E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
833.00 |
839.50 |
6.50 |
0.8% |
810.00 |
| High |
839.50 |
845.00 |
5.50 |
0.7% |
839.50 |
| Low |
819.50 |
815.50 |
-4.00 |
-0.5% |
772.25 |
| Close |
837.25 |
827.00 |
-10.25 |
-1.2% |
837.25 |
| Range |
20.00 |
29.50 |
9.50 |
47.5% |
67.25 |
| ATR |
28.35 |
28.44 |
0.08 |
0.3% |
0.00 |
| Volume |
1,421 |
1,591 |
170 |
12.0% |
6,523 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.75 |
901.75 |
843.25 |
|
| R3 |
888.25 |
872.25 |
835.00 |
|
| R2 |
858.75 |
858.75 |
832.50 |
|
| R1 |
842.75 |
842.75 |
829.75 |
836.00 |
| PP |
829.25 |
829.25 |
829.25 |
825.75 |
| S1 |
813.25 |
813.25 |
824.25 |
806.50 |
| S2 |
799.75 |
799.75 |
821.50 |
|
| S3 |
770.25 |
783.75 |
819.00 |
|
| S4 |
740.75 |
754.25 |
810.75 |
|
|
| 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 |
970.50 |
|
2.618 |
922.25 |
|
1.618 |
892.75 |
|
1.000 |
874.50 |
|
0.618 |
863.25 |
|
HIGH |
845.00 |
|
0.618 |
833.75 |
|
0.500 |
830.25 |
|
0.382 |
826.75 |
|
LOW |
815.50 |
|
0.618 |
797.25 |
|
1.000 |
786.00 |
|
1.618 |
767.75 |
|
2.618 |
738.25 |
|
4.250 |
690.00 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
830.25 |
826.25 |
| PP |
829.25 |
825.50 |
| S1 |
828.00 |
824.75 |
|