E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
747.50 |
768.50 |
21.00 |
2.8% |
804.25 |
| High |
766.75 |
773.00 |
6.25 |
0.8% |
807.25 |
| Low |
740.00 |
747.25 |
7.25 |
1.0% |
752.25 |
| Close |
763.00 |
756.00 |
-7.00 |
-0.9% |
763.25 |
| Range |
26.75 |
25.75 |
-1.00 |
-3.7% |
55.00 |
| ATR |
24.40 |
24.49 |
0.10 |
0.4% |
0.00 |
| Volume |
23 |
417 |
394 |
1,713.0% |
87 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.00 |
821.75 |
770.25 |
|
| R3 |
810.25 |
796.00 |
763.00 |
|
| R2 |
784.50 |
784.50 |
760.75 |
|
| R1 |
770.25 |
770.25 |
758.25 |
764.50 |
| PP |
758.75 |
758.75 |
758.75 |
756.00 |
| S1 |
744.50 |
744.50 |
753.75 |
738.75 |
| S2 |
733.00 |
733.00 |
751.25 |
|
| S3 |
707.25 |
718.75 |
749.00 |
|
| S4 |
681.50 |
693.00 |
741.75 |
|
|
| 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 |
882.50 |
|
2.618 |
840.50 |
|
1.618 |
814.75 |
|
1.000 |
798.75 |
|
0.618 |
789.00 |
|
HIGH |
773.00 |
|
0.618 |
763.25 |
|
0.500 |
760.00 |
|
0.382 |
757.00 |
|
LOW |
747.25 |
|
0.618 |
731.25 |
|
1.000 |
721.50 |
|
1.618 |
705.50 |
|
2.618 |
679.75 |
|
4.250 |
637.75 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
760.00 |
755.00 |
| PP |
758.75 |
754.00 |
| S1 |
757.50 |
753.00 |
|