E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
803.50 |
823.00 |
19.50 |
2.4% |
774.00 |
High |
827.00 |
825.50 |
-1.50 |
-0.2% |
827.00 |
Low |
803.50 |
806.50 |
3.00 |
0.4% |
774.00 |
Close |
824.00 |
812.75 |
-11.25 |
-1.4% |
812.75 |
Range |
23.50 |
19.00 |
-4.50 |
-19.1% |
53.00 |
ATR |
28.68 |
27.99 |
-0.69 |
-2.4% |
0.00 |
Volume |
2,609 |
3,558 |
949 |
36.4% |
8,704 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872.00 |
861.25 |
823.25 |
|
R3 |
853.00 |
842.25 |
818.00 |
|
R2 |
834.00 |
834.00 |
816.25 |
|
R1 |
823.25 |
823.25 |
814.50 |
819.00 |
PP |
815.00 |
815.00 |
815.00 |
812.75 |
S1 |
804.25 |
804.25 |
811.00 |
800.00 |
S2 |
796.00 |
796.00 |
809.25 |
|
S3 |
777.00 |
785.25 |
807.50 |
|
S4 |
758.00 |
766.25 |
802.25 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
963.50 |
941.25 |
842.00 |
|
R3 |
910.50 |
888.25 |
827.25 |
|
R2 |
857.50 |
857.50 |
822.50 |
|
R1 |
835.25 |
835.25 |
817.50 |
846.50 |
PP |
804.50 |
804.50 |
804.50 |
810.25 |
S1 |
782.25 |
782.25 |
808.00 |
793.50 |
S2 |
751.50 |
751.50 |
803.00 |
|
S3 |
698.50 |
729.25 |
798.25 |
|
S4 |
645.50 |
676.25 |
783.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
906.25 |
2.618 |
875.25 |
1.618 |
856.25 |
1.000 |
844.50 |
0.618 |
837.25 |
HIGH |
825.50 |
0.618 |
818.25 |
0.500 |
816.00 |
0.382 |
813.75 |
LOW |
806.50 |
0.618 |
794.75 |
1.000 |
787.50 |
1.618 |
775.75 |
2.618 |
756.75 |
4.250 |
725.75 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
816.00 |
810.50 |
PP |
815.00 |
808.00 |
S1 |
813.75 |
805.50 |
|