E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
840.00 |
831.00 |
-9.00 |
-1.1% |
812.50 |
| High |
848.00 |
833.75 |
-14.25 |
-1.7% |
844.50 |
| Low |
818.75 |
810.75 |
-8.00 |
-1.0% |
775.50 |
| Close |
830.50 |
814.00 |
-16.50 |
-2.0% |
840.50 |
| Range |
29.25 |
23.00 |
-6.25 |
-21.4% |
69.00 |
| ATR |
29.81 |
29.32 |
-0.49 |
-1.6% |
0.00 |
| Volume |
2,171,655 |
1,996,010 |
-175,645 |
-8.1% |
12,760,199 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.50 |
874.25 |
826.75 |
|
| R3 |
865.50 |
851.25 |
820.25 |
|
| R2 |
842.50 |
842.50 |
818.25 |
|
| R1 |
828.25 |
828.25 |
816.00 |
824.00 |
| PP |
819.50 |
819.50 |
819.50 |
817.25 |
| S1 |
805.25 |
805.25 |
812.00 |
801.00 |
| S2 |
796.50 |
796.50 |
809.75 |
|
| S3 |
773.50 |
782.25 |
807.75 |
|
| S4 |
750.50 |
759.25 |
801.25 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,027.25 |
1,002.75 |
878.50 |
|
| R3 |
958.25 |
933.75 |
859.50 |
|
| R2 |
889.25 |
889.25 |
853.25 |
|
| R1 |
864.75 |
864.75 |
846.75 |
877.00 |
| PP |
820.25 |
820.25 |
820.25 |
826.25 |
| S1 |
795.75 |
795.75 |
834.25 |
808.00 |
| S2 |
751.25 |
751.25 |
827.75 |
|
| S3 |
682.25 |
726.75 |
821.50 |
|
| S4 |
613.25 |
657.75 |
802.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.00 |
779.00 |
69.00 |
8.5% |
28.00 |
3.4% |
51% |
False |
False |
2,491,097 |
| 10 |
848.00 |
775.50 |
72.50 |
8.9% |
28.25 |
3.5% |
53% |
False |
False |
2,521,299 |
| 20 |
848.00 |
708.00 |
140.00 |
17.2% |
29.00 |
3.6% |
76% |
False |
False |
2,404,180 |
| 40 |
848.00 |
662.75 |
185.25 |
22.8% |
29.00 |
3.6% |
82% |
False |
False |
1,215,080 |
| 60 |
871.75 |
662.75 |
209.00 |
25.7% |
30.25 |
3.7% |
72% |
False |
False |
812,145 |
| 80 |
939.25 |
662.75 |
276.50 |
34.0% |
28.75 |
3.5% |
55% |
False |
False |
609,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
931.50 |
|
2.618 |
894.00 |
|
1.618 |
871.00 |
|
1.000 |
856.75 |
|
0.618 |
848.00 |
|
HIGH |
833.75 |
|
0.618 |
825.00 |
|
0.500 |
822.25 |
|
0.382 |
819.50 |
|
LOW |
810.75 |
|
0.618 |
796.50 |
|
1.000 |
787.75 |
|
1.618 |
773.50 |
|
2.618 |
750.50 |
|
4.250 |
713.00 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
822.25 |
829.50 |
| PP |
819.50 |
824.25 |
| S1 |
816.75 |
819.00 |
|