E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
863.00 |
874.00 |
11.00 |
1.3% |
859.00 |
| High |
874.25 |
900.50 |
26.25 |
3.0% |
882.50 |
| Low |
859.00 |
873.50 |
14.50 |
1.7% |
835.25 |
| Close |
872.00 |
898.75 |
26.75 |
3.1% |
872.00 |
| Range |
15.25 |
27.00 |
11.75 |
77.0% |
47.25 |
| ATR |
24.25 |
24.55 |
0.30 |
1.3% |
0.00 |
| Volume |
2,219 |
1,480 |
-739 |
-33.3% |
24,148 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.00 |
962.25 |
913.50 |
|
| R3 |
945.00 |
935.25 |
906.25 |
|
| R2 |
918.00 |
918.00 |
903.75 |
|
| R1 |
908.25 |
908.25 |
901.25 |
913.00 |
| PP |
891.00 |
891.00 |
891.00 |
893.25 |
| S1 |
881.25 |
881.25 |
896.25 |
886.00 |
| S2 |
864.00 |
864.00 |
893.75 |
|
| S3 |
837.00 |
854.25 |
891.25 |
|
| S4 |
810.00 |
827.25 |
884.00 |
|
|
| 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 |
900.50 |
835.25 |
65.25 |
7.3% |
23.00 |
2.6% |
97% |
True |
False |
4,491 |
| 10 |
900.50 |
819.75 |
80.75 |
9.0% |
22.50 |
2.5% |
98% |
True |
False |
5,100 |
| 20 |
900.50 |
799.25 |
101.25 |
11.3% |
23.25 |
2.6% |
98% |
True |
False |
3,693 |
| 40 |
900.50 |
665.50 |
235.00 |
26.1% |
25.75 |
2.9% |
99% |
True |
False |
2,257 |
| 60 |
900.50 |
662.00 |
238.50 |
26.5% |
25.25 |
2.8% |
99% |
True |
False |
1,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,015.25 |
|
2.618 |
971.25 |
|
1.618 |
944.25 |
|
1.000 |
927.50 |
|
0.618 |
917.25 |
|
HIGH |
900.50 |
|
0.618 |
890.25 |
|
0.500 |
887.00 |
|
0.382 |
883.75 |
|
LOW |
873.50 |
|
0.618 |
856.75 |
|
1.000 |
846.50 |
|
1.618 |
829.75 |
|
2.618 |
802.75 |
|
4.250 |
758.75 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
894.75 |
892.50 |
| PP |
891.00 |
886.00 |
| S1 |
887.00 |
879.75 |
|