E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
818.50 |
843.00 |
24.50 |
3.0% |
839.50 |
High |
850.75 |
857.50 |
6.75 |
0.8% |
850.75 |
Low |
818.50 |
838.00 |
19.50 |
2.4% |
799.25 |
Close |
849.00 |
850.50 |
1.50 |
0.2% |
849.00 |
Range |
32.25 |
19.50 |
-12.75 |
-39.5% |
51.50 |
ATR |
27.92 |
27.31 |
-0.60 |
-2.2% |
0.00 |
Volume |
1,744 |
1,594 |
-150 |
-8.6% |
6,501 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
907.25 |
898.25 |
861.25 |
|
R3 |
887.75 |
878.75 |
855.75 |
|
R2 |
868.25 |
868.25 |
854.00 |
|
R1 |
859.25 |
859.25 |
852.25 |
863.75 |
PP |
848.75 |
848.75 |
848.75 |
851.00 |
S1 |
839.75 |
839.75 |
848.75 |
844.25 |
S2 |
829.25 |
829.25 |
847.00 |
|
S3 |
809.75 |
820.25 |
845.25 |
|
S4 |
790.25 |
800.75 |
839.75 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987.50 |
969.75 |
877.25 |
|
R3 |
936.00 |
918.25 |
863.25 |
|
R2 |
884.50 |
884.50 |
858.50 |
|
R1 |
866.75 |
866.75 |
853.75 |
875.50 |
PP |
833.00 |
833.00 |
833.00 |
837.50 |
S1 |
815.25 |
815.25 |
844.25 |
824.00 |
S2 |
781.50 |
781.50 |
839.50 |
|
S3 |
730.00 |
763.75 |
834.75 |
|
S4 |
678.50 |
712.25 |
820.75 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
940.50 |
2.618 |
908.50 |
1.618 |
889.00 |
1.000 |
877.00 |
0.618 |
869.50 |
HIGH |
857.50 |
0.618 |
850.00 |
0.500 |
847.75 |
0.382 |
845.50 |
LOW |
838.00 |
0.618 |
826.00 |
1.000 |
818.50 |
1.618 |
806.50 |
2.618 |
787.00 |
4.250 |
755.00 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
849.50 |
843.00 |
PP |
848.75 |
835.75 |
S1 |
847.75 |
828.50 |
|