E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
769.00 |
747.50 |
-21.50 |
-2.8% |
804.25 |
| High |
773.75 |
766.75 |
-7.00 |
-0.9% |
807.25 |
| Low |
732.00 |
740.00 |
8.00 |
1.1% |
752.25 |
| Close |
739.00 |
763.00 |
24.00 |
3.2% |
763.25 |
| Range |
41.75 |
26.75 |
-15.00 |
-35.9% |
55.00 |
| ATR |
24.14 |
24.40 |
0.26 |
1.1% |
0.00 |
| Volume |
9 |
23 |
14 |
155.6% |
87 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.75 |
826.75 |
777.75 |
|
| R3 |
810.00 |
800.00 |
770.25 |
|
| R2 |
783.25 |
783.25 |
768.00 |
|
| R1 |
773.25 |
773.25 |
765.50 |
778.25 |
| PP |
756.50 |
756.50 |
756.50 |
759.00 |
| S1 |
746.50 |
746.50 |
760.50 |
751.50 |
| S2 |
729.75 |
729.75 |
758.00 |
|
| S3 |
703.00 |
719.75 |
755.75 |
|
| S4 |
676.25 |
693.00 |
748.25 |
|
|
| 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 |
880.50 |
|
2.618 |
836.75 |
|
1.618 |
810.00 |
|
1.000 |
793.50 |
|
0.618 |
783.25 |
|
HIGH |
766.75 |
|
0.618 |
756.50 |
|
0.500 |
753.50 |
|
0.382 |
750.25 |
|
LOW |
740.00 |
|
0.618 |
723.50 |
|
1.000 |
713.25 |
|
1.618 |
696.75 |
|
2.618 |
670.00 |
|
4.250 |
626.25 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
759.75 |
759.50 |
| PP |
756.50 |
756.25 |
| S1 |
753.50 |
753.00 |
|