E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
834.50 |
846.00 |
11.50 |
1.4% |
858.75 |
| High |
846.00 |
864.75 |
18.75 |
2.2% |
864.75 |
| Low |
827.75 |
838.50 |
10.75 |
1.3% |
819.75 |
| Close |
845.00 |
862.75 |
17.75 |
2.1% |
862.75 |
| Range |
18.25 |
26.25 |
8.00 |
43.8% |
45.00 |
| ATR |
25.54 |
25.59 |
0.05 |
0.2% |
0.00 |
| Volume |
10,039 |
5,171 |
-4,868 |
-48.5% |
33,366 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934.00 |
924.75 |
877.25 |
|
| R3 |
907.75 |
898.50 |
870.00 |
|
| R2 |
881.50 |
881.50 |
867.50 |
|
| R1 |
872.25 |
872.25 |
865.25 |
877.00 |
| PP |
855.25 |
855.25 |
855.25 |
857.75 |
| S1 |
846.00 |
846.00 |
860.25 |
850.50 |
| S2 |
829.00 |
829.00 |
858.00 |
|
| S3 |
802.75 |
819.75 |
855.50 |
|
| S4 |
776.50 |
793.50 |
848.25 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.00 |
968.50 |
887.50 |
|
| R3 |
939.00 |
923.50 |
875.00 |
|
| R2 |
894.00 |
894.00 |
871.00 |
|
| R1 |
878.50 |
878.50 |
867.00 |
886.25 |
| PP |
849.00 |
849.00 |
849.00 |
853.00 |
| S1 |
833.50 |
833.50 |
858.50 |
841.25 |
| S2 |
804.00 |
804.00 |
854.50 |
|
| S3 |
759.00 |
788.50 |
850.50 |
|
| S4 |
714.00 |
743.50 |
838.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
976.25 |
|
2.618 |
933.50 |
|
1.618 |
907.25 |
|
1.000 |
891.00 |
|
0.618 |
881.00 |
|
HIGH |
864.75 |
|
0.618 |
854.75 |
|
0.500 |
851.50 |
|
0.382 |
848.50 |
|
LOW |
838.50 |
|
0.618 |
822.25 |
|
1.000 |
812.25 |
|
1.618 |
796.00 |
|
2.618 |
769.75 |
|
4.250 |
727.00 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
859.00 |
857.25 |
| PP |
855.25 |
851.75 |
| S1 |
851.50 |
846.25 |
|