E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
705.25 |
683.50 |
-21.75 |
-3.1% |
728.00 |
| High |
708.50 |
696.00 |
-12.50 |
-1.8% |
729.75 |
| Low |
673.25 |
662.75 |
-10.50 |
-1.6% |
662.75 |
| Close |
683.00 |
684.75 |
1.75 |
0.3% |
684.75 |
| Range |
35.25 |
33.25 |
-2.00 |
-5.7% |
67.00 |
| ATR |
29.86 |
30.10 |
0.24 |
0.8% |
0.00 |
| Volume |
34,893 |
73,688 |
38,795 |
111.2% |
192,691 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.00 |
766.00 |
703.00 |
|
| R3 |
747.75 |
732.75 |
694.00 |
|
| R2 |
714.50 |
714.50 |
690.75 |
|
| R1 |
699.50 |
699.50 |
687.75 |
707.00 |
| PP |
681.25 |
681.25 |
681.25 |
685.00 |
| S1 |
666.25 |
666.25 |
681.75 |
673.75 |
| S2 |
648.00 |
648.00 |
678.75 |
|
| S3 |
614.75 |
633.00 |
675.50 |
|
| S4 |
581.50 |
599.75 |
666.50 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.50 |
856.00 |
721.50 |
|
| R3 |
826.50 |
789.00 |
703.25 |
|
| R2 |
759.50 |
759.50 |
697.00 |
|
| R1 |
722.00 |
722.00 |
691.00 |
707.25 |
| PP |
692.50 |
692.50 |
692.50 |
685.00 |
| S1 |
655.00 |
655.00 |
678.50 |
640.25 |
| S2 |
625.50 |
625.50 |
672.50 |
|
| S3 |
558.50 |
588.00 |
666.25 |
|
| S4 |
491.50 |
521.00 |
648.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729.75 |
662.75 |
67.00 |
9.8% |
34.00 |
5.0% |
33% |
False |
True |
38,538 |
| 10 |
782.50 |
662.75 |
119.75 |
17.5% |
32.75 |
4.8% |
18% |
False |
True |
28,709 |
| 20 |
869.75 |
662.75 |
207.00 |
30.2% |
28.50 |
4.2% |
11% |
False |
True |
17,579 |
| 40 |
884.75 |
662.75 |
222.00 |
32.4% |
30.25 |
4.4% |
10% |
False |
True |
11,897 |
| 60 |
939.25 |
662.75 |
276.50 |
40.4% |
28.75 |
4.2% |
8% |
False |
True |
8,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
837.25 |
|
2.618 |
783.00 |
|
1.618 |
749.75 |
|
1.000 |
729.25 |
|
0.618 |
716.50 |
|
HIGH |
696.00 |
|
0.618 |
683.25 |
|
0.500 |
679.50 |
|
0.382 |
675.50 |
|
LOW |
662.75 |
|
0.618 |
642.25 |
|
1.000 |
629.50 |
|
1.618 |
609.00 |
|
2.618 |
575.75 |
|
4.250 |
521.50 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
683.00 |
691.50 |
| PP |
681.25 |
689.25 |
| S1 |
679.50 |
687.00 |
|