E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
685.50 |
671.25 |
-14.25 |
-2.1% |
728.00 |
| High |
691.75 |
718.50 |
26.75 |
3.9% |
729.75 |
| Low |
668.00 |
670.25 |
2.25 |
0.3% |
662.75 |
| Close |
673.00 |
713.00 |
40.00 |
5.9% |
684.75 |
| Range |
23.75 |
48.25 |
24.50 |
103.2% |
67.00 |
| ATR |
29.64 |
30.97 |
1.33 |
4.5% |
0.00 |
| Volume |
106,065 |
69,001 |
-37,064 |
-34.9% |
192,691 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
845.25 |
827.50 |
739.50 |
|
| R3 |
797.00 |
779.25 |
726.25 |
|
| R2 |
748.75 |
748.75 |
721.75 |
|
| R1 |
731.00 |
731.00 |
717.50 |
740.00 |
| PP |
700.50 |
700.50 |
700.50 |
705.00 |
| S1 |
682.75 |
682.75 |
708.50 |
691.50 |
| S2 |
652.25 |
652.25 |
704.25 |
|
| S3 |
604.00 |
634.50 |
699.75 |
|
| S4 |
555.75 |
586.25 |
686.50 |
|
|
| 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 |
720.50 |
662.75 |
57.75 |
8.1% |
36.50 |
5.1% |
87% |
False |
False |
66,051 |
| 10 |
776.25 |
662.75 |
113.50 |
15.9% |
32.25 |
4.5% |
44% |
False |
False |
42,983 |
| 20 |
836.75 |
662.75 |
174.00 |
24.4% |
29.00 |
4.1% |
29% |
False |
False |
25,980 |
| 40 |
871.75 |
662.75 |
209.00 |
29.3% |
30.75 |
4.3% |
24% |
False |
False |
16,128 |
| 60 |
939.25 |
662.75 |
276.50 |
38.8% |
28.50 |
4.0% |
18% |
False |
False |
11,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
923.50 |
|
2.618 |
844.75 |
|
1.618 |
796.50 |
|
1.000 |
766.75 |
|
0.618 |
748.25 |
|
HIGH |
718.50 |
|
0.618 |
700.00 |
|
0.500 |
694.50 |
|
0.382 |
688.75 |
|
LOW |
670.25 |
|
0.618 |
640.50 |
|
1.000 |
622.00 |
|
1.618 |
592.25 |
|
2.618 |
544.00 |
|
4.250 |
465.25 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
706.75 |
705.50 |
| PP |
700.50 |
698.00 |
| S1 |
694.50 |
690.50 |
|