E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
847.25 |
865.00 |
17.75 |
2.1% |
858.75 |
High |
875.00 |
882.50 |
7.50 |
0.9% |
864.75 |
Low |
846.00 |
861.00 |
15.00 |
1.8% |
819.75 |
Close |
865.00 |
866.00 |
1.00 |
0.1% |
862.75 |
Range |
29.00 |
21.50 |
-7.50 |
-25.9% |
45.00 |
ATR |
25.20 |
24.94 |
-0.26 |
-1.0% |
0.00 |
Volume |
5,937 |
7,979 |
2,042 |
34.4% |
33,366 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
934.25 |
921.75 |
877.75 |
|
R3 |
912.75 |
900.25 |
872.00 |
|
R2 |
891.25 |
891.25 |
870.00 |
|
R1 |
878.75 |
878.75 |
868.00 |
885.00 |
PP |
869.75 |
869.75 |
869.75 |
873.00 |
S1 |
857.25 |
857.25 |
864.00 |
863.50 |
S2 |
848.25 |
848.25 |
862.00 |
|
S3 |
826.75 |
835.75 |
860.00 |
|
S4 |
805.25 |
814.25 |
854.25 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
882.50 |
835.25 |
47.25 |
5.5% |
23.25 |
2.7% |
65% |
True |
False |
5,420 |
10 |
882.50 |
819.75 |
62.75 |
7.2% |
23.50 |
2.7% |
74% |
True |
False |
5,823 |
20 |
882.50 |
799.25 |
83.25 |
9.6% |
24.00 |
2.8% |
80% |
True |
False |
3,635 |
40 |
882.50 |
662.00 |
220.50 |
25.5% |
26.00 |
3.0% |
93% |
True |
False |
2,168 |
60 |
882.50 |
662.00 |
220.50 |
25.5% |
25.50 |
2.9% |
93% |
True |
False |
1,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
974.00 |
2.618 |
938.75 |
1.618 |
917.25 |
1.000 |
904.00 |
0.618 |
895.75 |
HIGH |
882.50 |
0.618 |
874.25 |
0.500 |
871.75 |
0.382 |
869.25 |
LOW |
861.00 |
0.618 |
847.75 |
1.000 |
839.50 |
1.618 |
826.25 |
2.618 |
804.75 |
4.250 |
769.50 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
871.75 |
863.50 |
PP |
869.75 |
861.25 |
S1 |
868.00 |
859.00 |
|