E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
772.75 |
781.00 |
8.25 |
1.1% |
681.00 |
High |
798.25 |
802.50 |
4.25 |
0.5% |
753.00 |
Low |
760.50 |
775.50 |
15.00 |
2.0% |
665.50 |
Close |
788.75 |
777.25 |
-11.50 |
-1.5% |
752.25 |
Range |
37.75 |
27.00 |
-10.75 |
-28.5% |
87.50 |
ATR |
27.61 |
27.57 |
-0.04 |
-0.2% |
0.00 |
Volume |
352 |
52 |
-300 |
-85.2% |
217 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
866.00 |
848.75 |
792.00 |
|
R3 |
839.00 |
821.75 |
784.75 |
|
R2 |
812.00 |
812.00 |
782.25 |
|
R1 |
794.75 |
794.75 |
779.75 |
790.00 |
PP |
785.00 |
785.00 |
785.00 |
782.75 |
S1 |
767.75 |
767.75 |
774.75 |
763.00 |
S2 |
758.00 |
758.00 |
772.25 |
|
S3 |
731.00 |
740.75 |
769.75 |
|
S4 |
704.00 |
713.75 |
762.50 |
|
|
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 |
917.25 |
2.618 |
873.25 |
1.618 |
846.25 |
1.000 |
829.50 |
0.618 |
819.25 |
HIGH |
802.50 |
0.618 |
792.25 |
0.500 |
789.00 |
0.382 |
785.75 |
LOW |
775.50 |
0.618 |
758.75 |
1.000 |
748.50 |
1.618 |
731.75 |
2.618 |
704.75 |
4.250 |
660.75 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
789.00 |
776.00 |
PP |
785.00 |
775.00 |
S1 |
781.25 |
774.00 |
|