E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
768.50 |
750.00 |
-18.50 |
-2.4% |
804.25 |
| High |
773.00 |
770.25 |
-2.75 |
-0.4% |
807.25 |
| Low |
747.25 |
744.50 |
-2.75 |
-0.4% |
752.25 |
| Close |
756.00 |
746.00 |
-10.00 |
-1.3% |
763.25 |
| Range |
25.75 |
25.75 |
0.00 |
0.0% |
55.00 |
| ATR |
24.49 |
24.58 |
0.09 |
0.4% |
0.00 |
| Volume |
417 |
23 |
-394 |
-94.5% |
87 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.75 |
814.25 |
760.25 |
|
| R3 |
805.00 |
788.50 |
753.00 |
|
| R2 |
779.25 |
779.25 |
750.75 |
|
| R1 |
762.75 |
762.75 |
748.25 |
758.00 |
| PP |
753.50 |
753.50 |
753.50 |
751.25 |
| S1 |
737.00 |
737.00 |
743.75 |
732.50 |
| S2 |
727.75 |
727.75 |
741.25 |
|
| S3 |
702.00 |
711.25 |
739.00 |
|
| S4 |
676.25 |
685.50 |
731.75 |
|
|
| 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 |
879.75 |
|
2.618 |
837.75 |
|
1.618 |
812.00 |
|
1.000 |
796.00 |
|
0.618 |
786.25 |
|
HIGH |
770.25 |
|
0.618 |
760.50 |
|
0.500 |
757.50 |
|
0.382 |
754.25 |
|
LOW |
744.50 |
|
0.618 |
728.50 |
|
1.000 |
718.75 |
|
1.618 |
702.75 |
|
2.618 |
677.00 |
|
4.250 |
635.00 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
757.50 |
756.50 |
| PP |
753.50 |
753.00 |
| S1 |
749.75 |
749.50 |
|