E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
774.00 |
774.00 |
0.00 |
0.0% |
746.00 |
| High |
782.00 |
817.50 |
35.50 |
4.5% |
802.50 |
| Low |
758.25 |
774.00 |
15.75 |
2.1% |
745.25 |
| Close |
760.75 |
814.00 |
53.25 |
7.0% |
760.75 |
| Range |
23.75 |
43.50 |
19.75 |
83.2% |
57.25 |
| ATR |
27.29 |
29.40 |
2.10 |
7.7% |
0.00 |
| Volume |
141 |
90 |
-51 |
-36.2% |
974 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
932.25 |
916.75 |
838.00 |
|
| R3 |
888.75 |
873.25 |
826.00 |
|
| R2 |
845.25 |
845.25 |
822.00 |
|
| R1 |
829.75 |
829.75 |
818.00 |
837.50 |
| PP |
801.75 |
801.75 |
801.75 |
805.75 |
| S1 |
786.25 |
786.25 |
810.00 |
794.00 |
| S2 |
758.25 |
758.25 |
806.00 |
|
| S3 |
714.75 |
742.75 |
802.00 |
|
| S4 |
671.25 |
699.25 |
790.00 |
|
|
| 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 |
1,002.50 |
|
2.618 |
931.50 |
|
1.618 |
888.00 |
|
1.000 |
861.00 |
|
0.618 |
844.50 |
|
HIGH |
817.50 |
|
0.618 |
801.00 |
|
0.500 |
795.75 |
|
0.382 |
790.50 |
|
LOW |
774.00 |
|
0.618 |
747.00 |
|
1.000 |
730.50 |
|
1.618 |
703.50 |
|
2.618 |
660.00 |
|
4.250 |
589.00 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
808.00 |
805.25 |
| PP |
801.75 |
796.50 |
| S1 |
795.75 |
788.00 |
|