E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
665.50 |
714.00 |
48.50 |
7.3% |
714.00 |
High |
715.50 |
726.00 |
10.50 |
1.5% |
717.75 |
Low |
665.50 |
709.75 |
44.25 |
6.6% |
662.00 |
Close |
711.00 |
715.00 |
4.00 |
0.6% |
682.50 |
Range |
50.00 |
16.25 |
-33.75 |
-67.5% |
55.75 |
ATR |
28.05 |
27.21 |
-0.84 |
-3.0% |
0.00 |
Volume |
24 |
41 |
17 |
70.8% |
346 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
765.75 |
756.50 |
724.00 |
|
R3 |
749.50 |
740.25 |
719.50 |
|
R2 |
733.25 |
733.25 |
718.00 |
|
R1 |
724.00 |
724.00 |
716.50 |
728.50 |
PP |
717.00 |
717.00 |
717.00 |
719.25 |
S1 |
707.75 |
707.75 |
713.50 |
712.50 |
S2 |
700.75 |
700.75 |
712.00 |
|
S3 |
684.50 |
691.50 |
710.50 |
|
S4 |
668.25 |
675.25 |
706.00 |
|
|
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 |
795.00 |
2.618 |
768.50 |
1.618 |
752.25 |
1.000 |
742.25 |
0.618 |
736.00 |
HIGH |
726.00 |
0.618 |
719.75 |
0.500 |
718.00 |
0.382 |
716.00 |
LOW |
709.75 |
0.618 |
699.75 |
1.000 |
693.50 |
1.618 |
683.50 |
2.618 |
667.25 |
4.250 |
640.75 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
718.00 |
708.50 |
PP |
717.00 |
702.25 |
S1 |
716.00 |
695.75 |
|