E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
851.00 |
847.25 |
-3.75 |
-0.4% |
858.75 |
| High |
857.50 |
875.00 |
17.50 |
2.0% |
864.75 |
| Low |
835.25 |
846.00 |
10.75 |
1.3% |
819.75 |
| Close |
848.00 |
865.00 |
17.00 |
2.0% |
862.75 |
| Range |
22.25 |
29.00 |
6.75 |
30.3% |
45.00 |
| ATR |
24.91 |
25.20 |
0.29 |
1.2% |
0.00 |
| Volume |
4,842 |
5,937 |
1,095 |
22.6% |
33,366 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
949.00 |
936.00 |
881.00 |
|
| R3 |
920.00 |
907.00 |
873.00 |
|
| R2 |
891.00 |
891.00 |
870.25 |
|
| R1 |
878.00 |
878.00 |
867.75 |
884.50 |
| PP |
862.00 |
862.00 |
862.00 |
865.25 |
| S1 |
849.00 |
849.00 |
862.25 |
855.50 |
| S2 |
833.00 |
833.00 |
859.75 |
|
| S3 |
804.00 |
820.00 |
857.00 |
|
| S4 |
775.00 |
791.00 |
849.00 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
875.00 |
827.75 |
47.25 |
5.5% |
22.75 |
2.6% |
79% |
True |
False |
5,832 |
| 10 |
875.00 |
819.75 |
55.25 |
6.4% |
23.75 |
2.8% |
82% |
True |
False |
5,145 |
| 20 |
875.00 |
776.00 |
99.00 |
11.4% |
24.50 |
2.8% |
90% |
True |
False |
3,336 |
| 40 |
875.00 |
662.00 |
213.00 |
24.6% |
26.50 |
3.1% |
95% |
True |
False |
1,970 |
| 60 |
875.00 |
662.00 |
213.00 |
24.6% |
25.25 |
2.9% |
95% |
True |
False |
1,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998.25 |
|
2.618 |
951.00 |
|
1.618 |
922.00 |
|
1.000 |
904.00 |
|
0.618 |
893.00 |
|
HIGH |
875.00 |
|
0.618 |
864.00 |
|
0.500 |
860.50 |
|
0.382 |
857.00 |
|
LOW |
846.00 |
|
0.618 |
828.00 |
|
1.000 |
817.00 |
|
1.618 |
799.00 |
|
2.618 |
770.00 |
|
4.250 |
722.75 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
863.50 |
861.75 |
| PP |
862.00 |
858.50 |
| S1 |
860.50 |
855.00 |
|