E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
746.00 |
753.50 |
7.50 |
1.0% |
681.00 |
| High |
768.00 |
775.50 |
7.50 |
1.0% |
753.00 |
| Low |
746.00 |
745.25 |
-0.75 |
-0.1% |
665.50 |
| Close |
751.50 |
772.75 |
21.25 |
2.8% |
752.25 |
| Range |
22.00 |
30.25 |
8.25 |
37.5% |
87.50 |
| ATR |
26.57 |
26.83 |
0.26 |
1.0% |
0.00 |
| Volume |
60 |
369 |
309 |
515.0% |
217 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.25 |
844.25 |
789.50 |
|
| R3 |
825.00 |
814.00 |
781.00 |
|
| R2 |
794.75 |
794.75 |
778.25 |
|
| R1 |
783.75 |
783.75 |
775.50 |
789.25 |
| PP |
764.50 |
764.50 |
764.50 |
767.25 |
| S1 |
753.50 |
753.50 |
770.00 |
759.00 |
| S2 |
734.25 |
734.25 |
767.25 |
|
| S3 |
704.00 |
723.25 |
764.50 |
|
| S4 |
673.75 |
693.00 |
756.00 |
|
|
| 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 |
904.00 |
|
2.618 |
854.75 |
|
1.618 |
824.50 |
|
1.000 |
805.75 |
|
0.618 |
794.25 |
|
HIGH |
775.50 |
|
0.618 |
764.00 |
|
0.500 |
760.50 |
|
0.382 |
756.75 |
|
LOW |
745.25 |
|
0.618 |
726.50 |
|
1.000 |
715.00 |
|
1.618 |
696.25 |
|
2.618 |
666.00 |
|
4.250 |
616.75 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
768.50 |
767.50 |
| PP |
764.50 |
762.25 |
| S1 |
760.50 |
757.00 |
|