E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
863.25 |
855.00 |
-8.25 |
-1.0% |
865.50 |
| High |
865.75 |
861.50 |
-4.25 |
-0.5% |
868.75 |
| Low |
846.75 |
838.50 |
-8.25 |
-1.0% |
823.00 |
| Close |
856.75 |
851.75 |
-5.00 |
-0.6% |
866.50 |
| Range |
19.00 |
23.00 |
4.00 |
21.1% |
45.75 |
| ATR |
26.02 |
25.80 |
-0.22 |
-0.8% |
0.00 |
| Volume |
2,407,351 |
2,460,914 |
53,563 |
2.2% |
12,206,335 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.50 |
908.75 |
864.50 |
|
| R3 |
896.50 |
885.75 |
858.00 |
|
| R2 |
873.50 |
873.50 |
856.00 |
|
| R1 |
862.75 |
862.75 |
853.75 |
856.50 |
| PP |
850.50 |
850.50 |
850.50 |
847.50 |
| S1 |
839.75 |
839.75 |
849.75 |
833.50 |
| S2 |
827.50 |
827.50 |
847.50 |
|
| S3 |
804.50 |
816.75 |
845.50 |
|
| S4 |
781.50 |
793.75 |
839.00 |
|
|
| 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 |
831.25 |
37.50 |
4.4% |
22.25 |
2.6% |
55% |
False |
False |
2,596,561 |
| 10 |
872.00 |
823.00 |
49.00 |
5.8% |
23.75 |
2.8% |
59% |
False |
False |
2,418,864 |
| 20 |
872.00 |
779.00 |
93.00 |
10.9% |
25.00 |
2.9% |
78% |
False |
False |
2,340,671 |
| 40 |
872.00 |
662.75 |
209.25 |
24.6% |
28.00 |
3.3% |
90% |
False |
False |
2,013,276 |
| 60 |
872.00 |
662.75 |
209.25 |
24.6% |
27.75 |
3.3% |
90% |
False |
False |
1,345,561 |
| 80 |
939.25 |
662.75 |
276.50 |
32.5% |
28.75 |
3.4% |
68% |
False |
False |
1,010,559 |
| 100 |
939.25 |
662.75 |
276.50 |
32.5% |
28.25 |
3.3% |
68% |
False |
False |
808,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
959.25 |
|
2.618 |
921.75 |
|
1.618 |
898.75 |
|
1.000 |
884.50 |
|
0.618 |
875.75 |
|
HIGH |
861.50 |
|
0.618 |
852.75 |
|
0.500 |
850.00 |
|
0.382 |
847.25 |
|
LOW |
838.50 |
|
0.618 |
824.25 |
|
1.000 |
815.50 |
|
1.618 |
801.25 |
|
2.618 |
778.25 |
|
4.250 |
740.75 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
851.25 |
853.50 |
| PP |
850.50 |
853.00 |
| S1 |
850.00 |
852.50 |
|