E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
789.50 |
791.50 |
2.00 |
0.3% |
858.00 |
| High |
790.00 |
793.25 |
3.25 |
0.4% |
865.00 |
| Low |
775.75 |
769.50 |
-6.25 |
-0.8% |
803.25 |
| Close |
773.50 |
773.50 |
0.00 |
0.0% |
814.50 |
| Range |
14.25 |
23.75 |
9.50 |
66.7% |
61.75 |
| ATR |
|
|
|
|
|
| Volume |
25 |
9 |
-16 |
-64.0% |
86 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.00 |
835.50 |
786.50 |
|
| R3 |
826.25 |
811.75 |
780.00 |
|
| R2 |
802.50 |
802.50 |
777.75 |
|
| R1 |
788.00 |
788.00 |
775.75 |
783.50 |
| PP |
778.75 |
778.75 |
778.75 |
776.50 |
| S1 |
764.25 |
764.25 |
771.25 |
759.50 |
| S2 |
755.00 |
755.00 |
769.25 |
|
| S3 |
731.25 |
740.50 |
767.00 |
|
| S4 |
707.50 |
716.75 |
760.50 |
|
|
| 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 |
894.25 |
|
2.618 |
855.50 |
|
1.618 |
831.75 |
|
1.000 |
817.00 |
|
0.618 |
808.00 |
|
HIGH |
793.25 |
|
0.618 |
784.25 |
|
0.500 |
781.50 |
|
0.382 |
778.50 |
|
LOW |
769.50 |
|
0.618 |
754.75 |
|
1.000 |
745.75 |
|
1.618 |
731.00 |
|
2.618 |
707.25 |
|
4.250 |
668.50 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
781.50 |
788.50 |
| PP |
778.75 |
783.50 |
| S1 |
776.00 |
778.50 |
|