E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
843.00 |
849.75 |
6.75 |
0.8% |
839.50 |
| High |
857.50 |
853.50 |
-4.00 |
-0.5% |
850.75 |
| Low |
838.00 |
833.00 |
-5.00 |
-0.6% |
799.25 |
| Close |
850.50 |
836.75 |
-13.75 |
-1.6% |
849.00 |
| Range |
19.50 |
20.50 |
1.00 |
5.1% |
51.50 |
| ATR |
27.31 |
26.83 |
-0.49 |
-1.8% |
0.00 |
| Volume |
1,594 |
1,436 |
-158 |
-9.9% |
6,501 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.50 |
890.25 |
848.00 |
|
| R3 |
882.00 |
869.75 |
842.50 |
|
| R2 |
861.50 |
861.50 |
840.50 |
|
| R1 |
849.25 |
849.25 |
838.75 |
845.00 |
| PP |
841.00 |
841.00 |
841.00 |
839.00 |
| S1 |
828.75 |
828.75 |
834.75 |
824.50 |
| S2 |
820.50 |
820.50 |
833.00 |
|
| S3 |
800.00 |
808.25 |
831.00 |
|
| S4 |
779.50 |
787.75 |
825.50 |
|
|
| 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 |
907.25 |
|
1.618 |
886.75 |
|
1.000 |
874.00 |
|
0.618 |
866.25 |
|
HIGH |
853.50 |
|
0.618 |
845.75 |
|
0.500 |
843.25 |
|
0.382 |
840.75 |
|
LOW |
833.00 |
|
0.618 |
820.25 |
|
1.000 |
812.50 |
|
1.618 |
799.75 |
|
2.618 |
779.25 |
|
4.250 |
746.00 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
843.25 |
838.00 |
| PP |
841.00 |
837.50 |
| S1 |
839.00 |
837.25 |
|