E-mini S&P MIDCAP 400 Future June 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
506.10 |
531.20 |
25.10 |
5.0% |
525.00 |
High |
536.90 |
537.30 |
0.40 |
0.1% |
536.90 |
Low |
506.10 |
522.10 |
16.00 |
3.2% |
493.40 |
Close |
533.30 |
532.40 |
-0.90 |
-0.2% |
533.30 |
Range |
30.80 |
15.20 |
-15.60 |
-50.6% |
43.50 |
ATR |
21.35 |
20.91 |
-0.44 |
-2.1% |
0.00 |
Volume |
25,478 |
29,550 |
4,072 |
16.0% |
107,084 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
576.20 |
569.50 |
540.76 |
|
R3 |
561.00 |
554.30 |
536.58 |
|
R2 |
545.80 |
545.80 |
535.19 |
|
R1 |
539.10 |
539.10 |
533.79 |
542.45 |
PP |
530.60 |
530.60 |
530.60 |
532.28 |
S1 |
523.90 |
523.90 |
531.01 |
527.25 |
S2 |
515.40 |
515.40 |
529.61 |
|
S3 |
500.20 |
508.70 |
528.22 |
|
S4 |
485.00 |
493.50 |
524.04 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
651.70 |
636.00 |
557.23 |
|
R3 |
608.20 |
592.50 |
545.26 |
|
R2 |
564.70 |
564.70 |
541.28 |
|
R1 |
549.00 |
549.00 |
537.29 |
556.85 |
PP |
521.20 |
521.20 |
521.20 |
525.13 |
S1 |
505.50 |
505.50 |
529.31 |
513.35 |
S2 |
477.70 |
477.70 |
525.33 |
|
S3 |
434.20 |
462.00 |
521.34 |
|
S4 |
390.70 |
418.50 |
509.38 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
601.90 |
2.618 |
577.09 |
1.618 |
561.89 |
1.000 |
552.50 |
0.618 |
546.69 |
HIGH |
537.30 |
0.618 |
531.49 |
0.500 |
529.70 |
0.382 |
527.91 |
LOW |
522.10 |
0.618 |
512.71 |
1.000 |
506.90 |
1.618 |
497.51 |
2.618 |
482.31 |
4.250 |
457.50 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
531.50 |
526.72 |
PP |
530.60 |
521.03 |
S1 |
529.70 |
515.35 |
|