E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
804.25 |
789.50 |
-14.75 |
-1.8% |
858.00 |
| High |
807.25 |
790.00 |
-17.25 |
-2.1% |
865.00 |
| Low |
778.25 |
775.75 |
-2.50 |
-0.3% |
803.25 |
| Close |
779.50 |
773.50 |
-6.00 |
-0.8% |
814.50 |
| Range |
29.00 |
14.25 |
-14.75 |
-50.9% |
61.75 |
| ATR |
|
|
|
|
|
| Volume |
23 |
25 |
2 |
8.7% |
86 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.50 |
812.25 |
781.25 |
|
| R3 |
808.25 |
798.00 |
777.50 |
|
| R2 |
794.00 |
794.00 |
776.00 |
|
| R1 |
783.75 |
783.75 |
774.75 |
781.75 |
| PP |
779.75 |
779.75 |
779.75 |
778.75 |
| S1 |
769.50 |
769.50 |
772.25 |
767.50 |
| S2 |
765.50 |
765.50 |
771.00 |
|
| S3 |
751.25 |
755.25 |
769.50 |
|
| S4 |
737.00 |
741.00 |
765.75 |
|
|
| 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 |
850.50 |
|
2.618 |
827.25 |
|
1.618 |
813.00 |
|
1.000 |
804.25 |
|
0.618 |
798.75 |
|
HIGH |
790.00 |
|
0.618 |
784.50 |
|
0.500 |
783.00 |
|
0.382 |
781.25 |
|
LOW |
775.75 |
|
0.618 |
767.00 |
|
1.000 |
761.50 |
|
1.618 |
752.75 |
|
2.618 |
738.50 |
|
4.250 |
715.25 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
783.00 |
803.50 |
| PP |
779.75 |
793.50 |
| S1 |
776.50 |
783.50 |
|