E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
845.25 |
834.50 |
-10.75 |
-1.3% |
843.00 |
High |
855.25 |
846.00 |
-9.25 |
-1.1% |
867.75 |
Low |
832.00 |
827.75 |
-4.25 |
-0.5% |
828.25 |
Close |
833.25 |
845.00 |
11.75 |
1.4% |
863.25 |
Range |
23.25 |
18.25 |
-5.00 |
-21.5% |
39.50 |
ATR |
26.10 |
25.54 |
-0.56 |
-2.1% |
0.00 |
Volume |
6,649 |
10,039 |
3,390 |
51.0% |
8,375 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
894.25 |
888.00 |
855.00 |
|
R3 |
876.00 |
869.75 |
850.00 |
|
R2 |
857.75 |
857.75 |
848.25 |
|
R1 |
851.50 |
851.50 |
846.75 |
854.50 |
PP |
839.50 |
839.50 |
839.50 |
841.25 |
S1 |
833.25 |
833.25 |
843.25 |
836.50 |
S2 |
821.25 |
821.25 |
841.75 |
|
S3 |
803.00 |
815.00 |
840.00 |
|
S4 |
784.75 |
796.75 |
835.00 |
|
|
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 |
923.50 |
2.618 |
893.75 |
1.618 |
875.50 |
1.000 |
864.25 |
0.618 |
857.25 |
HIGH |
846.00 |
0.618 |
839.00 |
0.500 |
837.00 |
0.382 |
834.75 |
LOW |
827.75 |
0.618 |
816.50 |
1.000 |
809.50 |
1.618 |
798.25 |
2.618 |
780.00 |
4.250 |
750.25 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
842.25 |
842.50 |
PP |
839.50 |
840.00 |
S1 |
837.00 |
837.50 |
|