
708.50 |
0.618 |
695.00 |
0.500 |
691.00 |
0.382 |
686.75 |
LOW |
673.25 |
0.618 |
651.50 |
1.000 |
638.00 |
1.618 |
616.25 |
2.618 |
581.00 |
4.250 |
523.50 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
691.00 |
697.00 |
PP |
688.25 |
692.25 |
S1 |
685.50 |
687.50 |
|