E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
868.50 |
866.00 |
-2.50 |
-0.3% |
863.25 |
| High |
887.00 |
878.25 |
-8.75 |
-1.0% |
887.00 |
| Low |
864.50 |
862.50 |
-2.00 |
-0.2% |
838.50 |
| Close |
870.00 |
876.00 |
6.00 |
0.7% |
876.00 |
| Range |
22.50 |
15.75 |
-6.75 |
-30.0% |
48.50 |
| ATR |
25.84 |
25.12 |
-0.72 |
-2.8% |
0.00 |
| Volume |
2,418,138 |
2,712,027 |
293,889 |
12.2% |
12,222,896 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.50 |
913.50 |
884.75 |
|
| R3 |
903.75 |
897.75 |
880.25 |
|
| R2 |
888.00 |
888.00 |
879.00 |
|
| R1 |
882.00 |
882.00 |
877.50 |
885.00 |
| PP |
872.25 |
872.25 |
872.25 |
873.75 |
| S1 |
866.25 |
866.25 |
874.50 |
869.25 |
| S2 |
856.50 |
856.50 |
873.00 |
|
| S3 |
840.75 |
850.50 |
871.75 |
|
| S4 |
825.00 |
834.75 |
867.25 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.75 |
992.75 |
902.75 |
|
| R3 |
964.25 |
944.25 |
889.25 |
|
| R2 |
915.75 |
915.75 |
885.00 |
|
| R1 |
895.75 |
895.75 |
880.50 |
905.75 |
| PP |
867.25 |
867.25 |
867.25 |
872.00 |
| S1 |
847.25 |
847.25 |
871.50 |
857.25 |
| S2 |
818.75 |
818.75 |
867.00 |
|
| S3 |
770.25 |
798.75 |
862.75 |
|
| S4 |
721.75 |
750.25 |
849.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
887.00 |
838.50 |
48.50 |
5.5% |
22.00 |
2.5% |
77% |
False |
False |
2,444,579 |
| 10 |
887.00 |
823.00 |
64.00 |
7.3% |
24.25 |
2.8% |
83% |
False |
False |
2,442,923 |
| 20 |
887.00 |
802.25 |
84.75 |
9.7% |
23.75 |
2.7% |
87% |
False |
False |
2,330,160 |
| 40 |
887.00 |
662.75 |
224.25 |
25.6% |
27.25 |
3.1% |
95% |
False |
False |
2,194,575 |
| 60 |
887.00 |
662.75 |
224.25 |
25.6% |
27.75 |
3.2% |
95% |
False |
False |
1,467,722 |
| 80 |
910.50 |
662.75 |
247.75 |
28.3% |
28.75 |
3.3% |
86% |
False |
False |
1,102,377 |
| 100 |
939.25 |
662.75 |
276.50 |
31.6% |
27.75 |
3.2% |
77% |
False |
False |
882,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.25 |
|
2.618 |
919.50 |
|
1.618 |
903.75 |
|
1.000 |
894.00 |
|
0.618 |
888.00 |
|
HIGH |
878.25 |
|
0.618 |
872.25 |
|
0.500 |
870.50 |
|
0.382 |
868.50 |
|
LOW |
862.50 |
|
0.618 |
852.75 |
|
1.000 |
846.75 |
|
1.618 |
837.00 |
|
2.618 |
821.25 |
|
4.250 |
795.50 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
874.00 |
873.50 |
| PP |
872.25 |
870.75 |
| S1 |
870.50 |
868.00 |
|