E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
683.50 |
685.50 |
2.00 |
0.3% |
728.00 |
| High |
696.00 |
691.75 |
-4.25 |
-0.6% |
729.75 |
| Low |
662.75 |
668.00 |
5.25 |
0.8% |
662.75 |
| Close |
684.75 |
673.00 |
-11.75 |
-1.7% |
684.75 |
| Range |
33.25 |
23.75 |
-9.50 |
-28.6% |
67.00 |
| ATR |
30.10 |
29.64 |
-0.45 |
-1.5% |
0.00 |
| Volume |
73,688 |
106,065 |
32,377 |
43.9% |
192,691 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748.75 |
734.75 |
686.00 |
|
| R3 |
725.00 |
711.00 |
679.50 |
|
| R2 |
701.25 |
701.25 |
677.25 |
|
| R1 |
687.25 |
687.25 |
675.25 |
682.50 |
| PP |
677.50 |
677.50 |
677.50 |
675.25 |
| S1 |
663.50 |
663.50 |
670.75 |
658.50 |
| S2 |
653.75 |
653.75 |
668.75 |
|
| S3 |
630.00 |
639.75 |
666.50 |
|
| S4 |
606.25 |
616.00 |
660.00 |
|
|
| 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 |
720.50 |
662.75 |
57.75 |
8.6% |
32.00 |
4.7% |
18% |
False |
False |
56,482 |
| 10 |
776.25 |
662.75 |
113.50 |
16.9% |
30.50 |
4.5% |
9% |
False |
False |
38,422 |
| 20 |
862.50 |
662.75 |
199.75 |
29.7% |
28.75 |
4.3% |
5% |
False |
False |
22,614 |
| 40 |
871.75 |
662.75 |
209.00 |
31.1% |
30.00 |
4.5% |
5% |
False |
False |
14,445 |
| 60 |
939.25 |
662.75 |
276.50 |
41.1% |
28.50 |
4.3% |
4% |
False |
False |
10,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.75 |
|
2.618 |
754.00 |
|
1.618 |
730.25 |
|
1.000 |
715.50 |
|
0.618 |
706.50 |
|
HIGH |
691.75 |
|
0.618 |
682.75 |
|
0.500 |
680.00 |
|
0.382 |
677.00 |
|
LOW |
668.00 |
|
0.618 |
653.25 |
|
1.000 |
644.25 |
|
1.618 |
629.50 |
|
2.618 |
605.75 |
|
4.250 |
567.00 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
680.00 |
685.50 |
| PP |
677.50 |
681.50 |
| S1 |
675.25 |
677.25 |
|