E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
811.00 |
818.50 |
7.50 |
0.9% |
810.00 |
| High |
821.25 |
850.75 |
29.50 |
3.6% |
839.50 |
| Low |
799.25 |
818.50 |
19.25 |
2.4% |
772.25 |
| Close |
819.00 |
849.00 |
30.00 |
3.7% |
837.25 |
| Range |
22.00 |
32.25 |
10.25 |
46.6% |
67.25 |
| ATR |
27.58 |
27.92 |
0.33 |
1.2% |
0.00 |
| Volume |
1,771 |
1,744 |
-27 |
-1.5% |
6,523 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936.25 |
924.75 |
866.75 |
|
| R3 |
904.00 |
892.50 |
857.75 |
|
| R2 |
871.75 |
871.75 |
855.00 |
|
| R1 |
860.25 |
860.25 |
852.00 |
866.00 |
| PP |
839.50 |
839.50 |
839.50 |
842.25 |
| S1 |
828.00 |
828.00 |
846.00 |
833.75 |
| S2 |
807.25 |
807.25 |
843.00 |
|
| S3 |
775.00 |
795.75 |
840.25 |
|
| S4 |
742.75 |
763.50 |
831.25 |
|
|
| 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 |
987.75 |
|
2.618 |
935.25 |
|
1.618 |
903.00 |
|
1.000 |
883.00 |
|
0.618 |
870.75 |
|
HIGH |
850.75 |
|
0.618 |
838.50 |
|
0.500 |
834.50 |
|
0.382 |
830.75 |
|
LOW |
818.50 |
|
0.618 |
798.50 |
|
1.000 |
786.25 |
|
1.618 |
766.25 |
|
2.618 |
734.00 |
|
4.250 |
681.50 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
844.25 |
841.00 |
| PP |
839.50 |
833.00 |
| S1 |
834.50 |
825.00 |
|