E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
815.00 |
823.25 |
8.25 |
1.0% |
812.50 |
| High |
825.25 |
854.50 |
29.25 |
3.5% |
844.50 |
| Low |
802.25 |
822.25 |
20.00 |
2.5% |
775.50 |
| Close |
822.50 |
852.50 |
30.00 |
3.6% |
840.50 |
| Range |
23.00 |
32.25 |
9.25 |
40.2% |
69.00 |
| ATR |
28.87 |
29.11 |
0.24 |
0.8% |
0.00 |
| Volume |
2,101,777 |
2,088,351 |
-13,426 |
-0.6% |
12,760,199 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.75 |
928.50 |
870.25 |
|
| R3 |
907.50 |
896.25 |
861.25 |
|
| R2 |
875.25 |
875.25 |
858.50 |
|
| R1 |
864.00 |
864.00 |
855.50 |
869.50 |
| PP |
843.00 |
843.00 |
843.00 |
846.00 |
| S1 |
831.75 |
831.75 |
849.50 |
837.50 |
| S2 |
810.75 |
810.75 |
846.50 |
|
| S3 |
778.50 |
799.50 |
843.75 |
|
| S4 |
746.25 |
767.25 |
834.75 |
|
|
| 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 |
854.50 |
802.25 |
52.25 |
6.1% |
25.75 |
3.0% |
96% |
True |
False |
2,268,538 |
| 10 |
854.50 |
775.50 |
79.00 |
9.3% |
28.00 |
3.3% |
97% |
True |
False |
2,385,118 |
| 20 |
854.50 |
739.00 |
115.50 |
13.5% |
28.75 |
3.4% |
98% |
True |
False |
2,583,278 |
| 40 |
854.50 |
662.75 |
191.75 |
22.5% |
29.25 |
3.4% |
99% |
True |
False |
1,319,312 |
| 60 |
871.75 |
662.75 |
209.00 |
24.5% |
30.00 |
3.5% |
91% |
False |
False |
881,844 |
| 80 |
939.25 |
662.75 |
276.50 |
32.4% |
28.50 |
3.3% |
69% |
False |
False |
661,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991.50 |
|
2.618 |
939.00 |
|
1.618 |
906.75 |
|
1.000 |
886.75 |
|
0.618 |
874.50 |
|
HIGH |
854.50 |
|
0.618 |
842.25 |
|
0.500 |
838.50 |
|
0.382 |
834.50 |
|
LOW |
822.25 |
|
0.618 |
802.25 |
|
1.000 |
790.00 |
|
1.618 |
770.00 |
|
2.618 |
737.75 |
|
4.250 |
685.25 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
847.75 |
844.50 |
| PP |
843.00 |
836.50 |
| S1 |
838.50 |
828.50 |
|