E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
836.00 |
848.50 |
12.50 |
1.5% |
865.50 |
| High |
850.00 |
868.75 |
18.75 |
2.2% |
868.75 |
| Low |
831.25 |
841.50 |
10.25 |
1.2% |
823.00 |
| Close |
848.75 |
866.50 |
17.75 |
2.1% |
866.50 |
| Range |
18.75 |
27.25 |
8.50 |
45.3% |
45.75 |
| ATR |
26.44 |
26.50 |
0.06 |
0.2% |
0.00 |
| Volume |
2,933,883 |
2,489,552 |
-444,331 |
-15.1% |
12,206,335 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940.75 |
930.75 |
881.50 |
|
| R3 |
913.50 |
903.50 |
874.00 |
|
| R2 |
886.25 |
886.25 |
871.50 |
|
| R1 |
876.25 |
876.25 |
869.00 |
881.25 |
| PP |
859.00 |
859.00 |
859.00 |
861.50 |
| S1 |
849.00 |
849.00 |
864.00 |
854.00 |
| S2 |
831.75 |
831.75 |
861.50 |
|
| S3 |
804.50 |
821.75 |
859.00 |
|
| S4 |
777.25 |
794.50 |
851.50 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.00 |
974.00 |
891.75 |
|
| R3 |
944.25 |
928.25 |
879.00 |
|
| R2 |
898.50 |
898.50 |
875.00 |
|
| R1 |
882.50 |
882.50 |
870.75 |
890.50 |
| PP |
852.75 |
852.75 |
852.75 |
856.75 |
| S1 |
836.75 |
836.75 |
862.25 |
844.75 |
| S2 |
807.00 |
807.00 |
858.00 |
|
| S3 |
761.25 |
791.00 |
854.00 |
|
| S4 |
715.50 |
745.25 |
841.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
868.75 |
823.00 |
45.75 |
5.3% |
26.50 |
3.0% |
95% |
True |
False |
2,441,267 |
| 10 |
872.00 |
823.00 |
49.00 |
5.7% |
23.75 |
2.7% |
89% |
False |
False |
2,303,762 |
| 20 |
872.00 |
775.50 |
96.50 |
11.1% |
25.75 |
3.0% |
94% |
False |
False |
2,344,440 |
| 40 |
872.00 |
662.75 |
209.25 |
24.1% |
28.50 |
3.3% |
97% |
False |
False |
1,892,472 |
| 60 |
872.00 |
662.75 |
209.25 |
24.1% |
28.00 |
3.2% |
97% |
False |
False |
1,264,650 |
| 80 |
939.25 |
662.75 |
276.50 |
31.9% |
28.75 |
3.3% |
74% |
False |
False |
949,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
984.50 |
|
2.618 |
940.00 |
|
1.618 |
912.75 |
|
1.000 |
896.00 |
|
0.618 |
885.50 |
|
HIGH |
868.75 |
|
0.618 |
858.25 |
|
0.500 |
855.00 |
|
0.382 |
852.00 |
|
LOW |
841.50 |
|
0.618 |
824.75 |
|
1.000 |
814.25 |
|
1.618 |
797.50 |
|
2.618 |
770.25 |
|
4.250 |
725.75 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
862.75 |
861.00 |
| PP |
859.00 |
855.50 |
| S1 |
855.00 |
850.00 |
|