E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
748.25 |
746.00 |
-2.25 |
-0.3% |
681.00 |
| High |
753.00 |
768.00 |
15.00 |
2.0% |
753.00 |
| Low |
738.25 |
746.00 |
7.75 |
1.0% |
665.50 |
| Close |
752.25 |
751.50 |
-0.75 |
-0.1% |
752.25 |
| Range |
14.75 |
22.00 |
7.25 |
49.2% |
87.50 |
| ATR |
26.92 |
26.57 |
-0.35 |
-1.3% |
0.00 |
| Volume |
53 |
60 |
7 |
13.2% |
217 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.25 |
808.25 |
763.50 |
|
| R3 |
799.25 |
786.25 |
757.50 |
|
| R2 |
777.25 |
777.25 |
755.50 |
|
| R1 |
764.25 |
764.25 |
753.50 |
770.75 |
| PP |
755.25 |
755.25 |
755.25 |
758.50 |
| S1 |
742.25 |
742.25 |
749.50 |
748.75 |
| S2 |
733.25 |
733.25 |
747.50 |
|
| S3 |
711.25 |
720.25 |
745.50 |
|
| S4 |
689.25 |
698.25 |
739.50 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.00 |
956.75 |
800.50 |
|
| R3 |
898.50 |
869.25 |
776.25 |
|
| R2 |
811.00 |
811.00 |
768.25 |
|
| R1 |
781.75 |
781.75 |
760.25 |
796.50 |
| PP |
723.50 |
723.50 |
723.50 |
731.00 |
| S1 |
694.25 |
694.25 |
744.25 |
709.00 |
| S2 |
636.00 |
636.00 |
736.25 |
|
| S3 |
548.50 |
606.75 |
728.25 |
|
| S4 |
461.00 |
519.25 |
704.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861.50 |
|
2.618 |
825.50 |
|
1.618 |
803.50 |
|
1.000 |
790.00 |
|
0.618 |
781.50 |
|
HIGH |
768.00 |
|
0.618 |
759.50 |
|
0.500 |
757.00 |
|
0.382 |
754.50 |
|
LOW |
746.00 |
|
0.618 |
732.50 |
|
1.000 |
724.00 |
|
1.618 |
710.50 |
|
2.618 |
688.50 |
|
4.250 |
652.50 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
757.00 |
747.50 |
| PP |
755.25 |
743.50 |
| S1 |
753.25 |
739.50 |
|