E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
837.75 |
848.50 |
10.75 |
1.3% |
840.00 |
| High |
850.50 |
867.00 |
16.50 |
1.9% |
854.50 |
| Low |
831.50 |
840.25 |
8.75 |
1.1% |
802.25 |
| Close |
848.50 |
861.50 |
13.00 |
1.5% |
852.50 |
| Range |
19.00 |
26.75 |
7.75 |
40.8% |
52.25 |
| ATR |
27.29 |
27.25 |
-0.04 |
-0.1% |
0.00 |
| Volume |
2,351,211 |
2,175,733 |
-175,478 |
-7.5% |
8,357,793 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936.50 |
925.75 |
876.25 |
|
| R3 |
909.75 |
899.00 |
868.75 |
|
| R2 |
883.00 |
883.00 |
866.50 |
|
| R1 |
872.25 |
872.25 |
864.00 |
877.50 |
| PP |
856.25 |
856.25 |
856.25 |
859.00 |
| S1 |
845.50 |
845.50 |
859.00 |
851.00 |
| S2 |
829.50 |
829.50 |
856.50 |
|
| S3 |
802.75 |
818.75 |
854.25 |
|
| S4 |
776.00 |
792.00 |
846.75 |
|
|
| 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 |
867.00 |
822.25 |
44.75 |
5.2% |
23.75 |
2.8% |
88% |
True |
False |
2,066,508 |
| 10 |
867.00 |
802.25 |
64.75 |
7.5% |
25.00 |
2.9% |
92% |
True |
False |
2,220,116 |
| 20 |
867.00 |
761.50 |
105.50 |
12.2% |
27.50 |
3.2% |
95% |
True |
False |
2,450,633 |
| 40 |
867.00 |
662.75 |
204.25 |
23.7% |
29.25 |
3.4% |
97% |
True |
False |
1,524,957 |
| 60 |
871.75 |
662.75 |
209.00 |
24.3% |
28.75 |
3.3% |
95% |
False |
False |
1,018,570 |
| 80 |
939.25 |
662.75 |
276.50 |
32.1% |
28.00 |
3.3% |
72% |
False |
False |
764,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.75 |
|
2.618 |
937.00 |
|
1.618 |
910.25 |
|
1.000 |
893.75 |
|
0.618 |
883.50 |
|
HIGH |
867.00 |
|
0.618 |
856.75 |
|
0.500 |
853.50 |
|
0.382 |
850.50 |
|
LOW |
840.25 |
|
0.618 |
823.75 |
|
1.000 |
813.50 |
|
1.618 |
797.00 |
|
2.618 |
770.25 |
|
4.250 |
726.50 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
859.00 |
857.50 |
| PP |
856.25 |
853.25 |
| S1 |
853.50 |
849.25 |
|