E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
859.00 |
851.00 |
-8.00 |
-0.9% |
858.75 |
| High |
861.50 |
857.50 |
-4.00 |
-0.5% |
864.75 |
| Low |
843.75 |
835.25 |
-8.50 |
-1.0% |
819.75 |
| Close |
853.00 |
848.00 |
-5.00 |
-0.6% |
862.75 |
| Range |
17.75 |
22.25 |
4.50 |
25.4% |
45.00 |
| ATR |
25.12 |
24.91 |
-0.20 |
-0.8% |
0.00 |
| Volume |
3,171 |
4,842 |
1,671 |
52.7% |
33,366 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
913.75 |
903.00 |
860.25 |
|
| R3 |
891.50 |
880.75 |
854.00 |
|
| R2 |
869.25 |
869.25 |
852.00 |
|
| R1 |
858.50 |
858.50 |
850.00 |
852.75 |
| PP |
847.00 |
847.00 |
847.00 |
844.00 |
| S1 |
836.25 |
836.25 |
846.00 |
830.50 |
| S2 |
824.75 |
824.75 |
844.00 |
|
| S3 |
802.50 |
814.00 |
842.00 |
|
| S4 |
780.25 |
791.75 |
835.75 |
|
|
| 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 |
952.00 |
|
2.618 |
915.75 |
|
1.618 |
893.50 |
|
1.000 |
879.75 |
|
0.618 |
871.25 |
|
HIGH |
857.50 |
|
0.618 |
849.00 |
|
0.500 |
846.50 |
|
0.382 |
843.75 |
|
LOW |
835.25 |
|
0.618 |
821.50 |
|
1.000 |
813.00 |
|
1.618 |
799.25 |
|
2.618 |
777.00 |
|
4.250 |
740.75 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
847.50 |
850.00 |
| PP |
847.00 |
849.25 |
| S1 |
846.50 |
848.75 |
|