E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
876.00 |
902.75 |
26.75 |
3.1% |
863.25 |
| High |
904.75 |
905.00 |
0.25 |
0.0% |
887.00 |
| Low |
876.00 |
893.50 |
17.50 |
2.0% |
838.50 |
| Close |
902.75 |
903.50 |
0.75 |
0.1% |
876.00 |
| Range |
28.75 |
11.50 |
-17.25 |
-60.0% |
48.50 |
| ATR |
25.38 |
24.39 |
-0.99 |
-3.9% |
0.00 |
| Volume |
1,802,797 |
2,171,103 |
368,306 |
20.4% |
12,222,896 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.25 |
930.75 |
909.75 |
|
| R3 |
923.75 |
919.25 |
906.75 |
|
| R2 |
912.25 |
912.25 |
905.50 |
|
| R1 |
907.75 |
907.75 |
904.50 |
910.00 |
| PP |
900.75 |
900.75 |
900.75 |
901.75 |
| S1 |
896.25 |
896.25 |
902.50 |
898.50 |
| S2 |
889.25 |
889.25 |
901.50 |
|
| S3 |
877.75 |
884.75 |
900.25 |
|
| S4 |
866.25 |
873.25 |
897.25 |
|
|
| 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 |
905.00 |
849.25 |
55.75 |
6.2% |
21.75 |
2.4% |
97% |
True |
False |
2,265,706 |
| 10 |
905.00 |
831.25 |
73.75 |
8.2% |
22.00 |
2.4% |
98% |
True |
False |
2,431,133 |
| 20 |
905.00 |
802.25 |
102.75 |
11.4% |
23.25 |
2.6% |
99% |
True |
False |
2,271,027 |
| 40 |
905.00 |
670.25 |
234.75 |
26.0% |
26.75 |
3.0% |
99% |
True |
False |
2,289,429 |
| 60 |
905.00 |
662.75 |
242.25 |
26.8% |
27.50 |
3.0% |
99% |
True |
False |
1,533,824 |
| 80 |
905.00 |
662.75 |
242.25 |
26.8% |
28.50 |
3.1% |
99% |
True |
False |
1,151,937 |
| 100 |
939.25 |
662.75 |
276.50 |
30.6% |
28.00 |
3.1% |
87% |
False |
False |
921,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
954.00 |
|
2.618 |
935.00 |
|
1.618 |
923.50 |
|
1.000 |
916.50 |
|
0.618 |
912.00 |
|
HIGH |
905.00 |
|
0.618 |
900.50 |
|
0.500 |
899.25 |
|
0.382 |
898.00 |
|
LOW |
893.50 |
|
0.618 |
886.50 |
|
1.000 |
882.00 |
|
1.618 |
875.00 |
|
2.618 |
863.50 |
|
4.250 |
844.50 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
902.00 |
897.00 |
| PP |
900.75 |
890.25 |
| S1 |
899.25 |
883.75 |
|