E-mini S&P MIDCAP 400 Future June 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
517.00 |
502.60 |
-14.40 |
-2.8% |
496.40 |
High |
518.10 |
508.20 |
-9.90 |
-1.9% |
526.70 |
Low |
498.00 |
493.40 |
-4.60 |
-0.9% |
473.90 |
Close |
501.20 |
506.20 |
5.00 |
1.0% |
526.30 |
Range |
20.10 |
14.80 |
-5.30 |
-26.4% |
52.80 |
ATR |
21.07 |
20.62 |
-0.45 |
-2.1% |
0.00 |
Volume |
25,266 |
24,550 |
-716 |
-2.8% |
170,648 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
547.00 |
541.40 |
514.34 |
|
R3 |
532.20 |
526.60 |
510.27 |
|
R2 |
517.40 |
517.40 |
508.91 |
|
R1 |
511.80 |
511.80 |
507.56 |
514.60 |
PP |
502.60 |
502.60 |
502.60 |
504.00 |
S1 |
497.00 |
497.00 |
504.84 |
499.80 |
S2 |
487.80 |
487.80 |
503.49 |
|
S3 |
473.00 |
482.20 |
502.13 |
|
S4 |
458.20 |
467.40 |
498.06 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667.37 |
649.63 |
555.34 |
|
R3 |
614.57 |
596.83 |
540.82 |
|
R2 |
561.77 |
561.77 |
535.98 |
|
R1 |
544.03 |
544.03 |
531.14 |
552.90 |
PP |
508.97 |
508.97 |
508.97 |
513.40 |
S1 |
491.23 |
491.23 |
521.46 |
500.10 |
S2 |
456.17 |
456.17 |
516.62 |
|
S3 |
403.37 |
438.43 |
511.78 |
|
S4 |
350.57 |
385.63 |
497.26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
571.10 |
2.618 |
546.95 |
1.618 |
532.15 |
1.000 |
523.00 |
0.618 |
517.35 |
HIGH |
508.20 |
0.618 |
502.55 |
0.500 |
500.80 |
0.382 |
499.05 |
LOW |
493.40 |
0.618 |
484.25 |
1.000 |
478.60 |
1.618 |
469.45 |
2.618 |
454.65 |
4.250 |
430.50 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
504.40 |
512.15 |
PP |
502.60 |
510.17 |
S1 |
500.80 |
508.18 |
|