E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
704.00 |
681.25 |
-22.75 |
-3.2% |
769.00 |
| High |
707.50 |
716.75 |
9.25 |
1.3% |
773.75 |
| Low |
684.75 |
675.25 |
-9.50 |
-1.4% |
724.50 |
| Close |
683.75 |
702.75 |
19.00 |
2.8% |
728.25 |
| Range |
22.75 |
41.50 |
18.75 |
82.4% |
49.25 |
| ATR |
25.05 |
26.23 |
1.17 |
4.7% |
0.00 |
| Volume |
62 |
63 |
1 |
1.6% |
479 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.75 |
804.25 |
725.50 |
|
| R3 |
781.25 |
762.75 |
714.25 |
|
| R2 |
739.75 |
739.75 |
710.25 |
|
| R1 |
721.25 |
721.25 |
706.50 |
730.50 |
| PP |
698.25 |
698.25 |
698.25 |
703.00 |
| S1 |
679.75 |
679.75 |
699.00 |
689.00 |
| S2 |
656.75 |
656.75 |
695.25 |
|
| S3 |
615.25 |
638.25 |
691.25 |
|
| S4 |
573.75 |
596.75 |
680.00 |
|
|
| 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 |
893.00 |
|
2.618 |
825.50 |
|
1.618 |
784.00 |
|
1.000 |
758.25 |
|
0.618 |
742.50 |
|
HIGH |
716.75 |
|
0.618 |
701.00 |
|
0.500 |
696.00 |
|
0.382 |
691.00 |
|
LOW |
675.25 |
|
0.618 |
649.50 |
|
1.000 |
633.75 |
|
1.618 |
608.00 |
|
2.618 |
566.50 |
|
4.250 |
499.00 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
700.50 |
700.75 |
| PP |
698.25 |
698.50 |
| S1 |
696.00 |
696.50 |
|