E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
861.50 |
865.50 |
4.00 |
0.5% |
848.75 |
| High |
872.00 |
865.50 |
-6.50 |
-0.7% |
872.00 |
| Low |
853.75 |
828.75 |
-25.00 |
-2.9% |
831.50 |
| Close |
866.75 |
833.00 |
-33.75 |
-3.9% |
866.75 |
| Range |
18.25 |
36.75 |
18.50 |
101.4% |
40.50 |
| ATR |
26.61 |
27.42 |
0.81 |
3.1% |
0.00 |
| Volume |
2,587,100 |
1,873,990 |
-713,110 |
-27.6% |
10,831,289 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
952.75 |
929.50 |
853.25 |
|
| R3 |
916.00 |
892.75 |
843.00 |
|
| R2 |
879.25 |
879.25 |
839.75 |
|
| R1 |
856.00 |
856.00 |
836.25 |
849.25 |
| PP |
842.50 |
842.50 |
842.50 |
839.00 |
| S1 |
819.25 |
819.25 |
829.75 |
812.50 |
| S2 |
805.75 |
805.75 |
826.25 |
|
| S3 |
769.00 |
782.50 |
823.00 |
|
| S4 |
732.25 |
745.75 |
812.75 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.25 |
963.00 |
889.00 |
|
| R3 |
937.75 |
922.50 |
878.00 |
|
| R2 |
897.25 |
897.25 |
874.25 |
|
| R1 |
882.00 |
882.00 |
870.50 |
889.50 |
| PP |
856.75 |
856.75 |
856.75 |
860.50 |
| S1 |
841.50 |
841.50 |
863.00 |
849.00 |
| S2 |
816.25 |
816.25 |
859.25 |
|
| S3 |
775.75 |
801.00 |
855.50 |
|
| S4 |
735.25 |
760.50 |
844.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
872.00 |
828.75 |
43.25 |
5.2% |
24.50 |
2.9% |
10% |
False |
True |
2,124,740 |
| 10 |
872.00 |
802.25 |
69.75 |
8.4% |
25.00 |
3.0% |
44% |
False |
False |
2,106,307 |
| 20 |
872.00 |
765.50 |
106.50 |
12.8% |
27.75 |
3.3% |
63% |
False |
False |
2,370,478 |
| 40 |
872.00 |
662.75 |
209.25 |
25.1% |
29.50 |
3.5% |
81% |
False |
False |
1,636,029 |
| 60 |
872.00 |
662.75 |
209.25 |
25.1% |
28.25 |
3.4% |
81% |
False |
False |
1,092,691 |
| 80 |
939.25 |
662.75 |
276.50 |
33.2% |
28.50 |
3.4% |
62% |
False |
False |
820,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.75 |
|
2.618 |
961.75 |
|
1.618 |
925.00 |
|
1.000 |
902.25 |
|
0.618 |
888.25 |
|
HIGH |
865.50 |
|
0.618 |
851.50 |
|
0.500 |
847.00 |
|
0.382 |
842.75 |
|
LOW |
828.75 |
|
0.618 |
806.00 |
|
1.000 |
792.00 |
|
1.618 |
769.25 |
|
2.618 |
732.50 |
|
4.250 |
672.50 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
847.00 |
850.50 |
| PP |
842.50 |
844.50 |
| S1 |
837.75 |
838.75 |
|