E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
848.75 |
853.00 |
4.25 |
0.5% |
840.00 |
| High |
861.25 |
857.50 |
-3.75 |
-0.4% |
854.50 |
| Low |
841.50 |
836.25 |
-5.25 |
-0.6% |
802.25 |
| Close |
854.00 |
840.25 |
-13.75 |
-1.6% |
852.50 |
| Range |
19.75 |
21.25 |
1.50 |
7.6% |
52.25 |
| ATR |
28.44 |
27.93 |
-0.51 |
-1.8% |
0.00 |
| Volume |
2,081,575 |
1,635,670 |
-445,905 |
-21.4% |
8,357,793 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.50 |
895.50 |
852.00 |
|
| R3 |
887.25 |
874.25 |
846.00 |
|
| R2 |
866.00 |
866.00 |
844.25 |
|
| R1 |
853.00 |
853.00 |
842.25 |
849.00 |
| PP |
844.75 |
844.75 |
844.75 |
842.50 |
| S1 |
831.75 |
831.75 |
838.25 |
827.50 |
| S2 |
823.50 |
823.50 |
836.25 |
|
| S3 |
802.25 |
810.50 |
834.50 |
|
| S4 |
781.00 |
789.25 |
828.50 |
|
|
| 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 |
7.0% |
23.75 |
2.8% |
64% |
False |
False |
1,980,676 |
| 10 |
861.25 |
779.00 |
82.25 |
9.8% |
26.00 |
3.1% |
74% |
False |
False |
2,262,478 |
| 20 |
861.25 |
746.00 |
115.25 |
13.7% |
28.50 |
3.4% |
82% |
False |
False |
2,508,004 |
| 40 |
861.25 |
662.75 |
198.50 |
23.6% |
29.50 |
3.5% |
89% |
False |
False |
1,412,004 |
| 60 |
871.75 |
662.75 |
209.00 |
24.9% |
29.50 |
3.5% |
85% |
False |
False |
943,252 |
| 80 |
939.25 |
662.75 |
276.50 |
32.9% |
28.25 |
3.4% |
64% |
False |
False |
708,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
947.75 |
|
2.618 |
913.25 |
|
1.618 |
892.00 |
|
1.000 |
878.75 |
|
0.618 |
870.75 |
|
HIGH |
857.50 |
|
0.618 |
849.50 |
|
0.500 |
847.00 |
|
0.382 |
844.25 |
|
LOW |
836.25 |
|
0.618 |
823.00 |
|
1.000 |
815.00 |
|
1.618 |
801.75 |
|
2.618 |
780.50 |
|
4.250 |
746.00 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
847.00 |
841.75 |
| PP |
844.75 |
841.25 |
| S1 |
842.50 |
840.75 |
|