E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
742.75 |
714.00 |
-28.75 |
-3.9% |
769.00 |
| High |
743.75 |
717.75 |
-26.00 |
-3.5% |
773.75 |
| Low |
724.50 |
691.75 |
-32.75 |
-4.5% |
724.50 |
| Close |
728.25 |
700.00 |
-28.25 |
-3.9% |
728.25 |
| Range |
19.25 |
26.00 |
6.75 |
35.1% |
49.25 |
| ATR |
24.36 |
25.23 |
0.87 |
3.6% |
0.00 |
| Volume |
7 |
74 |
67 |
957.1% |
479 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.25 |
766.50 |
714.25 |
|
| R3 |
755.25 |
740.50 |
707.25 |
|
| R2 |
729.25 |
729.25 |
704.75 |
|
| R1 |
714.50 |
714.50 |
702.50 |
709.00 |
| PP |
703.25 |
703.25 |
703.25 |
700.25 |
| S1 |
688.50 |
688.50 |
697.50 |
683.00 |
| S2 |
677.25 |
677.25 |
695.25 |
|
| S3 |
651.25 |
662.50 |
692.75 |
|
| S4 |
625.25 |
636.50 |
685.75 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.00 |
858.25 |
755.25 |
|
| R3 |
840.75 |
809.00 |
741.75 |
|
| R2 |
791.50 |
791.50 |
737.25 |
|
| R1 |
759.75 |
759.75 |
732.75 |
751.00 |
| PP |
742.25 |
742.25 |
742.25 |
737.75 |
| S1 |
710.50 |
710.50 |
723.75 |
701.75 |
| S2 |
693.00 |
693.00 |
719.25 |
|
| S3 |
643.75 |
661.25 |
714.75 |
|
| S4 |
594.50 |
612.00 |
701.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828.25 |
|
2.618 |
785.75 |
|
1.618 |
759.75 |
|
1.000 |
743.75 |
|
0.618 |
733.75 |
|
HIGH |
717.75 |
|
0.618 |
707.75 |
|
0.500 |
704.75 |
|
0.382 |
701.75 |
|
LOW |
691.75 |
|
0.618 |
675.75 |
|
1.000 |
665.75 |
|
1.618 |
649.75 |
|
2.618 |
623.75 |
|
4.250 |
581.25 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
704.75 |
731.00 |
| PP |
703.25 |
720.75 |
| S1 |
701.50 |
710.25 |
|