E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
717.50 |
747.75 |
30.25 |
4.2% |
685.50 |
| High |
750.00 |
758.25 |
8.25 |
1.1% |
758.25 |
| Low |
708.00 |
739.00 |
31.00 |
4.4% |
668.00 |
| Close |
748.50 |
754.50 |
6.00 |
0.8% |
754.50 |
| Range |
42.00 |
19.25 |
-22.75 |
-54.2% |
90.25 |
| ATR |
31.00 |
30.16 |
-0.84 |
-2.7% |
0.00 |
| Volume |
423,663 |
2,507,284 |
2,083,621 |
491.8% |
3,290,525 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808.25 |
800.75 |
765.00 |
|
| R3 |
789.00 |
781.50 |
759.75 |
|
| R2 |
769.75 |
769.75 |
758.00 |
|
| R1 |
762.25 |
762.25 |
756.25 |
766.00 |
| PP |
750.50 |
750.50 |
750.50 |
752.50 |
| S1 |
743.00 |
743.00 |
752.75 |
746.75 |
| S2 |
731.25 |
731.25 |
751.00 |
|
| S3 |
712.00 |
723.75 |
749.25 |
|
| S4 |
692.75 |
704.50 |
744.00 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.75 |
966.25 |
804.25 |
|
| R3 |
907.50 |
876.00 |
779.25 |
|
| R2 |
817.25 |
817.25 |
771.00 |
|
| R1 |
785.75 |
785.75 |
762.75 |
801.50 |
| PP |
727.00 |
727.00 |
727.00 |
734.75 |
| S1 |
695.50 |
695.50 |
746.25 |
711.25 |
| S2 |
636.75 |
636.75 |
738.00 |
|
| S3 |
546.50 |
605.25 |
729.75 |
|
| S4 |
456.25 |
515.00 |
704.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
758.25 |
668.00 |
90.25 |
12.0% |
30.50 |
4.0% |
96% |
True |
False |
658,105 |
| 10 |
758.25 |
662.75 |
95.50 |
12.7% |
32.25 |
4.3% |
96% |
True |
False |
348,321 |
| 20 |
815.00 |
662.75 |
152.25 |
20.2% |
29.50 |
3.9% |
60% |
False |
False |
180,472 |
| 40 |
871.75 |
662.75 |
209.00 |
27.7% |
30.25 |
4.0% |
44% |
False |
False |
93,400 |
| 60 |
939.25 |
662.75 |
276.50 |
36.6% |
28.25 |
3.8% |
33% |
False |
False |
63,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
840.00 |
|
2.618 |
808.75 |
|
1.618 |
789.50 |
|
1.000 |
777.50 |
|
0.618 |
770.25 |
|
HIGH |
758.25 |
|
0.618 |
751.00 |
|
0.500 |
748.50 |
|
0.382 |
746.25 |
|
LOW |
739.00 |
|
0.618 |
727.00 |
|
1.000 |
719.75 |
|
1.618 |
707.75 |
|
2.618 |
688.50 |
|
4.250 |
657.25 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
752.50 |
747.50 |
| PP |
750.50 |
740.25 |
| S1 |
748.50 |
733.00 |
|