E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
831.50 |
847.75 |
16.25 |
2.0% |
848.75 |
| High |
848.75 |
858.75 |
10.00 |
1.2% |
872.00 |
| Low |
823.00 |
835.25 |
12.25 |
1.5% |
831.50 |
| Close |
847.75 |
837.00 |
-10.75 |
-1.3% |
866.75 |
| Range |
25.75 |
23.50 |
-2.25 |
-8.7% |
40.50 |
| ATR |
27.30 |
27.03 |
-0.27 |
-1.0% |
0.00 |
| Volume |
2,217,804 |
2,691,106 |
473,302 |
21.3% |
10,831,289 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.25 |
899.00 |
850.00 |
|
| R3 |
890.75 |
875.50 |
843.50 |
|
| R2 |
867.25 |
867.25 |
841.25 |
|
| R1 |
852.00 |
852.00 |
839.25 |
848.00 |
| PP |
843.75 |
843.75 |
843.75 |
841.50 |
| S1 |
828.50 |
828.50 |
834.75 |
824.50 |
| S2 |
820.25 |
820.25 |
832.75 |
|
| S3 |
796.75 |
805.00 |
830.50 |
|
| S4 |
773.25 |
781.50 |
824.00 |
|
|
| 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 |
5.9% |
26.25 |
3.1% |
29% |
False |
False |
2,309,146 |
| 10 |
872.00 |
802.25 |
69.75 |
8.3% |
24.50 |
2.9% |
50% |
False |
False |
2,180,431 |
| 20 |
872.00 |
775.50 |
96.50 |
11.5% |
26.50 |
3.2% |
64% |
False |
False |
2,350,865 |
| 40 |
872.00 |
662.75 |
209.25 |
25.0% |
28.75 |
3.4% |
83% |
False |
False |
1,757,944 |
| 60 |
872.00 |
662.75 |
209.25 |
25.0% |
28.25 |
3.4% |
83% |
False |
False |
1,174,410 |
| 80 |
939.25 |
662.75 |
276.50 |
33.0% |
28.75 |
3.4% |
63% |
False |
False |
881,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
958.50 |
|
2.618 |
920.25 |
|
1.618 |
896.75 |
|
1.000 |
882.25 |
|
0.618 |
873.25 |
|
HIGH |
858.75 |
|
0.618 |
849.75 |
|
0.500 |
847.00 |
|
0.382 |
844.25 |
|
LOW |
835.25 |
|
0.618 |
820.75 |
|
1.000 |
811.75 |
|
1.618 |
797.25 |
|
2.618 |
773.75 |
|
4.250 |
735.50 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
847.00 |
844.25 |
| PP |
843.75 |
841.75 |
| S1 |
840.25 |
839.50 |
|