E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
714.00 |
704.00 |
-10.00 |
-1.4% |
769.00 |
High |
717.75 |
707.50 |
-10.25 |
-1.4% |
773.75 |
Low |
691.75 |
684.75 |
-7.00 |
-1.0% |
724.50 |
Close |
700.00 |
683.75 |
-16.25 |
-2.3% |
728.25 |
Range |
26.00 |
22.75 |
-3.25 |
-12.5% |
49.25 |
ATR |
25.23 |
25.05 |
-0.18 |
-0.7% |
0.00 |
Volume |
74 |
62 |
-12 |
-16.2% |
479 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760.25 |
744.75 |
696.25 |
|
R3 |
737.50 |
722.00 |
690.00 |
|
R2 |
714.75 |
714.75 |
688.00 |
|
R1 |
699.25 |
699.25 |
685.75 |
695.50 |
PP |
692.00 |
692.00 |
692.00 |
690.25 |
S1 |
676.50 |
676.50 |
681.75 |
673.00 |
S2 |
669.25 |
669.25 |
679.50 |
|
S3 |
646.50 |
653.75 |
677.50 |
|
S4 |
623.75 |
631.00 |
671.25 |
|
|
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 |
804.25 |
2.618 |
767.00 |
1.618 |
744.25 |
1.000 |
730.25 |
0.618 |
721.50 |
HIGH |
707.50 |
0.618 |
698.75 |
0.500 |
696.00 |
0.382 |
693.50 |
LOW |
684.75 |
0.618 |
670.75 |
1.000 |
662.00 |
1.618 |
648.00 |
2.618 |
625.25 |
4.250 |
588.00 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
696.00 |
714.25 |
PP |
692.00 |
704.00 |
S1 |
688.00 |
694.00 |
|