E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
823.00 |
810.00 |
-13.00 |
-1.6% |
774.00 |
High |
825.50 |
811.50 |
-14.00 |
-1.7% |
827.00 |
Low |
806.50 |
772.25 |
-34.25 |
-4.2% |
774.00 |
Close |
812.75 |
781.00 |
-31.75 |
-3.9% |
812.75 |
Range |
19.00 |
39.25 |
20.25 |
106.6% |
53.00 |
ATR |
27.99 |
28.88 |
0.89 |
3.2% |
0.00 |
Volume |
3,558 |
963 |
-2,595 |
-72.9% |
8,704 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
906.00 |
882.75 |
802.50 |
|
R3 |
866.75 |
843.50 |
791.75 |
|
R2 |
827.50 |
827.50 |
788.25 |
|
R1 |
804.25 |
804.25 |
784.50 |
796.25 |
PP |
788.25 |
788.25 |
788.25 |
784.25 |
S1 |
765.00 |
765.00 |
777.50 |
757.00 |
S2 |
749.00 |
749.00 |
773.75 |
|
S3 |
709.75 |
725.75 |
770.25 |
|
S4 |
670.50 |
686.50 |
759.50 |
|
|
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 |
978.25 |
2.618 |
914.25 |
1.618 |
875.00 |
1.000 |
850.75 |
0.618 |
835.75 |
HIGH |
811.50 |
0.618 |
796.50 |
0.500 |
792.00 |
0.382 |
787.25 |
LOW |
772.25 |
0.618 |
748.00 |
1.000 |
733.00 |
1.618 |
708.75 |
2.618 |
669.50 |
4.250 |
605.50 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
792.00 |
799.50 |
PP |
788.25 |
793.50 |
S1 |
784.50 |
787.25 |
|