E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
781.00 |
774.00 |
-7.00 |
-0.9% |
746.00 |
High |
802.50 |
782.00 |
-20.50 |
-2.6% |
802.50 |
Low |
775.50 |
758.25 |
-17.25 |
-2.2% |
745.25 |
Close |
777.25 |
760.75 |
-16.50 |
-2.1% |
760.75 |
Range |
27.00 |
23.75 |
-3.25 |
-12.0% |
57.25 |
ATR |
27.57 |
27.29 |
-0.27 |
-1.0% |
0.00 |
Volume |
52 |
141 |
89 |
171.2% |
974 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
838.25 |
823.25 |
773.75 |
|
R3 |
814.50 |
799.50 |
767.25 |
|
R2 |
790.75 |
790.75 |
765.00 |
|
R1 |
775.75 |
775.75 |
763.00 |
771.50 |
PP |
767.00 |
767.00 |
767.00 |
764.75 |
S1 |
752.00 |
752.00 |
758.50 |
747.50 |
S2 |
743.25 |
743.25 |
756.50 |
|
S3 |
719.50 |
728.25 |
754.25 |
|
S4 |
695.75 |
704.50 |
747.75 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
941.25 |
908.25 |
792.25 |
|
R3 |
884.00 |
851.00 |
776.50 |
|
R2 |
826.75 |
826.75 |
771.25 |
|
R1 |
793.75 |
793.75 |
766.00 |
810.25 |
PP |
769.50 |
769.50 |
769.50 |
777.75 |
S1 |
736.50 |
736.50 |
755.50 |
753.00 |
S2 |
712.25 |
712.25 |
750.25 |
|
S3 |
655.00 |
679.25 |
745.00 |
|
S4 |
597.75 |
622.00 |
729.25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
883.00 |
2.618 |
844.25 |
1.618 |
820.50 |
1.000 |
805.75 |
0.618 |
796.75 |
HIGH |
782.00 |
0.618 |
773.00 |
0.500 |
770.00 |
0.382 |
767.25 |
LOW |
758.25 |
0.618 |
743.50 |
1.000 |
734.50 |
1.618 |
719.75 |
2.618 |
696.00 |
4.250 |
657.25 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
770.00 |
780.50 |
PP |
767.00 |
773.75 |
S1 |
764.00 |
767.25 |
|