E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
853.00 |
837.75 |
-15.25 |
-1.8% |
840.00 |
| High |
857.50 |
850.50 |
-7.00 |
-0.8% |
854.50 |
| Low |
836.25 |
831.50 |
-4.75 |
-0.6% |
802.25 |
| Close |
840.25 |
848.50 |
8.25 |
1.0% |
852.50 |
| Range |
21.25 |
19.00 |
-2.25 |
-10.6% |
52.25 |
| ATR |
27.93 |
27.29 |
-0.64 |
-2.3% |
0.00 |
| Volume |
1,635,670 |
2,351,211 |
715,541 |
43.7% |
8,357,793 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
900.50 |
893.50 |
859.00 |
|
| R3 |
881.50 |
874.50 |
853.75 |
|
| R2 |
862.50 |
862.50 |
852.00 |
|
| R1 |
855.50 |
855.50 |
850.25 |
859.00 |
| PP |
843.50 |
843.50 |
843.50 |
845.25 |
| S1 |
836.50 |
836.50 |
846.75 |
840.00 |
| S2 |
824.50 |
824.50 |
845.00 |
|
| S3 |
805.50 |
817.50 |
843.25 |
|
| S4 |
786.50 |
798.50 |
838.00 |
|
|
| 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% |
23.00 |
2.7% |
78% |
False |
False |
2,051,716 |
| 10 |
861.25 |
779.00 |
82.25 |
9.7% |
25.50 |
3.0% |
84% |
False |
False |
2,271,407 |
| 20 |
861.25 |
761.50 |
99.75 |
11.8% |
28.00 |
3.3% |
87% |
False |
False |
2,483,158 |
| 40 |
861.25 |
662.75 |
198.50 |
23.4% |
29.00 |
3.4% |
94% |
False |
False |
1,470,695 |
| 60 |
871.75 |
662.75 |
209.00 |
24.6% |
28.75 |
3.4% |
89% |
False |
False |
982,347 |
| 80 |
939.25 |
662.75 |
276.50 |
32.6% |
28.25 |
3.3% |
67% |
False |
False |
737,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
931.25 |
|
2.618 |
900.25 |
|
1.618 |
881.25 |
|
1.000 |
869.50 |
|
0.618 |
862.25 |
|
HIGH |
850.50 |
|
0.618 |
843.25 |
|
0.500 |
841.00 |
|
0.382 |
838.75 |
|
LOW |
831.50 |
|
0.618 |
819.75 |
|
1.000 |
812.50 |
|
1.618 |
800.75 |
|
2.618 |
781.75 |
|
4.250 |
750.75 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
846.00 |
847.75 |
| PP |
843.50 |
847.00 |
| S1 |
841.00 |
846.50 |
|