E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
829.25 |
804.25 |
-25.00 |
-3.0% |
858.00 |
| High |
831.00 |
807.25 |
-23.75 |
-2.9% |
865.00 |
| Low |
815.25 |
778.25 |
-37.00 |
-4.5% |
803.25 |
| Close |
814.50 |
779.50 |
-35.00 |
-4.3% |
814.50 |
| Range |
15.75 |
29.00 |
13.25 |
84.1% |
61.75 |
| ATR |
|
|
|
|
|
| Volume |
23 |
23 |
0 |
0.0% |
86 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
875.25 |
856.50 |
795.50 |
|
| R3 |
846.25 |
827.50 |
787.50 |
|
| R2 |
817.25 |
817.25 |
784.75 |
|
| R1 |
798.50 |
798.50 |
782.25 |
793.50 |
| PP |
788.25 |
788.25 |
788.25 |
785.75 |
| S1 |
769.50 |
769.50 |
776.75 |
764.50 |
| S2 |
759.25 |
759.25 |
774.25 |
|
| S3 |
730.25 |
740.50 |
771.50 |
|
| S4 |
701.25 |
711.50 |
763.50 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.75 |
975.50 |
848.50 |
|
| R3 |
951.00 |
913.75 |
831.50 |
|
| R2 |
889.25 |
889.25 |
825.75 |
|
| R1 |
852.00 |
852.00 |
820.25 |
839.75 |
| PP |
827.50 |
827.50 |
827.50 |
821.50 |
| S1 |
790.25 |
790.25 |
808.75 |
778.00 |
| S2 |
765.75 |
765.75 |
803.25 |
|
| S3 |
704.00 |
728.50 |
797.50 |
|
| S4 |
642.25 |
666.75 |
780.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
930.50 |
|
2.618 |
883.25 |
|
1.618 |
854.25 |
|
1.000 |
836.25 |
|
0.618 |
825.25 |
|
HIGH |
807.25 |
|
0.618 |
796.25 |
|
0.500 |
792.75 |
|
0.382 |
789.25 |
|
LOW |
778.25 |
|
0.618 |
760.25 |
|
1.000 |
749.25 |
|
1.618 |
731.25 |
|
2.618 |
702.25 |
|
4.250 |
655.00 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
792.75 |
804.50 |
| PP |
788.25 |
796.25 |
| S1 |
784.00 |
788.00 |
|