E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
671.25 |
713.00 |
41.75 |
6.2% |
728.00 |
High |
718.50 |
729.00 |
10.50 |
1.5% |
729.75 |
Low |
670.25 |
709.50 |
39.25 |
5.9% |
662.75 |
Close |
713.00 |
717.25 |
4.25 |
0.6% |
684.75 |
Range |
48.25 |
19.50 |
-28.75 |
-59.6% |
67.00 |
ATR |
30.97 |
30.15 |
-0.82 |
-2.6% |
0.00 |
Volume |
69,001 |
184,512 |
115,511 |
167.4% |
192,691 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
777.00 |
766.75 |
728.00 |
|
R3 |
757.50 |
747.25 |
722.50 |
|
R2 |
738.00 |
738.00 |
720.75 |
|
R1 |
727.75 |
727.75 |
719.00 |
733.00 |
PP |
718.50 |
718.50 |
718.50 |
721.25 |
S1 |
708.25 |
708.25 |
715.50 |
713.50 |
S2 |
699.00 |
699.00 |
713.75 |
|
S3 |
679.50 |
688.75 |
712.00 |
|
S4 |
660.00 |
669.25 |
706.50 |
|
|
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 |
729.00 |
662.75 |
66.25 |
9.2% |
32.00 |
4.5% |
82% |
True |
False |
93,631 |
10 |
775.25 |
662.75 |
112.50 |
15.7% |
31.50 |
4.4% |
48% |
False |
False |
60,095 |
20 |
836.75 |
662.75 |
174.00 |
24.3% |
29.00 |
4.1% |
31% |
False |
False |
34,630 |
40 |
871.75 |
662.75 |
209.00 |
29.1% |
30.25 |
4.2% |
26% |
False |
False |
20,654 |
60 |
939.25 |
662.75 |
276.50 |
38.6% |
28.50 |
4.0% |
20% |
False |
False |
14,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
812.00 |
2.618 |
780.00 |
1.618 |
760.50 |
1.000 |
748.50 |
0.618 |
741.00 |
HIGH |
729.00 |
0.618 |
721.50 |
0.500 |
719.25 |
0.382 |
717.00 |
LOW |
709.50 |
0.618 |
697.50 |
1.000 |
690.00 |
1.618 |
678.00 |
2.618 |
658.50 |
4.250 |
626.50 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
719.25 |
711.00 |
PP |
718.50 |
704.75 |
S1 |
718.00 |
698.50 |
|