E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
831.00 |
815.00 |
-16.00 |
-1.9% |
812.50 |
| High |
833.75 |
825.25 |
-8.50 |
-1.0% |
844.50 |
| Low |
810.75 |
802.25 |
-8.50 |
-1.0% |
775.50 |
| Close |
814.00 |
822.50 |
8.50 |
1.0% |
840.50 |
| Range |
23.00 |
23.00 |
0.00 |
0.0% |
69.00 |
| ATR |
29.32 |
28.87 |
-0.45 |
-1.5% |
0.00 |
| Volume |
1,996,010 |
2,101,777 |
105,767 |
5.3% |
12,760,199 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.75 |
877.00 |
835.25 |
|
| R3 |
862.75 |
854.00 |
828.75 |
|
| R2 |
839.75 |
839.75 |
826.75 |
|
| R1 |
831.00 |
831.00 |
824.50 |
835.50 |
| PP |
816.75 |
816.75 |
816.75 |
818.75 |
| S1 |
808.00 |
808.00 |
820.50 |
812.50 |
| S2 |
793.75 |
793.75 |
818.25 |
|
| S3 |
770.75 |
785.00 |
816.25 |
|
| S4 |
747.75 |
762.00 |
809.75 |
|
|
| 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 |
802.25 |
45.75 |
5.6% |
26.50 |
3.2% |
44% |
False |
True |
2,373,724 |
| 10 |
848.00 |
775.50 |
72.50 |
8.8% |
27.00 |
3.3% |
65% |
False |
False |
2,488,109 |
| 20 |
848.00 |
708.00 |
140.00 |
17.0% |
29.25 |
3.6% |
82% |
False |
False |
2,500,043 |
| 40 |
848.00 |
662.75 |
185.25 |
22.5% |
29.25 |
3.5% |
86% |
False |
False |
1,267,337 |
| 60 |
871.75 |
662.75 |
209.00 |
25.4% |
30.00 |
3.6% |
76% |
False |
False |
847,117 |
| 80 |
939.25 |
662.75 |
276.50 |
33.6% |
28.50 |
3.5% |
58% |
False |
False |
635,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
923.00 |
|
2.618 |
885.50 |
|
1.618 |
862.50 |
|
1.000 |
848.25 |
|
0.618 |
839.50 |
|
HIGH |
825.25 |
|
0.618 |
816.50 |
|
0.500 |
813.75 |
|
0.382 |
811.00 |
|
LOW |
802.25 |
|
0.618 |
788.00 |
|
1.000 |
779.25 |
|
1.618 |
765.00 |
|
2.618 |
742.00 |
|
4.250 |
704.50 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
819.50 |
825.00 |
| PP |
816.75 |
824.25 |
| S1 |
813.75 |
823.50 |
|