E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
681.00 |
665.50 |
-15.50 |
-2.3% |
714.00 |
| High |
688.25 |
715.50 |
27.25 |
4.0% |
717.75 |
| Low |
668.00 |
665.50 |
-2.50 |
-0.4% |
662.00 |
| Close |
670.75 |
711.00 |
40.25 |
6.0% |
682.50 |
| Range |
20.25 |
50.00 |
29.75 |
146.9% |
55.75 |
| ATR |
26.36 |
28.05 |
1.69 |
6.4% |
0.00 |
| Volume |
82 |
24 |
-58 |
-70.7% |
346 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.25 |
829.25 |
738.50 |
|
| R3 |
797.25 |
779.25 |
724.75 |
|
| R2 |
747.25 |
747.25 |
720.25 |
|
| R1 |
729.25 |
729.25 |
715.50 |
738.25 |
| PP |
697.25 |
697.25 |
697.25 |
702.00 |
| S1 |
679.25 |
679.25 |
706.50 |
688.25 |
| S2 |
647.25 |
647.25 |
701.75 |
|
| S3 |
597.25 |
629.25 |
697.25 |
|
| S4 |
547.25 |
579.25 |
683.50 |
|
|
| 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 |
928.00 |
|
2.618 |
846.50 |
|
1.618 |
796.50 |
|
1.000 |
765.50 |
|
0.618 |
746.50 |
|
HIGH |
715.50 |
|
0.618 |
696.50 |
|
0.500 |
690.50 |
|
0.382 |
684.50 |
|
LOW |
665.50 |
|
0.618 |
634.50 |
|
1.000 |
615.50 |
|
1.618 |
584.50 |
|
2.618 |
534.50 |
|
4.250 |
453.00 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
704.25 |
703.50 |
| PP |
697.25 |
696.25 |
| S1 |
690.50 |
688.75 |
|