E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
685.25 |
681.00 |
-4.25 |
-0.6% |
714.00 |
High |
692.50 |
688.25 |
-4.25 |
-0.6% |
717.75 |
Low |
662.00 |
668.00 |
6.00 |
0.9% |
662.00 |
Close |
682.50 |
670.75 |
-11.75 |
-1.7% |
682.50 |
Range |
30.50 |
20.25 |
-10.25 |
-33.6% |
55.75 |
ATR |
26.83 |
26.36 |
-0.47 |
-1.8% |
0.00 |
Volume |
91 |
82 |
-9 |
-9.9% |
346 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736.50 |
723.75 |
682.00 |
|
R3 |
716.25 |
703.50 |
676.25 |
|
R2 |
696.00 |
696.00 |
674.50 |
|
R1 |
683.25 |
683.25 |
672.50 |
679.50 |
PP |
675.75 |
675.75 |
675.75 |
673.75 |
S1 |
663.00 |
663.00 |
669.00 |
659.25 |
S2 |
655.50 |
655.50 |
667.00 |
|
S3 |
635.25 |
642.75 |
665.25 |
|
S4 |
615.00 |
622.50 |
659.50 |
|
|
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 |
774.25 |
2.618 |
741.25 |
1.618 |
721.00 |
1.000 |
708.50 |
0.618 |
700.75 |
HIGH |
688.25 |
0.618 |
680.50 |
0.500 |
678.00 |
0.382 |
675.75 |
LOW |
668.00 |
0.618 |
655.50 |
1.000 |
647.75 |
1.618 |
635.25 |
2.618 |
615.00 |
4.250 |
582.00 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
678.00 |
680.00 |
PP |
675.75 |
676.75 |
S1 |
673.25 |
673.75 |
|