E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
776.00 |
790.75 |
14.75 |
1.9% |
685.50 |
| High |
800.50 |
801.50 |
1.00 |
0.1% |
758.25 |
| Low |
761.75 |
777.25 |
15.50 |
2.0% |
668.00 |
| Close |
791.50 |
780.00 |
-11.50 |
-1.5% |
754.50 |
| Range |
38.75 |
24.25 |
-14.50 |
-37.4% |
90.25 |
| ATR |
30.53 |
30.08 |
-0.45 |
-1.5% |
0.00 |
| Volume |
2,826,223 |
3,324,988 |
498,765 |
17.6% |
3,290,525 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.00 |
843.75 |
793.25 |
|
| R3 |
834.75 |
819.50 |
786.75 |
|
| R2 |
810.50 |
810.50 |
784.50 |
|
| R1 |
795.25 |
795.25 |
782.25 |
790.75 |
| PP |
786.25 |
786.25 |
786.25 |
784.00 |
| S1 |
771.00 |
771.00 |
777.75 |
766.50 |
| S2 |
762.00 |
762.00 |
775.50 |
|
| S3 |
737.75 |
746.75 |
773.25 |
|
| S4 |
713.50 |
722.50 |
766.75 |
|
|
| 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 |
801.50 |
739.00 |
62.50 |
8.0% |
27.75 |
3.6% |
66% |
True |
False |
2,844,414 |
| 10 |
801.50 |
662.75 |
138.75 |
17.8% |
30.50 |
3.9% |
85% |
True |
False |
1,507,900 |
| 20 |
801.50 |
662.75 |
138.75 |
17.8% |
31.25 |
4.0% |
85% |
True |
False |
765,181 |
| 40 |
871.75 |
662.75 |
209.00 |
26.8% |
29.00 |
3.7% |
56% |
False |
False |
385,405 |
| 60 |
939.25 |
662.75 |
276.50 |
35.4% |
28.25 |
3.6% |
42% |
False |
False |
258,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904.50 |
|
2.618 |
865.00 |
|
1.618 |
840.75 |
|
1.000 |
825.75 |
|
0.618 |
816.50 |
|
HIGH |
801.50 |
|
0.618 |
792.25 |
|
0.500 |
789.50 |
|
0.382 |
786.50 |
|
LOW |
777.25 |
|
0.618 |
762.25 |
|
1.000 |
753.00 |
|
1.618 |
738.00 |
|
2.618 |
713.75 |
|
4.250 |
674.25 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
789.50 |
778.00 |
| PP |
786.25 |
775.75 |
| S1 |
783.00 |
773.75 |
|