E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
782.00 |
786.25 |
4.25 |
0.5% |
774.00 |
| High |
803.75 |
806.50 |
2.75 |
0.3% |
827.00 |
| Low |
781.25 |
776.00 |
-5.25 |
-0.7% |
774.00 |
| Close |
791.25 |
805.50 |
14.25 |
1.8% |
812.75 |
| Range |
22.50 |
30.50 |
8.00 |
35.6% |
53.00 |
| ATR |
28.44 |
28.59 |
0.15 |
0.5% |
0.00 |
| Volume |
1,018 |
2,008 |
990 |
97.2% |
8,704 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.50 |
877.00 |
822.25 |
|
| R3 |
857.00 |
846.50 |
814.00 |
|
| R2 |
826.50 |
826.50 |
811.00 |
|
| R1 |
816.00 |
816.00 |
808.25 |
821.25 |
| PP |
796.00 |
796.00 |
796.00 |
798.50 |
| S1 |
785.50 |
785.50 |
802.75 |
790.75 |
| S2 |
765.50 |
765.50 |
800.00 |
|
| S3 |
735.00 |
755.00 |
797.00 |
|
| S4 |
704.50 |
724.50 |
788.75 |
|
|
| 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 |
936.00 |
|
2.618 |
886.25 |
|
1.618 |
855.75 |
|
1.000 |
837.00 |
|
0.618 |
825.25 |
|
HIGH |
806.50 |
|
0.618 |
794.75 |
|
0.500 |
791.25 |
|
0.382 |
787.75 |
|
LOW |
776.00 |
|
0.618 |
757.25 |
|
1.000 |
745.50 |
|
1.618 |
726.75 |
|
2.618 |
696.25 |
|
4.250 |
646.50 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
800.75 |
801.00 |
| PP |
796.00 |
796.50 |
| S1 |
791.25 |
792.00 |
|