E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
846.00 |
857.75 |
11.75 |
1.4% |
843.00 |
High |
863.00 |
867.75 |
4.75 |
0.6% |
867.75 |
Low |
837.25 |
850.50 |
13.25 |
1.6% |
828.25 |
Close |
857.75 |
863.25 |
5.50 |
0.6% |
863.25 |
Range |
25.75 |
17.25 |
-8.50 |
-33.0% |
39.50 |
ATR |
26.18 |
25.54 |
-0.64 |
-2.4% |
0.00 |
Volume |
1,193 |
2,941 |
1,748 |
146.5% |
8,375 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
912.25 |
905.00 |
872.75 |
|
R3 |
895.00 |
887.75 |
868.00 |
|
R2 |
877.75 |
877.75 |
866.50 |
|
R1 |
870.50 |
870.50 |
864.75 |
874.00 |
PP |
860.50 |
860.50 |
860.50 |
862.25 |
S1 |
853.25 |
853.25 |
861.75 |
857.00 |
S2 |
843.25 |
843.25 |
860.00 |
|
S3 |
826.00 |
836.00 |
858.50 |
|
S4 |
808.75 |
818.75 |
853.75 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
971.50 |
957.00 |
885.00 |
|
R3 |
932.00 |
917.50 |
874.00 |
|
R2 |
892.50 |
892.50 |
870.50 |
|
R1 |
878.00 |
878.00 |
866.75 |
885.25 |
PP |
853.00 |
853.00 |
853.00 |
856.75 |
S1 |
838.50 |
838.50 |
859.75 |
845.75 |
S2 |
813.50 |
813.50 |
856.00 |
|
S3 |
774.00 |
799.00 |
852.50 |
|
S4 |
734.50 |
759.50 |
841.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
941.00 |
2.618 |
913.00 |
1.618 |
895.75 |
1.000 |
885.00 |
0.618 |
878.50 |
HIGH |
867.75 |
0.618 |
861.25 |
0.500 |
859.00 |
0.382 |
857.00 |
LOW |
850.50 |
0.618 |
839.75 |
1.000 |
833.25 |
1.618 |
822.50 |
2.618 |
805.25 |
4.250 |
777.25 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
862.00 |
858.25 |
PP |
860.50 |
853.00 |
S1 |
859.00 |
848.00 |
|