E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
713.00 |
717.50 |
4.50 |
0.6% |
728.00 |
High |
729.00 |
750.00 |
21.00 |
2.9% |
729.75 |
Low |
709.50 |
708.00 |
-1.50 |
-0.2% |
662.75 |
Close |
717.25 |
748.50 |
31.25 |
4.4% |
684.75 |
Range |
19.50 |
42.00 |
22.50 |
115.4% |
67.00 |
ATR |
30.15 |
31.00 |
0.85 |
2.8% |
0.00 |
Volume |
184,512 |
423,663 |
239,151 |
129.6% |
192,691 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
861.50 |
847.00 |
771.50 |
|
R3 |
819.50 |
805.00 |
760.00 |
|
R2 |
777.50 |
777.50 |
756.25 |
|
R1 |
763.00 |
763.00 |
752.25 |
770.25 |
PP |
735.50 |
735.50 |
735.50 |
739.00 |
S1 |
721.00 |
721.00 |
744.75 |
728.25 |
S2 |
693.50 |
693.50 |
740.75 |
|
S3 |
651.50 |
679.00 |
737.00 |
|
S4 |
609.50 |
637.00 |
725.50 |
|
|
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 |
750.00 |
662.75 |
87.25 |
11.7% |
33.25 |
4.5% |
98% |
True |
False |
171,385 |
10 |
752.25 |
662.75 |
89.50 |
12.0% |
32.75 |
4.4% |
96% |
False |
False |
99,572 |
20 |
836.75 |
662.75 |
174.00 |
23.2% |
29.50 |
3.9% |
49% |
False |
False |
55,347 |
40 |
871.75 |
662.75 |
209.00 |
27.9% |
30.50 |
4.1% |
41% |
False |
False |
31,127 |
60 |
939.25 |
662.75 |
276.50 |
36.9% |
28.50 |
3.8% |
31% |
False |
False |
21,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
928.50 |
2.618 |
860.00 |
1.618 |
818.00 |
1.000 |
792.00 |
0.618 |
776.00 |
HIGH |
750.00 |
0.618 |
734.00 |
0.500 |
729.00 |
0.382 |
724.00 |
LOW |
708.00 |
0.618 |
682.00 |
1.000 |
666.00 |
1.618 |
640.00 |
2.618 |
598.00 |
4.250 |
529.50 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
742.00 |
735.75 |
PP |
735.50 |
723.00 |
S1 |
729.00 |
710.00 |
|