E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
849.75 |
834.00 |
-15.75 |
-1.9% |
839.50 |
High |
853.50 |
846.50 |
-7.00 |
-0.8% |
850.75 |
Low |
833.00 |
828.25 |
-4.75 |
-0.6% |
799.25 |
Close |
836.75 |
845.00 |
8.25 |
1.0% |
849.00 |
Range |
20.50 |
18.25 |
-2.25 |
-11.0% |
51.50 |
ATR |
26.83 |
26.21 |
-0.61 |
-2.3% |
0.00 |
Volume |
1,436 |
1,211 |
-225 |
-15.7% |
6,501 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
894.75 |
888.00 |
855.00 |
|
R3 |
876.50 |
869.75 |
850.00 |
|
R2 |
858.25 |
858.25 |
848.25 |
|
R1 |
851.50 |
851.50 |
846.75 |
855.00 |
PP |
840.00 |
840.00 |
840.00 |
841.50 |
S1 |
833.25 |
833.25 |
843.25 |
836.50 |
S2 |
821.75 |
821.75 |
841.75 |
|
S3 |
803.50 |
815.00 |
840.00 |
|
S4 |
785.25 |
796.75 |
835.00 |
|
|
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 |
924.00 |
2.618 |
894.25 |
1.618 |
876.00 |
1.000 |
864.75 |
0.618 |
857.75 |
HIGH |
846.50 |
0.618 |
839.50 |
0.500 |
837.50 |
0.382 |
835.25 |
LOW |
828.25 |
0.618 |
817.00 |
1.000 |
810.00 |
1.618 |
798.75 |
2.618 |
780.50 |
4.250 |
750.75 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
842.50 |
844.25 |
PP |
840.00 |
843.50 |
S1 |
837.50 |
843.00 |
|