E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
811.25 |
833.00 |
21.75 |
2.7% |
810.00 |
High |
838.75 |
839.50 |
0.75 |
0.1% |
839.50 |
Low |
804.50 |
819.50 |
15.00 |
1.9% |
772.25 |
Close |
832.00 |
837.25 |
5.25 |
0.6% |
837.25 |
Range |
34.25 |
20.00 |
-14.25 |
-41.6% |
67.25 |
ATR |
29.00 |
28.35 |
-0.64 |
-2.2% |
0.00 |
Volume |
1,113 |
1,421 |
308 |
27.7% |
6,523 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
892.00 |
884.75 |
848.25 |
|
R3 |
872.00 |
864.75 |
842.75 |
|
R2 |
852.00 |
852.00 |
841.00 |
|
R1 |
844.75 |
844.75 |
839.00 |
848.50 |
PP |
832.00 |
832.00 |
832.00 |
834.00 |
S1 |
824.75 |
824.75 |
835.50 |
828.50 |
S2 |
812.00 |
812.00 |
833.50 |
|
S3 |
792.00 |
804.75 |
831.75 |
|
S4 |
772.00 |
784.75 |
826.25 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,018.00 |
995.00 |
874.25 |
|
R3 |
950.75 |
927.75 |
855.75 |
|
R2 |
883.50 |
883.50 |
849.50 |
|
R1 |
860.50 |
860.50 |
843.50 |
872.00 |
PP |
816.25 |
816.25 |
816.25 |
822.00 |
S1 |
793.25 |
793.25 |
831.00 |
804.75 |
S2 |
749.00 |
749.00 |
825.00 |
|
S3 |
681.75 |
726.00 |
818.75 |
|
S4 |
614.50 |
658.75 |
800.25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
924.50 |
2.618 |
891.75 |
1.618 |
871.75 |
1.000 |
859.50 |
0.618 |
851.75 |
HIGH |
839.50 |
0.618 |
831.75 |
0.500 |
829.50 |
0.382 |
827.25 |
LOW |
819.50 |
0.618 |
807.25 |
1.000 |
799.50 |
1.618 |
787.25 |
2.618 |
767.25 |
4.250 |
734.50 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
834.75 |
827.50 |
PP |
832.00 |
817.50 |
S1 |
829.50 |
807.75 |
|