E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
865.50 |
831.50 |
-34.00 |
-3.9% |
848.75 |
| High |
865.50 |
848.75 |
-16.75 |
-1.9% |
872.00 |
| Low |
828.75 |
823.00 |
-5.75 |
-0.7% |
831.50 |
| Close |
833.00 |
847.75 |
14.75 |
1.8% |
866.75 |
| Range |
36.75 |
25.75 |
-11.00 |
-29.9% |
40.50 |
| ATR |
27.42 |
27.30 |
-0.12 |
-0.4% |
0.00 |
| Volume |
1,873,990 |
2,217,804 |
343,814 |
18.3% |
10,831,289 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.00 |
908.25 |
862.00 |
|
| R3 |
891.25 |
882.50 |
854.75 |
|
| R2 |
865.50 |
865.50 |
852.50 |
|
| R1 |
856.75 |
856.75 |
850.00 |
861.00 |
| PP |
839.75 |
839.75 |
839.75 |
842.00 |
| S1 |
831.00 |
831.00 |
845.50 |
835.50 |
| S2 |
814.00 |
814.00 |
843.00 |
|
| S3 |
788.25 |
805.25 |
840.75 |
|
| S4 |
762.50 |
779.50 |
833.50 |
|
|
| 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 |
823.00 |
49.00 |
5.8% |
25.25 |
3.0% |
51% |
False |
True |
2,241,167 |
| 10 |
872.00 |
802.25 |
69.75 |
8.2% |
24.50 |
2.9% |
65% |
False |
False |
2,110,922 |
| 20 |
872.00 |
775.50 |
96.50 |
11.4% |
26.25 |
3.1% |
75% |
False |
False |
2,362,099 |
| 40 |
872.00 |
662.75 |
209.25 |
24.7% |
29.00 |
3.4% |
88% |
False |
False |
1,691,251 |
| 60 |
872.00 |
662.75 |
209.25 |
24.7% |
28.25 |
3.3% |
88% |
False |
False |
1,129,606 |
| 80 |
939.25 |
662.75 |
276.50 |
32.6% |
28.75 |
3.4% |
67% |
False |
False |
848,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
958.25 |
|
2.618 |
916.25 |
|
1.618 |
890.50 |
|
1.000 |
874.50 |
|
0.618 |
864.75 |
|
HIGH |
848.75 |
|
0.618 |
839.00 |
|
0.500 |
836.00 |
|
0.382 |
832.75 |
|
LOW |
823.00 |
|
0.618 |
807.00 |
|
1.000 |
797.25 |
|
1.618 |
781.25 |
|
2.618 |
755.50 |
|
4.250 |
713.50 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
843.75 |
847.75 |
| PP |
839.75 |
847.50 |
| S1 |
836.00 |
847.50 |
|