E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
810.00 |
782.00 |
-28.00 |
-3.5% |
774.00 |
High |
811.50 |
803.75 |
-7.75 |
-1.0% |
827.00 |
Low |
772.25 |
781.25 |
9.00 |
1.2% |
774.00 |
Close |
781.00 |
791.25 |
10.25 |
1.3% |
812.75 |
Range |
39.25 |
22.50 |
-16.75 |
-42.7% |
53.00 |
ATR |
28.88 |
28.44 |
-0.44 |
-1.5% |
0.00 |
Volume |
963 |
1,018 |
55 |
5.7% |
8,704 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
859.50 |
848.00 |
803.50 |
|
R3 |
837.00 |
825.50 |
797.50 |
|
R2 |
814.50 |
814.50 |
795.50 |
|
R1 |
803.00 |
803.00 |
793.25 |
808.75 |
PP |
792.00 |
792.00 |
792.00 |
795.00 |
S1 |
780.50 |
780.50 |
789.25 |
786.25 |
S2 |
769.50 |
769.50 |
787.00 |
|
S3 |
747.00 |
758.00 |
785.00 |
|
S4 |
724.50 |
735.50 |
779.00 |
|
|
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 |
899.50 |
2.618 |
862.75 |
1.618 |
840.25 |
1.000 |
826.25 |
0.618 |
817.75 |
HIGH |
803.75 |
0.618 |
795.25 |
0.500 |
792.50 |
0.382 |
789.75 |
LOW |
781.25 |
0.618 |
767.25 |
1.000 |
758.75 |
1.618 |
744.75 |
2.618 |
722.25 |
4.250 |
685.50 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
792.50 |
799.00 |
PP |
792.00 |
796.25 |
S1 |
791.75 |
793.75 |
|