E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
714.00 |
713.75 |
-0.25 |
0.0% |
714.00 |
| High |
726.00 |
747.25 |
21.25 |
2.9% |
717.75 |
| Low |
709.75 |
711.00 |
1.25 |
0.2% |
662.00 |
| Close |
715.00 |
746.00 |
31.00 |
4.3% |
682.50 |
| Range |
16.25 |
36.25 |
20.00 |
123.1% |
55.75 |
| ATR |
27.21 |
27.85 |
0.65 |
2.4% |
0.00 |
| Volume |
41 |
17 |
-24 |
-58.5% |
346 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.50 |
831.00 |
766.00 |
|
| R3 |
807.25 |
794.75 |
756.00 |
|
| R2 |
771.00 |
771.00 |
752.75 |
|
| R1 |
758.50 |
758.50 |
749.25 |
764.75 |
| PP |
734.75 |
734.75 |
734.75 |
738.00 |
| S1 |
722.25 |
722.25 |
742.75 |
728.50 |
| S2 |
698.50 |
698.50 |
739.25 |
|
| S3 |
662.25 |
686.00 |
736.00 |
|
| S4 |
626.00 |
649.75 |
726.00 |
|
|
| 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 |
901.25 |
|
2.618 |
842.25 |
|
1.618 |
806.00 |
|
1.000 |
783.50 |
|
0.618 |
769.75 |
|
HIGH |
747.25 |
|
0.618 |
733.50 |
|
0.500 |
729.00 |
|
0.382 |
724.75 |
|
LOW |
711.00 |
|
0.618 |
688.50 |
|
1.000 |
674.75 |
|
1.618 |
652.25 |
|
2.618 |
616.00 |
|
4.250 |
557.00 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
740.50 |
732.75 |
| PP |
734.75 |
719.50 |
| S1 |
729.00 |
706.50 |
|