E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
839.50 |
829.00 |
-10.50 |
-1.3% |
810.00 |
High |
845.00 |
829.75 |
-15.25 |
-1.8% |
839.50 |
Low |
815.50 |
807.25 |
-8.25 |
-1.0% |
772.25 |
Close |
827.00 |
810.50 |
-16.50 |
-2.0% |
837.25 |
Range |
29.50 |
22.50 |
-7.00 |
-23.7% |
67.25 |
ATR |
28.44 |
28.01 |
-0.42 |
-1.5% |
0.00 |
Volume |
1,591 |
1,395 |
-196 |
-12.3% |
6,523 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
883.25 |
869.50 |
823.00 |
|
R3 |
860.75 |
847.00 |
816.75 |
|
R2 |
838.25 |
838.25 |
814.50 |
|
R1 |
824.50 |
824.50 |
812.50 |
820.00 |
PP |
815.75 |
815.75 |
815.75 |
813.75 |
S1 |
802.00 |
802.00 |
808.50 |
797.50 |
S2 |
793.25 |
793.25 |
806.50 |
|
S3 |
770.75 |
779.50 |
804.25 |
|
S4 |
748.25 |
757.00 |
798.00 |
|
|
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 |
925.50 |
2.618 |
888.75 |
1.618 |
866.25 |
1.000 |
852.25 |
0.618 |
843.75 |
HIGH |
829.75 |
0.618 |
821.25 |
0.500 |
818.50 |
0.382 |
815.75 |
LOW |
807.25 |
0.618 |
793.25 |
1.000 |
784.75 |
1.618 |
770.75 |
2.618 |
748.25 |
4.250 |
711.50 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
818.50 |
826.00 |
PP |
815.75 |
821.00 |
S1 |
813.25 |
815.75 |
|