E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
858.75 |
829.75 |
-29.00 |
-3.4% |
843.00 |
High |
859.25 |
844.75 |
-14.50 |
-1.7% |
867.75 |
Low |
825.50 |
819.75 |
-5.75 |
-0.7% |
828.25 |
Close |
829.25 |
844.00 |
14.75 |
1.8% |
863.25 |
Range |
33.75 |
25.00 |
-8.75 |
-25.9% |
39.50 |
ATR |
26.42 |
26.31 |
-0.10 |
-0.4% |
0.00 |
Volume |
7,987 |
3,520 |
-4,467 |
-55.9% |
8,375 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
911.25 |
902.50 |
857.75 |
|
R3 |
886.25 |
877.50 |
851.00 |
|
R2 |
861.25 |
861.25 |
848.50 |
|
R1 |
852.50 |
852.50 |
846.25 |
857.00 |
PP |
836.25 |
836.25 |
836.25 |
838.25 |
S1 |
827.50 |
827.50 |
841.75 |
832.00 |
S2 |
811.25 |
811.25 |
839.50 |
|
S3 |
786.25 |
802.50 |
837.00 |
|
S4 |
761.25 |
777.50 |
830.25 |
|
|
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 |
951.00 |
2.618 |
910.25 |
1.618 |
885.25 |
1.000 |
869.75 |
0.618 |
860.25 |
HIGH |
844.75 |
0.618 |
835.25 |
0.500 |
832.25 |
0.382 |
829.25 |
LOW |
819.75 |
0.618 |
804.25 |
1.000 |
794.75 |
1.618 |
779.25 |
2.618 |
754.25 |
4.250 |
713.50 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
840.00 |
844.00 |
PP |
836.25 |
843.75 |
S1 |
832.25 |
843.75 |
|