E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
846.00 |
859.00 |
13.00 |
1.5% |
858.75 |
High |
864.75 |
861.50 |
-3.25 |
-0.4% |
864.75 |
Low |
838.50 |
843.75 |
5.25 |
0.6% |
819.75 |
Close |
862.75 |
853.00 |
-9.75 |
-1.1% |
862.75 |
Range |
26.25 |
17.75 |
-8.50 |
-32.4% |
45.00 |
ATR |
25.59 |
25.12 |
-0.47 |
-1.8% |
0.00 |
Volume |
5,171 |
3,171 |
-2,000 |
-38.7% |
33,366 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
906.00 |
897.25 |
862.75 |
|
R3 |
888.25 |
879.50 |
858.00 |
|
R2 |
870.50 |
870.50 |
856.25 |
|
R1 |
861.75 |
861.75 |
854.75 |
857.25 |
PP |
852.75 |
852.75 |
852.75 |
850.50 |
S1 |
844.00 |
844.00 |
851.25 |
839.50 |
S2 |
835.00 |
835.00 |
849.75 |
|
S3 |
817.25 |
826.25 |
848.00 |
|
S4 |
799.50 |
808.50 |
843.25 |
|
|
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 |
937.00 |
2.618 |
908.00 |
1.618 |
890.25 |
1.000 |
879.25 |
0.618 |
872.50 |
HIGH |
861.50 |
0.618 |
854.75 |
0.500 |
852.50 |
0.382 |
850.50 |
LOW |
843.75 |
0.618 |
832.75 |
1.000 |
826.00 |
1.618 |
815.00 |
2.618 |
797.25 |
4.250 |
768.25 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
853.00 |
850.75 |
PP |
852.75 |
848.50 |
S1 |
852.50 |
846.25 |
|