E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
855.00 |
850.25 |
-4.75 |
-0.6% |
865.50 |
| High |
861.50 |
879.25 |
17.75 |
2.1% |
868.75 |
| Low |
838.50 |
849.25 |
10.75 |
1.3% |
823.00 |
| Close |
851.75 |
869.00 |
17.25 |
2.0% |
866.50 |
| Range |
23.00 |
30.00 |
7.00 |
30.4% |
45.75 |
| ATR |
25.80 |
26.10 |
0.30 |
1.2% |
0.00 |
| Volume |
2,460,914 |
2,224,466 |
-236,448 |
-9.6% |
12,206,335 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
955.75 |
942.50 |
885.50 |
|
| R3 |
925.75 |
912.50 |
877.25 |
|
| R2 |
895.75 |
895.75 |
874.50 |
|
| R1 |
882.50 |
882.50 |
871.75 |
889.00 |
| PP |
865.75 |
865.75 |
865.75 |
869.25 |
| S1 |
852.50 |
852.50 |
866.25 |
859.00 |
| S2 |
835.75 |
835.75 |
863.50 |
|
| S3 |
805.75 |
822.50 |
860.75 |
|
| S4 |
775.75 |
792.50 |
852.50 |
|
|
| 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 |
879.25 |
831.25 |
48.00 |
5.5% |
23.50 |
2.7% |
79% |
True |
False |
2,503,233 |
| 10 |
879.25 |
823.00 |
56.25 |
6.5% |
25.00 |
2.9% |
82% |
True |
False |
2,406,189 |
| 20 |
879.25 |
779.00 |
100.25 |
11.5% |
25.25 |
2.9% |
90% |
True |
False |
2,338,798 |
| 40 |
879.25 |
662.75 |
216.50 |
24.9% |
28.25 |
3.2% |
95% |
True |
False |
2,068,358 |
| 60 |
879.25 |
662.75 |
216.50 |
24.9% |
28.00 |
3.2% |
95% |
True |
False |
1,382,428 |
| 80 |
929.50 |
662.75 |
266.75 |
30.7% |
28.75 |
3.3% |
77% |
False |
False |
1,038,332 |
| 100 |
939.25 |
662.75 |
276.50 |
31.8% |
28.00 |
3.2% |
75% |
False |
False |
830,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,006.75 |
|
2.618 |
957.75 |
|
1.618 |
927.75 |
|
1.000 |
909.25 |
|
0.618 |
897.75 |
|
HIGH |
879.25 |
|
0.618 |
867.75 |
|
0.500 |
864.25 |
|
0.382 |
860.75 |
|
LOW |
849.25 |
|
0.618 |
830.75 |
|
1.000 |
819.25 |
|
1.618 |
800.75 |
|
2.618 |
770.75 |
|
4.250 |
721.75 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
867.50 |
865.50 |
| PP |
865.75 |
862.25 |
| S1 |
864.25 |
859.00 |
|