E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
786.25 |
811.25 |
25.00 |
3.2% |
774.00 |
| High |
806.50 |
838.75 |
32.25 |
4.0% |
827.00 |
| Low |
776.00 |
804.50 |
28.50 |
3.7% |
774.00 |
| Close |
805.50 |
832.00 |
26.50 |
3.3% |
812.75 |
| Range |
30.50 |
34.25 |
3.75 |
12.3% |
53.00 |
| ATR |
28.59 |
29.00 |
0.40 |
1.4% |
0.00 |
| Volume |
2,008 |
1,113 |
-895 |
-44.6% |
8,704 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.75 |
914.25 |
850.75 |
|
| R3 |
893.50 |
880.00 |
841.50 |
|
| R2 |
859.25 |
859.25 |
838.25 |
|
| R1 |
845.75 |
845.75 |
835.25 |
852.50 |
| PP |
825.00 |
825.00 |
825.00 |
828.50 |
| S1 |
811.50 |
811.50 |
828.75 |
818.25 |
| S2 |
790.75 |
790.75 |
825.75 |
|
| S3 |
756.50 |
777.25 |
822.50 |
|
| S4 |
722.25 |
743.00 |
813.25 |
|
|
| 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 |
984.25 |
|
2.618 |
928.50 |
|
1.618 |
894.25 |
|
1.000 |
873.00 |
|
0.618 |
860.00 |
|
HIGH |
838.75 |
|
0.618 |
825.75 |
|
0.500 |
821.50 |
|
0.382 |
817.50 |
|
LOW |
804.50 |
|
0.618 |
783.25 |
|
1.000 |
770.25 |
|
1.618 |
749.00 |
|
2.618 |
714.75 |
|
4.250 |
659.00 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
828.50 |
823.75 |
| PP |
825.00 |
815.50 |
| S1 |
821.50 |
807.50 |
|