E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
829.75 |
845.25 |
15.50 |
1.9% |
843.00 |
High |
844.75 |
855.25 |
10.50 |
1.2% |
867.75 |
Low |
819.75 |
832.00 |
12.25 |
1.5% |
828.25 |
Close |
844.00 |
833.25 |
-10.75 |
-1.3% |
863.25 |
Range |
25.00 |
23.25 |
-1.75 |
-7.0% |
39.50 |
ATR |
26.31 |
26.10 |
-0.22 |
-0.8% |
0.00 |
Volume |
3,520 |
6,649 |
3,129 |
88.9% |
8,375 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
910.00 |
894.75 |
846.00 |
|
R3 |
886.75 |
871.50 |
839.75 |
|
R2 |
863.50 |
863.50 |
837.50 |
|
R1 |
848.25 |
848.25 |
835.50 |
844.25 |
PP |
840.25 |
840.25 |
840.25 |
838.00 |
S1 |
825.00 |
825.00 |
831.00 |
821.00 |
S2 |
817.00 |
817.00 |
829.00 |
|
S3 |
793.75 |
801.75 |
826.75 |
|
S4 |
770.50 |
778.50 |
820.50 |
|
|
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 |
954.00 |
2.618 |
916.00 |
1.618 |
892.75 |
1.000 |
878.50 |
0.618 |
869.50 |
HIGH |
855.25 |
0.618 |
846.25 |
0.500 |
843.50 |
0.382 |
841.00 |
LOW |
832.00 |
0.618 |
817.75 |
1.000 |
808.75 |
1.618 |
794.50 |
2.618 |
771.25 |
4.250 |
733.25 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
843.50 |
839.50 |
PP |
840.25 |
837.50 |
S1 |
836.75 |
835.25 |
|