E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
681.25 |
683.00 |
1.75 |
0.3% |
769.00 |
High |
716.75 |
697.75 |
-19.00 |
-2.7% |
773.75 |
Low |
675.25 |
672.00 |
-3.25 |
-0.5% |
724.50 |
Close |
702.75 |
680.50 |
-22.25 |
-3.2% |
728.25 |
Range |
41.50 |
25.75 |
-15.75 |
-38.0% |
49.25 |
ATR |
26.23 |
26.55 |
0.32 |
1.2% |
0.00 |
Volume |
63 |
56 |
-7 |
-11.1% |
479 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760.75 |
746.25 |
694.75 |
|
R3 |
735.00 |
720.50 |
687.50 |
|
R2 |
709.25 |
709.25 |
685.25 |
|
R1 |
694.75 |
694.75 |
682.75 |
689.00 |
PP |
683.50 |
683.50 |
683.50 |
680.50 |
S1 |
669.00 |
669.00 |
678.25 |
663.50 |
S2 |
657.75 |
657.75 |
675.75 |
|
S3 |
632.00 |
643.25 |
673.50 |
|
S4 |
606.25 |
617.50 |
666.25 |
|
|
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 |
807.25 |
2.618 |
765.25 |
1.618 |
739.50 |
1.000 |
723.50 |
0.618 |
713.75 |
HIGH |
697.75 |
0.618 |
688.00 |
0.500 |
685.00 |
0.382 |
681.75 |
LOW |
672.00 |
0.618 |
656.00 |
1.000 |
646.25 |
1.618 |
630.25 |
2.618 |
604.50 |
4.250 |
562.50 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
685.00 |
694.50 |
PP |
683.50 |
689.75 |
S1 |
682.00 |
685.00 |
|