E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
823.25 |
848.75 |
25.50 |
3.1% |
840.00 |
| High |
854.50 |
861.25 |
6.75 |
0.8% |
854.50 |
| Low |
822.25 |
841.50 |
19.25 |
2.3% |
802.25 |
| Close |
852.50 |
854.00 |
1.50 |
0.2% |
852.50 |
| Range |
32.25 |
19.75 |
-12.50 |
-38.8% |
52.25 |
| ATR |
29.11 |
28.44 |
-0.67 |
-2.3% |
0.00 |
| Volume |
2,088,351 |
2,081,575 |
-6,776 |
-0.3% |
8,357,793 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
911.50 |
902.50 |
864.75 |
|
| R3 |
891.75 |
882.75 |
859.50 |
|
| R2 |
872.00 |
872.00 |
857.50 |
|
| R1 |
863.00 |
863.00 |
855.75 |
867.50 |
| PP |
852.25 |
852.25 |
852.25 |
854.50 |
| S1 |
843.25 |
843.25 |
852.25 |
847.75 |
| S2 |
832.50 |
832.50 |
850.50 |
|
| S3 |
812.75 |
823.50 |
848.50 |
|
| S4 |
793.00 |
803.75 |
843.25 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.25 |
975.00 |
881.25 |
|
| R3 |
941.00 |
922.75 |
866.75 |
|
| R2 |
888.75 |
888.75 |
862.00 |
|
| R1 |
870.50 |
870.50 |
857.25 |
879.50 |
| PP |
836.50 |
836.50 |
836.50 |
841.00 |
| S1 |
818.25 |
818.25 |
847.75 |
827.50 |
| S2 |
784.25 |
784.25 |
843.00 |
|
| S3 |
732.00 |
766.00 |
838.25 |
|
| S4 |
679.75 |
713.75 |
823.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
861.25 |
802.25 |
59.00 |
6.9% |
25.50 |
3.0% |
88% |
True |
False |
2,087,873 |
| 10 |
861.25 |
775.50 |
85.75 |
10.0% |
27.75 |
3.3% |
92% |
True |
False |
2,319,956 |
| 20 |
861.25 |
746.00 |
115.25 |
13.5% |
28.75 |
3.4% |
94% |
True |
False |
2,561,992 |
| 40 |
861.25 |
662.75 |
198.50 |
23.2% |
29.00 |
3.4% |
96% |
True |
False |
1,371,232 |
| 60 |
871.75 |
662.75 |
209.00 |
24.5% |
29.75 |
3.5% |
92% |
False |
False |
916,264 |
| 80 |
939.25 |
662.75 |
276.50 |
32.4% |
28.50 |
3.3% |
69% |
False |
False |
687,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.25 |
|
2.618 |
913.00 |
|
1.618 |
893.25 |
|
1.000 |
881.00 |
|
0.618 |
873.50 |
|
HIGH |
861.25 |
|
0.618 |
853.75 |
|
0.500 |
851.50 |
|
0.382 |
849.00 |
|
LOW |
841.50 |
|
0.618 |
829.25 |
|
1.000 |
821.75 |
|
1.618 |
809.50 |
|
2.618 |
789.75 |
|
4.250 |
757.50 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
853.00 |
846.50 |
| PP |
852.25 |
839.25 |
| S1 |
851.50 |
831.75 |
|