E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
847.75 |
836.00 |
-11.75 |
-1.4% |
848.75 |
| High |
858.75 |
850.00 |
-8.75 |
-1.0% |
872.00 |
| Low |
835.25 |
831.25 |
-4.00 |
-0.5% |
831.50 |
| Close |
837.00 |
848.75 |
11.75 |
1.4% |
866.75 |
| Range |
23.50 |
18.75 |
-4.75 |
-20.2% |
40.50 |
| ATR |
27.03 |
26.44 |
-0.59 |
-2.2% |
0.00 |
| Volume |
2,691,106 |
2,933,883 |
242,777 |
9.0% |
10,831,289 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
899.50 |
893.00 |
859.00 |
|
| R3 |
880.75 |
874.25 |
854.00 |
|
| R2 |
862.00 |
862.00 |
852.25 |
|
| R1 |
855.50 |
855.50 |
850.50 |
858.75 |
| PP |
843.25 |
843.25 |
843.25 |
845.00 |
| S1 |
836.75 |
836.75 |
847.00 |
840.00 |
| S2 |
824.50 |
824.50 |
845.25 |
|
| S3 |
805.75 |
818.00 |
843.50 |
|
| S4 |
787.00 |
799.25 |
838.50 |
|
|
| 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% |
24.50 |
2.9% |
53% |
False |
False |
2,460,776 |
| 10 |
872.00 |
822.25 |
49.75 |
5.9% |
24.25 |
2.9% |
53% |
False |
False |
2,263,642 |
| 20 |
872.00 |
775.50 |
96.50 |
11.4% |
25.50 |
3.0% |
76% |
False |
False |
2,375,876 |
| 40 |
872.00 |
662.75 |
209.25 |
24.7% |
28.50 |
3.4% |
89% |
False |
False |
1,830,956 |
| 60 |
872.00 |
662.75 |
209.25 |
24.7% |
28.00 |
3.3% |
89% |
False |
False |
1,223,264 |
| 80 |
939.25 |
662.75 |
276.50 |
32.6% |
28.75 |
3.4% |
67% |
False |
False |
918,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
929.75 |
|
2.618 |
899.00 |
|
1.618 |
880.25 |
|
1.000 |
868.75 |
|
0.618 |
861.50 |
|
HIGH |
850.00 |
|
0.618 |
842.75 |
|
0.500 |
840.50 |
|
0.382 |
838.50 |
|
LOW |
831.25 |
|
0.618 |
819.75 |
|
1.000 |
812.50 |
|
1.618 |
801.00 |
|
2.618 |
782.25 |
|
4.250 |
751.50 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
846.00 |
846.00 |
| PP |
843.25 |
843.50 |
| S1 |
840.50 |
841.00 |
|