E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
815.50 |
803.25 |
-12.25 |
-1.5% |
746.00 |
| High |
816.25 |
820.00 |
3.75 |
0.5% |
802.50 |
| Low |
798.50 |
784.25 |
-14.25 |
-1.8% |
745.25 |
| Close |
800.25 |
805.00 |
4.75 |
0.6% |
760.75 |
| Range |
17.75 |
35.75 |
18.00 |
101.4% |
57.25 |
| ATR |
28.57 |
29.08 |
0.51 |
1.8% |
0.00 |
| Volume |
1,131 |
1,316 |
185 |
16.4% |
974 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910.25 |
893.50 |
824.75 |
|
| R3 |
874.50 |
857.75 |
814.75 |
|
| R2 |
838.75 |
838.75 |
811.50 |
|
| R1 |
822.00 |
822.00 |
808.25 |
830.50 |
| PP |
803.00 |
803.00 |
803.00 |
807.25 |
| S1 |
786.25 |
786.25 |
801.75 |
794.50 |
| S2 |
767.25 |
767.25 |
798.50 |
|
| S3 |
731.50 |
750.50 |
795.25 |
|
| S4 |
695.75 |
714.75 |
785.25 |
|
|
| 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 |
972.00 |
|
2.618 |
913.50 |
|
1.618 |
877.75 |
|
1.000 |
855.75 |
|
0.618 |
842.00 |
|
HIGH |
820.00 |
|
0.618 |
806.25 |
|
0.500 |
802.00 |
|
0.382 |
798.00 |
|
LOW |
784.25 |
|
0.618 |
762.25 |
|
1.000 |
748.50 |
|
1.618 |
726.50 |
|
2.618 |
690.75 |
|
4.250 |
632.25 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
804.00 |
802.25 |
| PP |
803.00 |
799.75 |
| S1 |
802.00 |
797.00 |
|