E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
791.50 |
762.00 |
-29.50 |
-3.7% |
804.25 |
| High |
793.25 |
769.25 |
-24.00 |
-3.0% |
807.25 |
| Low |
769.50 |
752.25 |
-17.25 |
-2.2% |
752.25 |
| Close |
773.50 |
763.25 |
-10.25 |
-1.3% |
763.25 |
| Range |
23.75 |
17.00 |
-6.75 |
-28.4% |
55.00 |
| ATR |
0.00 |
22.79 |
22.79 |
|
0.00 |
| Volume |
9 |
30 |
21 |
233.3% |
87 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.50 |
805.00 |
772.50 |
|
| R3 |
795.50 |
788.00 |
768.00 |
|
| R2 |
778.50 |
778.50 |
766.25 |
|
| R1 |
771.00 |
771.00 |
764.75 |
774.75 |
| PP |
761.50 |
761.50 |
761.50 |
763.50 |
| S1 |
754.00 |
754.00 |
761.75 |
757.75 |
| S2 |
744.50 |
744.50 |
760.25 |
|
| S3 |
727.50 |
737.00 |
758.50 |
|
| S4 |
710.50 |
720.00 |
754.00 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.25 |
906.25 |
793.50 |
|
| R3 |
884.25 |
851.25 |
778.50 |
|
| R2 |
829.25 |
829.25 |
773.25 |
|
| R1 |
796.25 |
796.25 |
768.25 |
785.25 |
| PP |
774.25 |
774.25 |
774.25 |
768.75 |
| S1 |
741.25 |
741.25 |
758.25 |
730.25 |
| S2 |
719.25 |
719.25 |
753.25 |
|
| S3 |
664.25 |
686.25 |
748.00 |
|
| S4 |
609.25 |
631.25 |
733.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
841.50 |
|
2.618 |
813.75 |
|
1.618 |
796.75 |
|
1.000 |
786.25 |
|
0.618 |
779.75 |
|
HIGH |
769.25 |
|
0.618 |
762.75 |
|
0.500 |
760.75 |
|
0.382 |
758.75 |
|
LOW |
752.25 |
|
0.618 |
741.75 |
|
1.000 |
735.25 |
|
1.618 |
724.75 |
|
2.618 |
707.75 |
|
4.250 |
680.00 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
762.50 |
772.75 |
| PP |
761.50 |
769.50 |
| S1 |
760.75 |
766.50 |
|