E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
747.75 |
750.75 |
3.00 |
0.4% |
685.50 |
| High |
758.25 |
771.50 |
13.25 |
1.7% |
758.25 |
| Low |
739.00 |
746.25 |
7.25 |
1.0% |
668.00 |
| Close |
754.50 |
754.00 |
-0.50 |
-0.1% |
754.50 |
| Range |
19.25 |
25.25 |
6.00 |
31.2% |
90.25 |
| ATR |
30.16 |
29.81 |
-0.35 |
-1.2% |
0.00 |
| Volume |
2,507,284 |
2,715,441 |
208,157 |
8.3% |
3,290,525 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.00 |
818.75 |
768.00 |
|
| R3 |
807.75 |
793.50 |
761.00 |
|
| R2 |
782.50 |
782.50 |
758.75 |
|
| R1 |
768.25 |
768.25 |
756.25 |
775.50 |
| PP |
757.25 |
757.25 |
757.25 |
760.75 |
| S1 |
743.00 |
743.00 |
751.75 |
750.00 |
| S2 |
732.00 |
732.00 |
749.25 |
|
| S3 |
706.75 |
717.75 |
747.00 |
|
| S4 |
681.50 |
692.50 |
740.00 |
|
|
| 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 |
771.50 |
670.25 |
101.25 |
13.4% |
30.75 |
4.1% |
83% |
True |
False |
1,179,980 |
| 10 |
771.50 |
662.75 |
108.75 |
14.4% |
31.50 |
4.2% |
84% |
True |
False |
618,231 |
| 20 |
815.00 |
662.75 |
152.25 |
20.2% |
30.25 |
4.0% |
60% |
False |
False |
316,004 |
| 40 |
871.75 |
662.75 |
209.00 |
27.7% |
30.00 |
4.0% |
44% |
False |
False |
160,877 |
| 60 |
939.25 |
662.75 |
276.50 |
36.7% |
28.25 |
3.7% |
33% |
False |
False |
108,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.75 |
|
2.618 |
837.50 |
|
1.618 |
812.25 |
|
1.000 |
796.75 |
|
0.618 |
787.00 |
|
HIGH |
771.50 |
|
0.618 |
761.75 |
|
0.500 |
759.00 |
|
0.382 |
756.00 |
|
LOW |
746.25 |
|
0.618 |
730.75 |
|
1.000 |
721.00 |
|
1.618 |
705.50 |
|
2.618 |
680.25 |
|
4.250 |
639.00 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
759.00 |
749.25 |
| PP |
757.25 |
744.50 |
| S1 |
755.50 |
739.75 |
|