E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
865.00 |
863.00 |
-2.00 |
-0.2% |
859.00 |
High |
882.50 |
874.25 |
-8.25 |
-0.9% |
882.50 |
Low |
861.00 |
859.00 |
-2.00 |
-0.2% |
835.25 |
Close |
866.00 |
872.00 |
6.00 |
0.7% |
872.00 |
Range |
21.50 |
15.25 |
-6.25 |
-29.1% |
47.25 |
ATR |
24.94 |
24.25 |
-0.69 |
-2.8% |
0.00 |
Volume |
7,979 |
2,219 |
-5,760 |
-72.2% |
24,148 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
914.25 |
908.25 |
880.50 |
|
R3 |
899.00 |
893.00 |
876.25 |
|
R2 |
883.75 |
883.75 |
874.75 |
|
R1 |
877.75 |
877.75 |
873.50 |
880.75 |
PP |
868.50 |
868.50 |
868.50 |
870.00 |
S1 |
862.50 |
862.50 |
870.50 |
865.50 |
S2 |
853.25 |
853.25 |
869.25 |
|
S3 |
838.00 |
847.25 |
867.75 |
|
S4 |
822.75 |
832.00 |
863.50 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.00 |
985.75 |
898.00 |
|
R3 |
957.75 |
938.50 |
885.00 |
|
R2 |
910.50 |
910.50 |
880.75 |
|
R1 |
891.25 |
891.25 |
876.25 |
901.00 |
PP |
863.25 |
863.25 |
863.25 |
868.00 |
S1 |
844.00 |
844.00 |
867.75 |
853.50 |
S2 |
816.00 |
816.00 |
863.25 |
|
S3 |
768.75 |
796.75 |
859.00 |
|
S4 |
721.50 |
749.50 |
846.00 |
|
|
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 |
5.4% |
21.25 |
2.4% |
78% |
False |
False |
4,829 |
10 |
882.50 |
819.75 |
62.75 |
7.2% |
23.25 |
2.7% |
83% |
False |
False |
5,751 |
20 |
882.50 |
799.25 |
83.25 |
9.5% |
23.00 |
2.6% |
87% |
False |
False |
3,690 |
40 |
882.50 |
662.00 |
220.50 |
25.3% |
25.75 |
3.0% |
95% |
False |
False |
2,222 |
60 |
882.50 |
662.00 |
220.50 |
25.3% |
25.50 |
2.9% |
95% |
False |
False |
1,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
939.00 |
2.618 |
914.25 |
1.618 |
899.00 |
1.000 |
889.50 |
0.618 |
883.75 |
HIGH |
874.25 |
0.618 |
868.50 |
0.500 |
866.50 |
0.382 |
864.75 |
LOW |
859.00 |
0.618 |
849.50 |
1.000 |
843.75 |
1.618 |
834.25 |
2.618 |
819.00 |
4.250 |
794.25 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
870.25 |
869.50 |
PP |
868.50 |
866.75 |
S1 |
866.50 |
864.25 |
|