E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
753.50 |
772.75 |
19.25 |
2.6% |
681.00 |
| High |
775.50 |
798.25 |
22.75 |
2.9% |
753.00 |
| Low |
745.25 |
760.50 |
15.25 |
2.0% |
665.50 |
| Close |
772.75 |
788.75 |
16.00 |
2.1% |
752.25 |
| Range |
30.25 |
37.75 |
7.50 |
24.8% |
87.50 |
| ATR |
26.83 |
27.61 |
0.78 |
2.9% |
0.00 |
| Volume |
369 |
352 |
-17 |
-4.6% |
217 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.75 |
880.00 |
809.50 |
|
| R3 |
858.00 |
842.25 |
799.25 |
|
| R2 |
820.25 |
820.25 |
795.75 |
|
| R1 |
804.50 |
804.50 |
792.25 |
812.50 |
| PP |
782.50 |
782.50 |
782.50 |
786.50 |
| S1 |
766.75 |
766.75 |
785.25 |
774.50 |
| S2 |
744.75 |
744.75 |
781.75 |
|
| S3 |
707.00 |
729.00 |
778.25 |
|
| S4 |
669.25 |
691.25 |
768.00 |
|
|
| 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 |
958.75 |
|
2.618 |
897.00 |
|
1.618 |
859.25 |
|
1.000 |
836.00 |
|
0.618 |
821.50 |
|
HIGH |
798.25 |
|
0.618 |
783.75 |
|
0.500 |
779.50 |
|
0.382 |
775.00 |
|
LOW |
760.50 |
|
0.618 |
737.25 |
|
1.000 |
722.75 |
|
1.618 |
699.50 |
|
2.618 |
661.75 |
|
4.250 |
600.00 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
785.50 |
783.00 |
| PP |
782.50 |
777.50 |
| S1 |
779.50 |
771.75 |
|