E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
750.75 |
753.50 |
2.75 |
0.4% |
685.50 |
| High |
771.50 |
777.00 |
5.50 |
0.7% |
758.25 |
| Low |
746.25 |
746.00 |
-0.25 |
0.0% |
668.00 |
| Close |
754.00 |
775.25 |
21.25 |
2.8% |
754.50 |
| Range |
25.25 |
31.00 |
5.75 |
22.8% |
90.25 |
| ATR |
29.81 |
29.89 |
0.09 |
0.3% |
0.00 |
| Volume |
2,715,441 |
2,848,135 |
132,694 |
4.9% |
3,290,525 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.00 |
848.25 |
792.25 |
|
| R3 |
828.00 |
817.25 |
783.75 |
|
| R2 |
797.00 |
797.00 |
781.00 |
|
| R1 |
786.25 |
786.25 |
778.00 |
791.50 |
| PP |
766.00 |
766.00 |
766.00 |
768.75 |
| S1 |
755.25 |
755.25 |
772.50 |
760.50 |
| S2 |
735.00 |
735.00 |
769.50 |
|
| S3 |
704.00 |
724.25 |
766.75 |
|
| S4 |
673.00 |
693.25 |
758.25 |
|
|
| 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 |
777.00 |
708.00 |
69.00 |
8.9% |
27.50 |
3.5% |
97% |
True |
False |
1,735,807 |
| 10 |
777.00 |
662.75 |
114.25 |
14.7% |
32.00 |
4.1% |
98% |
True |
False |
900,929 |
| 20 |
793.50 |
662.75 |
130.75 |
16.9% |
30.25 |
3.9% |
86% |
False |
False |
458,233 |
| 40 |
871.75 |
662.75 |
209.00 |
27.0% |
29.25 |
3.8% |
54% |
False |
False |
231,942 |
| 60 |
939.25 |
662.75 |
276.50 |
35.7% |
28.25 |
3.6% |
41% |
False |
False |
155,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
908.75 |
|
2.618 |
858.25 |
|
1.618 |
827.25 |
|
1.000 |
808.00 |
|
0.618 |
796.25 |
|
HIGH |
777.00 |
|
0.618 |
765.25 |
|
0.500 |
761.50 |
|
0.382 |
757.75 |
|
LOW |
746.00 |
|
0.618 |
726.75 |
|
1.000 |
715.00 |
|
1.618 |
695.75 |
|
2.618 |
664.75 |
|
4.250 |
614.25 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
770.75 |
769.50 |
| PP |
766.00 |
763.75 |
| S1 |
761.50 |
758.00 |
|