E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
683.00 |
685.25 |
2.25 |
0.3% |
714.00 |
| High |
697.75 |
692.50 |
-5.25 |
-0.8% |
717.75 |
| Low |
672.00 |
662.00 |
-10.00 |
-1.5% |
662.00 |
| Close |
680.50 |
682.50 |
2.00 |
0.3% |
682.50 |
| Range |
25.75 |
30.50 |
4.75 |
18.4% |
55.75 |
| ATR |
26.55 |
26.83 |
0.28 |
1.1% |
0.00 |
| Volume |
56 |
91 |
35 |
62.5% |
346 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.50 |
757.00 |
699.25 |
|
| R3 |
740.00 |
726.50 |
691.00 |
|
| R2 |
709.50 |
709.50 |
688.00 |
|
| R1 |
696.00 |
696.00 |
685.25 |
687.50 |
| PP |
679.00 |
679.00 |
679.00 |
674.75 |
| S1 |
665.50 |
665.50 |
679.75 |
657.00 |
| S2 |
648.50 |
648.50 |
677.00 |
|
| S3 |
618.00 |
635.00 |
674.00 |
|
| S4 |
587.50 |
604.50 |
665.75 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.75 |
824.25 |
713.25 |
|
| R3 |
799.00 |
768.50 |
697.75 |
|
| R2 |
743.25 |
743.25 |
692.75 |
|
| R1 |
712.75 |
712.75 |
687.50 |
700.00 |
| PP |
687.50 |
687.50 |
687.50 |
681.00 |
| S1 |
657.00 |
657.00 |
677.50 |
644.50 |
| S2 |
631.75 |
631.75 |
672.25 |
|
| S3 |
576.00 |
601.25 |
667.25 |
|
| S4 |
520.25 |
545.50 |
651.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.00 |
|
2.618 |
772.25 |
|
1.618 |
741.75 |
|
1.000 |
723.00 |
|
0.618 |
711.25 |
|
HIGH |
692.50 |
|
0.618 |
680.75 |
|
0.500 |
677.25 |
|
0.382 |
673.75 |
|
LOW |
662.00 |
|
0.618 |
643.25 |
|
1.000 |
631.50 |
|
1.618 |
612.75 |
|
2.618 |
582.25 |
|
4.250 |
532.50 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
680.75 |
689.50 |
| PP |
679.00 |
687.00 |
| S1 |
677.25 |
684.75 |
|